Strategies / Momentum / Median Price MACD Histogram Long

Median Price MACD Histogram Long

The strategy buys when the close is above a rising 9 period EMA of the median price and the MACD histogram turns positive. It closes the long when the mirrored bearish condition appears.

MomentumLong onlySwingS&P 500Daily

1.96Profit factor

4,586Net profit EUR

46.13%Win rate

271Trades

-1,002Max drawdown

16.92Avg trade

Best run of 31. S&P 500, Daily, spread 1, from run pf:2026-10-10-USA500-D.tsv:5.

Entry rules, long

The close is above the 9 period EMA of the median price, and that EMA is rising.
The close is above the previous close.

Exit rules

The close is below a falling 9 period EMA of the median price and below the previous close.

Test conditions

Period	Up to 2026-10-10
Instrument	S&P 500, Daily
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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	Daily	1.96	271	46.13	4,586 EUR	-1,002
Nasdaq 100	4 hours	1.49	459	48.80	16,224 EUR	-3,956
Nasdaq 100	1 hour	1.31	1,642	39.71	20,277 EUR	-3,454
USD/JPY	4 hours	n/a	531	42.94	495,240 USD	-304,770
USD/JPY	1 hour	n/a	2,051	40.08	405,150 USD	-261,730
USD/JPY	10 min	n/a	3,139	39.31	325,450 USD	-113,610
Nikkei 225	Daily	n/a	197	44.67	45,574 USD	-12,923
Silver	4 hours	n/a	451	40.35	39,709 USD	-16,194
Nikkei 225	4 hours	n/a	389	44.47	32,499 USD	-10,966
Nikkei 225	1 hour	n/a	1,451	39.21	30,591 USD	-9,093
Nikkei 225	10 min	n/a	2,900	38.69	23,638 USD	-15,889
Dow Jones	Daily	n/a	242	48.76	22,685 EUR	-11,458
Nikkei 225	30 min	n/a	2,772	39.43	18,970 USD	-14,932
DAX 40	Daily	n/a	309	45.95	15,428 EUR	-4,657
Dow Jones	1 hour	n/a	595	40.50	14,413 EUR	-7,071
Dow Jones	4 hours	n/a	160	40.00	12,603 EUR	-8,671
Nasdaq 100	30 min	n/a	2,769	38.86	12,023 EUR	-5,507
DAX 40	1 hour	n/a	1,610	39.94	10,721 EUR	-5,238
Nasdaq 100	Daily	n/a	195	47.18	9,010 EUR	-6,938
Nasdaq 100	5 min	n/a	3,058	39.67	9,007 EUR	-2,618
GBP/USD	Daily	n/a	223	41.26	8,537 USD	-6,900
DAX 40	4 hours	n/a	468	43.59	7,943 EUR	-4,026
Dow Jones	10 min	n/a	3,098	38.48	7,872 EUR	-7,367
DAX 40	30 min	n/a	2,922	39.87	7,677 EUR	-4,335
S&P 500	4 hours	n/a	466	46.78	4,162 EUR	-1,291
Gold	4 hours	n/a	484	43.80	3,238 EUR	-962
Gold	Daily	n/a	220	40.45	2,659 EUR	-853
Gold	1 hour	n/a	1,785	39.16	2,551 EUR	-814
S&P 500	1 hour	n/a	1,685	41.36	2,376 EUR	-971
S&P 500	10 min	n/a	2,988	36.85	1,327 EUR	-876
Gold	5 min	n/a	3,155	37.50	920 EUR	-660

Charts

Results by run

Top 10 of 31 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

// ==============================================================
// Median Price MACD Histogram Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

out = ExponentialAverage[9](MedianPrice)
myMacd = ExponentialAverage[12](MedianPrice) - ExponentialAverage[26](MedianPrice)
sig = ExponentialAverage[9](myMacd)
hist = myMacd - sig

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

MACDEMA

Longer historyRe-run on up to 1,000,000 barsS&P 500 · Daily · older data 0.00 EUR

S&P 500 had no history beyond the standard run, so both runs used 14,000 bars.

S&P 500 · Daily

Bars available	14,000
Net, standard 200,000-bar run	4,585.60 EUR
Net, long run	4,585.60 EUR
Net on the older data alone	0.00 EUR

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 Median Price MACD Histogram Long 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 31 market and timeframe combinations. The best run was S&P 500, Daily, with a profit factor of 1.96 over 271 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,002 EUR at the tested position size, against a net result of 4,586 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

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

MACD Histogram Momentum Long

Also a momentum strategy.

1.99 PF · 308 trades

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

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