Strategies / Momentum / MACD Zero Cross On Opens

MACD Zero Cross On Opens

Uses MACD(12, 26, 9) on bar opens. It buys when the histogram crosses above zero with RSI(14) at or below 55, and sells short when it crosses below zero with RSI(14) at or above 50. A 15% stop loss is set from the entry.

MomentumLong & shortIntradayNasdaq 10030 min

n/aProfit factor

8,347Net profit EUR

57.64%Win rate

2,658Trades

-6,527Max drawdown

3.14Avg trade

Best run of 10. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-07-NAS100-30m-opt.tsv:12.

Entry rules, long

RSI(14) of the open is at or below 55.
A long is opened at market when both conditions hold, with a 15% stop loss set from the entry price.

Entry rules, short

RSI(14) of the open is at or above 50.
A short is opened at market when both conditions hold, with a 15% stop loss set from the entry price.

Exit rules

The 15% stop loss closes the trade if it is hit.

Test conditions

Period	Up to 2026-10-07
Instrument	Nasdaq 100, 30 minutes
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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	n/a	2,658	57.64	8,347 EUR	-6,527
EUR/USD	1 hour	n/a	2,596	63.52	89,383 USD	-54,475
Nikkei 225	4 hours	n/a	407	65.11	21,936 USD	-12,927
DAX 40	1 hour	n/a	1,672	63.22	14,390 EUR	-5,354
Dow Jones	30 min	n/a	1,081	62.90	14,077 EUR	-12,432
Dow Jones	1 hour	n/a	597	62.48	12,147 EUR	-11,383
Nasdaq 100	1 hour	n/a	1,812	61.70	9,449 EUR	-7,655
FTSE 100	1 hour	n/a	1,687	61.71	5,623 EUR	-3,125
FTSE 100	Daily	n/a	202	63.86	4,667 EUR	-3,943
S&P 500	1 hour	n/a	1,860	61.02	2,802 EUR	-1,354

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Zero Cross On Opens
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](open)
myMacd = ExponentialAverage[12](open) - ExponentialAverage[26](open)
signal = ExponentialAverage[9](myMacd)
delta = myMacd - signal

12 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

MACDRSIEMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 6,527 EUR is large next to the net profit of 8,347 EUR.

Questions

About this strategy

Can I run MACD Zero Cross On Opens 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 10 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 2,658 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,527 EUR at the tested position size, against a net result of 8,347 EUR.

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.com Stats Docs