Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Momentum / MACD Signal Crossover Long

MACD Signal Crossover Long

Buys when the MACD line crosses above its 9-period average and closes the long when it crosses back below. Only long positions are taken, with a fixed size of 1 contract.

MomentumLong onlySwingDAX 401 hour
n/aProfit factor
7,682Net profit EUR
38.19%Win rate
4,577Trades
-5,358Max drawdown
1.68Avg trade

Best run of 13. DAX 40, 1 hour, spread 3, from run sweeps:2026-10-12-DAX40-1h-opt.tsv:14.

Entry rules, long

  2. No long position is open.

Exit rules

  1. The MACD line crosses below its 9-period simple moving average, closing the long.

Test conditions

PeriodUp to 2026-10-12
InstrumentDAX 40, 1 hour
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
DAX 40Best run1 hourn/a 4,57738.197,682 EUR-5,358
USD/JPY4 hoursn/a 1,47640.58599,600 USD-225,090
SilverDailyn/a 53537.3833,397 USD-25,481
Nikkei 225Dailyn/a 49140.7333,109 USD-10,468
Nikkei 2254 hoursn/a 1,08840.1718,572 USD-9,799
Dow JonesDailyn/a 63941.7817,036 EUR-6,351
DAX 40Dailyn/a 66740.6312,266 EUR-4,263
Nasdaq 1004 hoursn/a 1,36839.919,569 EUR-4,976
DAX 404 hoursn/a 1,33640.496,293 EUR-4,845
Brent Crude4 hoursn/a 73442.645,151 EUR-4,853
Gold4 hoursn/a 1,33639.452,722 EUR-802
GoldDailyn/a 57339.272,294 EUR-1,499
S&P 500Dailyn/a 68338.212,013 EUR-1,085

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Signal Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
signal = Average[9](myMacd)

10 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

MACDEMASMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 5,358 EUR is large next to the net profit of 7,682 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run MACD Signal 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 13 market and timeframe combinations. The best run by trade count was DAX 40, 1 hour, with 4,577 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,358 EUR at the tested position size, against a net result of 7,682 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Heikin Ashi Color Flip

Best run on the same market, DAX 40.

1.12 PF · 3,692 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

Put your name on the ProRealAlgos waitlist to trade a tested portfolio instead of single strategies.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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