Strategies / Trend / Moving Average And MACD Long

Moving Average And MACD Long

Buys when the 200 SMA, 100 SMA, 20 EMA and MACD have not risen, with the 20 EMA and price both above the 100 SMA. Exits on a cross of the 20 EMA under the 100 SMA or a 5% fall from the signal close.

TrendLong onlyIntradayGold10 min

1.50Profit factor

2,455Net profit EUR

35.25%Win rate

749Trades

-344Max drawdown

3.28Avg trade

Best run of 44. Gold, 10 min, spread 0.6, from run pf:2026-10-10-GOLD-10m.tsv:1.

Entry rules, long

The 200 SMA has not risen on any of the last 10 bars.
The 100 SMA has not risen over the last 3 bars.
The MACD line (12, 26, 7) has not risen over the last 3 bars.
The 20 EMA is above the 100 SMA, and the close is above the 100 SMA.

Exit rules

The close falls to 5% below the signal close or lower, and the position closes at market.

Test conditions

Period	Up to 2026-10-10
Instrument	Gold, 10 minutes
Spread	0.6 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
GoldBest run	10 min	1.50	749	35.25	2,455 EUR	-344
Gold	5 min	1.44	800	35.00	2,254 EUR	-424
Nasdaq 100	30 min	1.42	794	39.55	13,777 EUR	-2,740
Nasdaq 100	1 hour	1.42	499	39.68	11,169 EUR	-2,535
Nikkei 225	30 min	1.34	767	36.38	30,743 USD	-6,693
USD/JPY	10 min	1.32	800	39.25	433,460 USD	-108,040
USD/JPY	Daily	n/a	37	54.05	1,124,670 USD	-378,300
USD/JPY	4 hours	n/a	130	37.69	570,080 USD	-189,360
USD/JPY	30 min	n/a	745	35.70	485,970 USD	-129,980
USD/JPY	1 hour	n/a	535	35.70	413,070 USD	-235,750
USD/JPY	15 min	n/a	767	35.59	405,130 USD	-123,940
EUR/USD	Daily	n/a	45	46.67	90,162 USD	-29,320
Nikkei 225	Daily	n/a	46	54.35	48,569 USD	-11,480
Silver	4 hours	n/a	108	41.67	28,093 USD	-27,492
Nikkei 225	15 min	n/a	736	38.18	23,961 USD	-8,190
Silver	30 min	n/a	746	33.38	20,908 USD	-9,820
Nikkei 225	10 min	n/a	741	36.44	20,884 USD	-9,153
Silver	2 min	n/a	754	36.07	19,103 USD	-7,258
Dow Jones	Daily	n/a	72	43.06	16,970 EUR	-5,863
Nasdaq 100	Daily	n/a	64	48.44	16,481 EUR	-3,727
Silver	3 min	n/a	793	33.17	15,952 USD	-9,349
Nikkei 225	4 hours	n/a	119	35.29	11,685 USD	-10,141
DAX 40	Daily	n/a	73	42.47	11,613 EUR	-3,843
Nikkei 225	3 min	n/a	778	36.50	9,874 USD	-7,617
Nasdaq 100	4 hours	n/a	149	46.31	7,660 EUR	-4,053
Nasdaq 100	5 min	n/a	811	36.62	7,294 EUR	-2,183
Dow Jones	15 min	n/a	623	35.15	6,896 EUR	-4,949
DAX 40	30 min	n/a	799	34.67	5,637 EUR	-3,194
Nasdaq 100	15 min	n/a	790	37.97	5,543 EUR	-5,257
DAX 40	15 min	n/a	792	37.37	5,464 EUR	-3,493
Brent Crude	2 min	n/a	724	35.22	5,238 EUR	-1,464
S&P 500	Daily	n/a	75	42.67	4,800 EUR	-656
DAX 40	5 min	n/a	812	34.24	3,558 EUR	-2,714
US Crude Oil	2 min	n/a	718	32.87	3,423 EUR	-1,632
DAX 40	10 min	n/a	789	35.99	3,178 EUR	-2,305
Gold	Daily	n/a	64	39.06	3,063 EUR	-1,108
Gold	1 hour	n/a	468	40.81	2,419 EUR	-908
Gold	30 min	n/a	737	36.91	2,359 EUR	-671
Gold	4 hours	n/a	123	41.46	2,194 EUR	-979
Gold	15 min	n/a	763	35.65	1,876 EUR	-775
S&P 500	4 hours	n/a	154	44.16	1,757 EUR	-630
S&P 500	30 min	n/a	818	38.26	1,213 EUR	-810
Gold	3 min	n/a	780	34.74	1,162 EUR	-630
Gold	2 min	n/a	763	35.52	998 EUR	-372

Charts

Results by run

Top 10 of 44 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

// ==============================================================
// Moving Average And MACD Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE opened = 0
ONCE stopprice = 0

ema = ExponentialAverage[20](close)
sma = Average[100](close)
smaslow = Average[200](close)
myMacd = MACDLine[12,26,7](close)

emaup = 1
FOR myK = 1 TO 2 DO

39 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

EMASMAMACD

Longer historyRe-run on up to 1,000,000 barsGold · 10 min · older data 884.30 EUR

On the long run with 735,000 bars the net result was 3,339 EUR, against 2,455 EUR on the standard 200,000-bar run. The older data alone gave 884 EUR.

Gold · 10 min

Bars available	735,000
Net, standard 200,000-bar run	2,454.80 EUR
Net, long run	3,339.10 EUR
Net on the older data alone	884.30 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 Moving Average And MACD 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 44 market and timeframe combinations. The best run was Gold, 10 minutes, with a profit factor of 1.50 over 749 trades.

How large was the drawdown?

The best run had a maximum drawdown of 344 EUR at the tested position size, against a net result of 2,455 EUR.

Does it trade long, short or both?

It only takes long 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.com Stats Docs