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Strategies / Momentum / Momentum Minus MACD Zero Cross

Momentum Minus MACD Zero Cross

The strategy buys when 10 bar price momentum minus a 12 and 26 period MACD line crosses above zero. It closes the long when that difference crosses below zero.

MomentumLong onlySwingGold4 hours
n/aProfit factor
1,286Net profit EUR
34.96%Win rate
2,534Trades
-1,235Max drawdown
0.51Avg trade

Best run of 8. Gold, 4 hours, spread 0.6, from run sweeps:2026-10-11-GOLD-4h-opt.tsv:14.

Entry rules, long

  2. No long position is open.

Exit rules

  1. That difference crosses below zero, closing the long position.

Test conditions

PeriodUp to 2026-10-11
InstrumentGold, 4 hours
Spread0.6 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run4 hoursn/a 2,53434.961,286 EUR-1,235
USD/JPYDailyn/a 1,12137.82916,380 USD-457,050
SilverDailyn/a 98034.1841,244 USD-18,538
Nikkei 225Dailyn/a 95138.9135,702 USD-12,565
Dow JonesDailyn/a 1,16841.5217,238 EUR-6,362
DAX 404 hoursn/a 2,50038.566,768 EUR-4,251
Brent Crude4 hoursn/a 1,41538.236,555 EUR-4,861
GoldDailyn/a 1,09935.942,910 EUR-1,084

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Momentum Minus MACD Zero Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

mom = close - close[10]
myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
delta = mom - myMacd

9 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

MomentumMACDEMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,234 EUR is large next to the net profit of 1,286 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Momentum Minus MACD Zero Cross 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 8 market and timeframe combinations. The best run by trade count was Gold, 4 hours, with 2,534 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,234 EUR at the tested position size, against a net result of 1,286 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

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

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

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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.comStatsDocs