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Strategies / Trend / Moving Average Crossover Long

Moving Average Crossover Long

Buys when the 10-period simple moving average crosses above the 30-period one and sells when it crosses back below. Only long trades are taken.

TrendLong onlySwingNasdaq 100Daily
2.21Profit factor
21,228Net profit EUR
49.75%Win rate
199Trades
-3,917Max drawdown
107Avg trade

Best run of 25. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:15.

Entry rules, long

Exit rules

  1. The 10-period simple moving average crosses under the 30-period simple moving average

Test conditions

PeriodUp to 2026-10-05
InstrumentNasdaq 100, Daily
Spread3 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.21 19949.7521,228 EUR-3,917
S&P 500Daily1.97 28442.254,504 EUR-731
GoldDaily1.95 26537.363,338 EUR-809
USD/JPYDailyn/a 25641.411,356,340 USD-494,300
USD/JPY1 hourn/a 2,69738.56771,730 USD-201,510
USD/JPY30 minn/a 3,84336.27470,870 USD-179,800
USD/JPY15 minn/a 3,96634.47186,900 USD-186,040
Nikkei 225Dailyn/a 22038.6427,928 USD-18,492
Nikkei 2254 hoursn/a 49539.8026,724 USD-12,065
Dow JonesDailyn/a 28041.7920,656 EUR-6,531
Dow Jones30 minn/a 1,60538.8814,741 EUR-10,374
DAX 40Dailyn/a 28146.6214,558 EUR-4,087
DAX 401 hourn/a 2,13438.8912,950 EUR-3,616
Nasdaq 1004 hoursn/a 60640.9212,093 EUR-5,366
Dow Jones4 hoursn/a 20941.639,829 EUR-6,930
DAX 4030 minn/a 3,87536.779,321 EUR-4,961
Nasdaq 10030 minn/a 3,98035.088,256 EUR-6,545
Brent CrudeDailyn/a 9641.678,251 EUR-7,939
Nasdaq 1001 hourn/a 2,30736.417,854 EUR-4,635
Brent Crude1 hourn/a 1,21637.754,954 EUR-4,418
DAX 404 hoursn/a 61040.164,267 EUR-3,378
Gold1 hourn/a 2,27036.483,346 EUR-1,168
Gold4 hoursn/a 60240.032,869 EUR-1,305
S&P 5004 hoursn/a 61940.711,632 EUR-1,123
Gold30 minn/a 3,99333.331,530 EUR-1,073

Charts

Results by run

Top 10 of 25 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 Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

smaf = Average[10](close)
smas = Average[30](close)

11 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

SMA
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 307.20 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run21,228.20 EUR
Net, long run21,535.40 EUR
Net on the older data alone307.20 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 Crossover 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 25 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.21 over 199 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,917 EUR at the tested position size, against a net result of 21,228 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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Zero Cross Or EMA Stack Long

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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