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Strategies / Momentum / MACD Level Crossover Long

MACD Level Crossover Long

The strategy buys when the MACD line crosses above a small negative threshold of 0.0276% of price, and closes the long when it crosses above a small positive threshold of 0.0103% of price. Each trade has a 0.05% stop loss from entry.

MomentumLong onlySwingDow JonesDaily
4.83Profit factor
5,278Net profit EUR
2.90%Win rate
241Trades
-940Max drawdown
21.90Avg trade

Best run of 8. Dow Jones, Daily, spread 3, from run pf:2026-10-12-DOW30-D.tsv:20.

Entry rules, long

  2. Signals start after the first 40 bars, and no long position is open.

Exit rules

  2. The stop loss is 0.05% below the entry fill.

Test conditions

PeriodUp to 2026-10-12
InstrumentDow Jones, Daily
Spread3 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest runDaily4.83 2412.905,278 EUR-940
EUR/USD3 minn/a 99531.66117,984 USD-33,041
EUR/USD2 minn/a 51828.96100,434 USD-33,547
EUR/USD10 minn/a 2,14926.0676,499 USD-35,325
EUR/USD5 minn/a 1,37130.4239,577 USD-32,230
Nikkei 225Dailyn/a 1963.575,673 USD-3,093
Dow Jones4 hoursn/a 17512.002,301 EUR-1,167
GBP/USDDailyn/a 2307.831,677 USD-1,272

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Level Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
linebuy = close * (-0.0276) / 100
linesell = close * 0.0103 / 100

11 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

MACDEMA
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run MACD Level Crossover Long in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 8 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 4.83 over 241 trades.

How large was the drawdown?

The best run had a maximum drawdown of 940 EUR at the tested position size, against a net result of 5,278 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

MACD Level Cross Long

Also a momentum strategy.

4.70 PF · 246 trades

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Copy trading on US indices is available to ProRealAlgos members as spots open.

Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.comStatsDocs