Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Momentum / MACD Zero Line Downside Crossover

MACD Zero Line Downside Crossover

Sells short when the MACD line, set to 12, 26 and 9, crosses below zero, and closes the short when it crosses back above zero. No long positions are opened.

MomentumShort onlySwingEUR/USDDaily
1.47Profit factor
8,268Net profit USD
34.48%Win rate
203Trades
-3,243Max drawdown
40.73Avg trade

Best run of 2. EUR/USD, Daily, spread 1.2, from run pf:2026-10-10-EURUSD-D.tsv:12.

Entry rules, short

Exit rules

  1. The MACD line crosses over 0, and the short position is closed at market.

Test conditions

PeriodUp to 2026-10-10
InstrumentEUR/USD, Daily
Spread1.2 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest runDaily1.47 20334.488,268 USD-3,243
GBP/USDDaily1.28 22930.575,568 USD-4,051

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// MACD Zero Line Downside Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Short only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

19 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

MACD
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run MACD Zero Line Downside Crossover 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 2 market and timeframe combinations. The best run was EUR/USD, Daily, with a profit factor of 1.47 over 203 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,243 USD at the tested position size, against a net result of 8,268 USD.

Does it trade long, short or both?

It only takes short trades.

Related

Strategies like this one

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

Bidirectional MACD Zero Line Cross

Also a momentum strategy.

1.48 PF · 480 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.comStatsDocs