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 / Rising EMA With ADX Filter

Rising EMA With ADX Filter

The strategy buys when the whole bar trades above a 20-period EMA, ADX(14) is above 20, and that EMA is higher than 5 bars earlier. It sells when the whole bar trades below a 10-period EMA.

TrendLong onlySwingGold1 hour
n/aProfit factor
1,252Net profit EUR
34.44%Win rate
2,625Trades
-1,102Max drawdown
0.48Avg trade

Best run of 9. Gold, 1 hour, spread 0.6, from run sweeps:2026-10-07-GOLD-1h-opt.tsv:39.

Entry rules, long

  2. ADX(14) is above 20.
  3. The 20-period EMA is higher than its value 5 bars earlier.
  4. Buys one contract at market when not already long, after bar 40.

Exit rules

  2. No stop or target is set.

Test conditions

PeriodUp to 2026-10-07
InstrumentGold, 1 hour
Spread0.6 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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run1 hourn/a 2,62534.441,252 EUR-1,102
Nikkei 225Dailyn/a 28240.0718,246 USD-7,523
Nasdaq 100Dailyn/a 26640.6011,087 EUR-3,293
DAX 401 hourn/a 2,49336.187,472 EUR-3,902
Brent CrudeDailyn/a 12143.806,770 EUR-6,188
DAX 40Dailyn/a 41339.475,859 EUR-3,166
Gold4 hoursn/a 75338.512,478 EUR-719
GoldDailyn/a 32233.541,957 EUR-1,031
S&P 500Dailyn/a 36736.511,095 EUR-806

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Rising EMA With ADX Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[10](close)
emaslow = ExponentialAverage[20](close)
myAdx = ADX[14]
slope = emaslow - emaslow[5]

12 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

ADXEMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,102 EUR is large next to the net profit of 1,252 EUR.

Questions

About this strategy

Can I run Rising EMA With ADX Filter 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 9 market and timeframe combinations. The best run by trade count was Gold, 1 hour, with 2,625 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,102 EUR at the tested position size, against a net result of 1,252 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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