Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / Parabolic SAR EMA Cross Trend

Parabolic SAR EMA Cross Trend

The strategy trades EMA(10) and EMA(25) crossovers in the direction of the 200-period simple moving average, confirmed by Parabolic SAR. Each trade has a stop at the SMA(200) level and a target at 1.3 times that distance.

TrendLong & shortIntradaySilver2 min
n/aProfit factor
13,230Net profit USD
35.59%Win rate
1,714Trades
-11,613Max drawdown
7.72Avg trade

Best run of 10. Silver, 2 min, spread 2, from run sweeps:2026-10-12-SILVER-2m-opt.tsv:4.

Entry rules, long

  1. When flat, the close is above SMA(200), EMA(10) crosses over EMA(25) and Parabolic SAR is below the close, buying one contract.

Entry rules, short

  1. When flat, the close is below SMA(200), EMA(25) crosses over EMA(10) and Parabolic SAR is at or above the close, selling short one contract.

Exit rules

  2. The target is 1.3 times that distance from the fill.

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 2 minutes
Spread2 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run2 minn/a 1,71435.5913,230 USD-11,613
Nikkei 225Dailyn/a 5745.6123,719 USD-20,024
Nasdaq 100Dailyn/a 10247.0612,413 EUR-4,807
Nasdaq 1004 hoursn/a 30640.527,459 EUR-4,412
Brent Crude4 hoursn/a 18346.456,642 EUR-4,258
US Crude OilDailyn/a 11346.025,300 EUR-5,042
GoldDailyn/a 13248.482,077 EUR-586
S&P 500Dailyn/a 11840.681,871 EUR-1,388
Gold5 minn/a 1,64836.891,768 EUR-815
Gold3 minn/a 1,66037.891,549 EUR-569

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Parabolic SAR EMA Cross Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 2 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

psar = SAR[0.02, 0.02, 0.2]
ma = Average[200](close)
fast = ExponentialAverage[10](close)
slow = ExponentialAverage[25](close)

15 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

SMAEMAParabolic SAR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 11,612 USD is large next to the net profit of 13,230 USD.

Questions

About this strategy

Can I run Parabolic SAR EMA Cross 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 10 market and timeframe combinations. The best run by trade count was Silver, 2 minutes, with 1,714 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,612 USD at the tested position size, against a net result of 13,230 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

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

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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