Strategies / Trend / Normalized MACD Histogram Trend

Normalized MACD Histogram Trend

The system buys 1 contract when the MACD histogram, scaled by a 12-period EMA of price, rises above 0.0025, and sells when it falls below -0.0025.

TrendLong onlySwingS&P 5004 hours

2.23Profit factor

5,186Net profit EUR

45.99%Win rate

137Trades

-737Max drawdown

37.85Avg trade

Best run of 63. S&P 500, 4 hours, spread 1, from run pf:2026-10-05-USA500-4h.tsv:8.

Entry rules, long

The MACD line uses periods 12, 26 and 9, with a 9-period EMA as the signal line.

Exit rules

The trade closes at market when (the MACD line minus its signal line) divided by the 12-period EMA is below -0.0025.

Test conditions

Period	Up to 2026-10-05
Instrument	S&P 500, 4 hours
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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	4 hours	2.23	137	45.99	5,186 EUR	-737
Nasdaq 100	1 hour	1.98	176	44.89	18,930 EUR	-3,578
USD/JPY	1 hour	n/a	9	66.67	619,630 USD	-382,490
USD/JPY	30 min	n/a	3	66.67	232,760 USD	-222,170
Nikkei 225	4 hours	n/a	179	50.28	33,950 USD	-12,819
Silver	Daily	n/a	263	43.35	28,969 USD	-27,542
Nikkei 225	1 hour	n/a	99	47.47	28,490 USD	-8,153
Silver	4 hours	n/a	376	45.21	24,137 USD	-12,597
Silver	15 min	n/a	126	46.03	23,268 USD	-17,063
Nikkei 225	15 min	n/a	38	52.63	22,901 USD	-9,732
Nasdaq 100	30 min	n/a	70	54.29	21,868 EUR	-4,099
Nikkei 225	Daily	n/a	222	47.75	20,969 USD	-11,446
Nasdaq 100	10 min	n/a	14	64.29	19,418 EUR	-4,091
Dow Jones	10 min	n/a	4	75.00	18,907 EUR	-8,800
Dow Jones	4 hours	n/a	42	59.52	17,304 EUR	-5,828
Dow Jones	15 min	n/a	25	44.00	16,444 EUR	-7,223
Nasdaq 100	15 min	n/a	46	36.96	16,248 EUR	-6,839
Nikkei 225	30 min	n/a	83	45.78	15,757 USD	-8,182
Nasdaq 100	5 min	n/a	4	100.00	14,495 EUR	-3,451
Dow Jones	30 min	n/a	27	40.74	13,831 EUR	-8,197
Dow Jones	Daily	n/a	247	45.75	11,655 EUR	-9,855
DAX 40	4 hours	n/a	198	46.97	10,545 EUR	-5,532
DAX 40	30 min	n/a	64	51.56	10,116 EUR	-5,518
DAX 40	Daily	n/a	265	51.70	9,439 EUR	-3,929
DAX 40	1 hour	n/a	146	45.89	9,212 EUR	-5,086
Nasdaq 100	4 hours	n/a	216	46.30	9,066 EUR	-5,656
Nasdaq 100	Daily	n/a	226	47.79	8,661 EUR	-4,636
Brent Crude	30 min	n/a	276	43.48	7,821 EUR	-5,375
Nikkei 225	3 min	n/a	6	33.33	6,441 USD	-4,807
Nasdaq 100	1 min	n/a	1	100.00	6,424 EUR	-3,760
Nasdaq 100	2 min	n/a	1	100.00	6,424 EUR	-3,756
Dow Jones	3 min	n/a	2	100.00	6,421 EUR	-4,164
Dow Jones	5 min	n/a	2	100.00	5,654 EUR	-4,164
Nasdaq 100	3 min	n/a	3	66.67	5,126 EUR	-2,506
S&P 500	10 min	n/a	9	77.78	4,923 EUR	-716
Dow Jones	1 min	n/a	1	100.00	4,710 EUR	-4,166
Dow Jones	2 min	n/a	1	100.00	4,706 EUR	-4,164
DAX 40	15 min	n/a	31	38.71	4,242 EUR	-3,205
S&P 500	30 min	n/a	44	45.45	4,103 EUR	-1,143
Brent Crude	1 min	n/a	19	63.16	3,719 EUR	-2,131
DAX 40	5 min	n/a	2	100.00	3,584 EUR	-1,749
S&P 500	15 min	n/a	27	55.56	3,574 EUR	-1,215
S&P 500	1 hour	n/a	118	46.61	3,350 EUR	-950
US Crude Oil	1 min	n/a	11	54.55	3,234 EUR	-1,613
FTSE 100	Daily	n/a	181	47.51	3,198 EUR	-2,630
S&P 500	5 min	n/a	2	100.00	2,877 EUR	-694
Gold	10 min	n/a	8	62.50	2,806 EUR	-1,043
DAX 40	3 min	n/a	3	66.67	2,532 EUR	-1,770
DAX 40	1 min	n/a	1	100.00	2,531 EUR	-1,782
FTSE 100	15 min	n/a	19	31.58	2,514 EUR	-1,584
FTSE 100	3 min	n/a	1	100.00	2,478 EUR	-1,262
FTSE 100	5 min	n/a	2	50.00	2,407 EUR	-1,260
Gold	1 hour	n/a	88	45.45	2,365 EUR	-722
FTSE 100	10 min	n/a	2	50.00	2,300 EUR	-1,258
Gold	4 hours	n/a	141	45.39	2,056 EUR	-917
Gold	Daily	n/a	225	48.00	1,754 EUR	-1,625
S&P 500	Daily	n/a	241	44.40	1,688 EUR	-980
Gold	30 min	n/a	35	48.57	1,453 EUR	-695
Gold	5 min	n/a	9	44.44	1,446 EUR	-1,272
Gold	15 min	n/a	14	50.00	1,343 EUR	-1,246
S&P 500	2 min	n/a	1	100.00	1,070 EUR	-393
S&P 500	1 min	n/a	1	100.00	1,068 EUR	-396
S&P 500	3 min	n/a	3	66.67	1,036 EUR	-524

Charts

Results by run

Top 10 of 63 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

// ==============================================================
// Normalized MACD Histogram Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = MACDline[12,26,9](close)
signal = ExponentialAverage[9](myMacd)
delta = (myMacd - signal) / ExponentialAverage[12](close)

13 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 · 4 hours · older data 48.72 EUR

S&P 500 had no history beyond the standard run, so both runs used 28,000 bars.

S&P 500 · 4 hours

Bars available	28,000
Net, standard 200,000-bar run	5,185.66 EUR
Net, long run	5,234.38 EUR
Net on the older data alone	48.72 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 Normalized MACD Histogram Trend 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 63 market and timeframe combinations. The best run was S&P 500, 4 hours, with a profit factor of 2.23 over 137 trades.

How large was the drawdown?

The best run had a maximum drawdown of 737 EUR at the tested position size, against a net result of 5,186 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

ATR Trailing Line Crossover Long

Also a trend strategy.

2.24 PF · 160 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