Strategies / Trend / Regime Switched Moving Average Crossover

Regime Switched Moving Average Crossover

Buys when a short moving average crosses above a long moving average, with the pair chosen by the 20-period EMA slope and close position. Closes the long when the short average crosses back below the long average.

TrendLong onlySwingNasdaq 1004 hours

1.42Profit factor

25,029Net profit EUR

49.81%Win rate

1,614Trades

-5,239Max drawdown

15.51Avg trade

Best run of 14. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-13-NAS100-4h.tsv:2.

Entry rules, long

Slope rising and close below EMA(20): RMA(16) crosses above HMA(59).
Slope falling and close above EMA(20): SMA(19) crosses above RMA(45).
Slope falling and close below EMA(20): EMA(15) crosses above HMA(24).

Exit rules

The selected short average crosses below the selected long average, closing the long.

Test conditions

Period	Up to 2026-10-13
Instrument	Nasdaq 100, 4 hours
Spread	3 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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	4 hours	1.42	1,614	49.81	25,029 EUR	-5,239
USD/JPY	4 hours	n/a	1,964	51.12	666,110 USD	-331,130
Nikkei 225	Daily	n/a	646	50.93	37,009 USD	-30,326
Nikkei 225	4 hours	n/a	1,407	47.76	33,944 USD	-14,965
Dow Jones	Daily	n/a	852	51.53	30,889 EUR	-8,985
Silver	4 hours	n/a	1,598	50.44	26,698 USD	-15,432
Nasdaq 100	Daily	n/a	624	45.51	15,324 EUR	-5,607
Dow Jones	1 hour	n/a	2,157	50.86	14,648 EUR	-8,506
Dow Jones	4 hours	n/a	555	48.47	13,134 EUR	-8,943
DAX 40	4 hours	n/a	1,600	50.62	12,231 EUR	-7,244
DAX 40	Daily	n/a	797	46.05	8,054 EUR	-7,644
S&P 500	4 hours	n/a	1,674	50.00	3,602 EUR	-1,290
S&P 500	Daily	n/a	810	45.56	3,288 EUR	-1,239
Gold	Daily	n/a	761	49.01	2,592 EUR	-1,778

Charts

Results by run

Top 10 of 14 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Regime Switched Moving Average Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

base = ExponentialAverage[20](close)
slope = base - base[1]

hraw = 2 * WeightedAverage[12](close) - WeightedAverage[24](close)
hmaa = WeightedAverage[4](hraw)
hrawb = 2 * WeightedAverage[29](close) - WeightedAverage[59](close)
hmab = WeightedAverage[7](hrawb)
emaf = ExponentialAverage[15](close)
smaf = Average[19](close)
rmas = WilderAverage[45](close)
rmaf = WilderAverage[16](close)
rmag = WilderAverage[12](close)
rmah = WilderAverage[36](close)

28 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

EMASMAWMAHull MAWilder Average

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 Regime Switched Moving Average Crossover 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 14 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 1.42 over 1,614 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,239 EUR at the tested position size, against a net result of 25,028 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

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