Strategies / Trend / MACD Trend Swing Stop

MACD Trend Swing Stop

The strategy trades MACD crossovers that agree with a 200 period EMA trend and a momentum filter. The stop sits at the 25 bar swing low or high, with a target at 1.5 times that risk.

TrendLong & shortSwingGold1 hour

1.62Profit factor

1,032Net profit EUR

46.59%Win rate

264Trades

-204Max drawdown

3.91Avg trade

Best run of 16. Gold, 1 hour, spread 0.6, from run pf:2026-10-12-GOLD-1h.tsv:1.

Entry rules, long

The MACD line is below the histogram, and the histogram is above zero.
The close is above the 200 period EMA.
A momentum oscillator sits above its 8 period average signal line.
No position is open.

Entry rules, short

The MACD line is above the histogram, and the histogram is below zero.
The close is below the 200 period EMA.
A momentum oscillator sits below its 8 period average signal line.
The choppy-market score is above 30.
No position is open.

Exit rules

The profit target is 1.5 times the distance from entry to that stop.

Test conditions

Period	Up to 2026-10-12
Instrument	Gold, 1 hour
Spread	0.6 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
GoldBest run	1 hour	1.62	264	46.59	1,032 EUR	-204
Nikkei 225	Daily	n/a	15	73.33	7,552 USD	-1,713
Nikkei 225	4 hours	n/a	39	41.03	5,703 USD	-3,278
Nasdaq 100	1 hour	n/a	261	38.31	4,866 EUR	-1,339
Nasdaq 100	4 hours	n/a	53	41.51	3,329 EUR	-1,362
Dow Jones	4 hours	n/a	22	45.45	2,925 EUR	-1,726
Nasdaq 100	10 min	n/a	509	38.51	2,813 EUR	-1,098
US Crude Oil	1 hour	n/a	170	45.88	2,737 EUR	-1,403
Nasdaq 100	30 min	n/a	454	38.77	2,692 EUR	-2,540
Brent Crude	1 hour	n/a	116	49.14	2,609 EUR	-1,686
FTSE 100	1 hour	n/a	227	42.73	1,852 EUR	-568
Brent Crude	4 hours	n/a	29	55.17	1,685 EUR	-680
S&P 500	4 hours	n/a	58	55.17	905 EUR	-444
Gold	4 hours	n/a	54	53.70	663 EUR	-173
S&P 500	30 min	n/a	404	40.10	520 EUR	-374
S&P 500	1 hour	n/a	261	38.31	386 EUR	-282

Charts

Results by run

Top 10 of 16 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Trend Swing Stop
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = ExponentialAverage[10](close) - ExponentialAverage[23](close)
signal = ExponentialAverage[10](myMacd)
hist = myMacd - signal

rocA = 100 * (close - close[10]) / close[10]
rocB = 100 * (close - close[15]) / close[15]
rocC = 100 * (close - close[20]) / close[20]
rocD = 100 * (close - close[30]) / close[30]
kst = Average[11](rocA) + 2 * Average[11](rocB) + 3 * Average[12](rocC) + 4 * Average[16](rocD)
kstsig = Average[8](kst)

ema = ExponentialAverage[200](close)

28 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 Trend Swing Stop 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 16 market and timeframe combinations. The best run was Gold, 1 hour, with a profit factor of 1.62 over 264 trades.

How large was the drawdown?

The best run had a maximum drawdown of 204 EUR at the tested position size, against a net result of 1,032 EUR.

Does it trade long, short or both?

It trades both long and short.

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Moving Average Colour Shift

Also a trend strategy.

1.62 PF · 533 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