Strategies / Trend / MACD Zero Cross and EMA Stack

MACD Zero Cross and EMA Stack

Buys on a MACD zero-line cross, or when four EMAs stack in rising order with clear gaps between them. Exits on a MACD signal-line cross down, or at a 10% stop-loss or 20% profit target.

TrendLong onlySwingNasdaq 100Daily

2.25Profit factor

12,308Net profit EUR

47.06%Win rate

187Trades

-1,750Max drawdown

65.82Avg trade

Best run of 20. Nasdaq 100, Daily, spread 3, from run pf:2026-10-10-NAS100-D.tsv:4.

Entry rules, long

Trigger two: the 20, 50, 100 and 200-period EMAs newly stack in order, each gap between them exceeding 0.2% of the close.
No long position is open.

Exit rules

A stop-loss sits 10% below the entry price.
A profit target sits 20% above the entry price.

Test conditions

Period	Up to 2026-10-10
Instrument	Nasdaq 100, Daily
Spread	3 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.25	187	47.06	12,308 EUR	-1,750
EUR/USD	2 min	2.24	3,497	27.60	429,030 USD	-43,519
Dow Jones	Daily	1.91	246	50.81	17,935 EUR	-3,184
DAX 40	Daily	1.83	245	43.67	11,665 EUR	-2,130
USD/JPY	Daily	n/a	228	43.86	595,140 USD	-430,900
EUR/USD	3 min	n/a	3,530	30.14	366,581 USD	-119,804
USD/JPY	1 hour	n/a	2,434	40.71	364,800 USD	-168,380
EUR/USD	5 min	n/a	3,480	31.47	210,809 USD	-81,629
EUR/USD	Daily	n/a	216	44.91	70,949 USD	-22,422
EUR/USD	1 hour	n/a	3,138	39.67	46,100 USD	-29,590
Nikkei 225	Daily	n/a	196	47.45	17,271 USD	-8,357
Dow Jones	4 hours	n/a	197	45.18	11,867 EUR	-3,842
Nasdaq 100	4 hours	n/a	602	45.51	9,302 EUR	-3,551
Nasdaq 100	1 hour	n/a	2,241	40.70	7,027 EUR	-3,784
DAX 40	4 hours	n/a	590	44.41	4,221 EUR	-3,753
US Crude Oil	4 hours	n/a	413	43.10	3,794 EUR	-3,483
S&P 500	4 hours	n/a	600	48.33	2,246 EUR	-808
S&P 500	Daily	n/a	255	45.10	1,638 EUR	-596
Gold	4 hours	n/a	548	45.26	1,609 EUR	-442
Gold	Daily	n/a	239	36.40	777 EUR	-653

Charts

Results by run

Top 10 of 20 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// MACD Zero Cross and EMA Stack
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

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

emaa = ExponentialAverage[20](close)
emab = ExponentialAverage[50](close)
emac = ExponentialAverage[100](close)
emad = ExponentialAverage[200](close)
mindiff = close * 0.2 / 100

20 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

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available	10,000
Net, standard 200,000-bar run	12,307.90 EUR
Net, long run	12,307.90 EUR
Net on the older data alone	0.00 EUR

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 Zero Cross and EMA Stack 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 20 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.25 over 187 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,750 EUR at the tested position size, against a net result of 12,308 EUR.

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

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Supertrend Direction Flip Long

Also a trend strategy.

2.25 PF · 188 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.com Stats Docs

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