Strategies / Momentum / MACD Threshold Long Signal

MACD Threshold Long Signal

The strategy buys when the MACD line crosses above a threshold of -0.0338% of price, and closes the long when the MACD line crosses above its 9-period signal line while that signal is above zero. Each trade has a 0.05% stop loss from entry.

MomentumLong onlyIntradayEUR/USD3 min

5.57Profit factor

148,665Net profit USD

20.82%Win rate

706Trades

-32,474Max drawdown

211Avg trade

Best run of 8. EUR/USD, 3 min, spread 1, from run pf:2026-10-12-EURUSD-3m.tsv:3.

Entry rules, long

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

Exit rules

The stop loss is 0.05% below the entry fill.

Test conditions

Period	Up to 2026-10-12
Instrument	EUR/USD, 3 minutes
Spread	1 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	3 min	5.57	706	20.82	148,665 USD	-32,474
EUR/USD	10 min	n/a	1,841	14.94	80,538 USD	-27,507
EUR/USD	5 min	n/a	1,004	20.22	70,282 USD	-30,162
EUR/USD	2 min	n/a	312	25.00	51,312 USD	-28,746
EUR/USD	Daily	n/a	202	3.47	8,718 USD	-6,659
Nikkei 225	Daily	n/a	197	2.03	4,647 USD	-2,337
Dow Jones	4 hours	n/a	179	3.35	1,928 EUR	-1,408
Dow Jones	Daily	n/a	246	2.03	1,516 EUR	-940

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Threshold Long Signal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
signal = ExponentialAverage[9](myMacd)
linebuy = -close * 0.0338 / 100

14 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
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 Threshold Long Signal 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 EUR/USD, 3 minutes, with a profit factor of 5.57 over 706 trades.

How large was the drawdown?

The best run had a maximum drawdown of 32,474 USD at the tested position size, against a net result of 148,665 USD.

Does it trade long, short or both?

It only takes long trades.

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

Stochastic Crossover Long With Bracket

Best run on the same market, EUR/USD.

1.75 PF · 5,666 trades

Volume Flow Momentum Reversal

Also a momentum strategy.

5.19 PF · 63 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

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.com Stats Docs