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Strategies / Momentum / MACD Signal Crossover Reversal

MACD Signal Crossover Reversal

Goes long when the MACD line crosses above its 9 period signal line and short when it crosses below. Each opposite crossover reverses the position, with no stops or targets.

MomentumLong & shortSwingUSD/JPY4 hours
n/aProfit factor
825,950Net profit USD
37.26%Win rate
2,724Trades
-258,340Max drawdown
303Avg trade

Best run of 5. USD/JPY, 4 hours, spread 1, from run sweeps:2026-10-03-USDJPY-4h-opt.tsv:27.

Entry rules, long

Entry rules, short

Exit rules

  1. An opposite crossover closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-03
InstrumentUSD/JPY, 4 hours
Spread1 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run4 hoursn/a 2,72437.26825,950 USD-258,340
USD/JPYDailyn/a 1,09434.101,139,150 USD-981,000
SilverDailyn/a 1,01433.0432,730 USD-26,067
GBP/USDDailyn/a 1,12737.369,999 USD-8,996
Gold4 hoursn/a 2,47035.871,498 EUR-1,336

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Signal Crossover Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

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

MACDEMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • 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 Reversal 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 5 market and timeframe combinations. The best run by trade count was USD/JPY, 4 hours, with 2,724 trades.

How large was the drawdown?

The best run had a maximum drawdown of 258,340 USD at the tested position size, against a net result of 825,950 USD.

Does it trade long, short or both?

It trades both long and short.

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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