Strategies / Trend / Sequential Moving Average Crossover

Sequential Moving Average Crossover

The strategy buys when a 5-period average crosses above the 10-period average, then the 30-period, then the 60-period average in sequence, while Bollinger Band width is wide enough. It exits when price closes at or below the 30-period average and waits 15 bars before re-entering.

TrendLong & shortSwingDAX 401 hour

n/aProfit factor

3,384Net profit EUR

33.59%Win rate

661Trades

-2,181Max drawdown

5.12Avg trade

Best run of 12. DAX 40, 1 hour, spread 3, from run sweeps:2026-10-11-DAX40-1h-opt.tsv:79.

Entry rules, long

The 5-period average crosses above the 10-period average to start a sequence.
Bollinger Band width (20 periods, 2 standard deviations) relative to its basis is at least 0.015, and no exit occurred in the last 15 bars.

Entry rules, short

The 5-period average crosses below the 10-period average to start a sequence, then the 30-period or 60-period average within 200 bars.

Exit rules

A short closes at market when the close is at or above the 30-period average.

Test conditions

Period	Up to 2026-10-11
Instrument	DAX 40, 1 hour
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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	1 hour	n/a	661	33.59	3,384 EUR	-2,181
USD/JPY	10 min	n/a	6	66.67	40,610 USD	-18,170
Silver	3 min	n/a	267	33.33	22,412 USD	-10,014
Silver	2 min	n/a	226	32.30	12,791 USD	-6,963
Brent Crude	Daily	n/a	93	29.03	12,108 EUR	-7,664
USD/JPY	5 min	n/a	1	100.00	5,630 USD	-5,350
Nikkei 225	5 min	n/a	70	45.71	4,077 USD	-2,115
Nasdaq 100	5 min	n/a	42	47.62	2,926 EUR	-1,218
US Crude Oil	2 min	n/a	147	36.73	1,886 EUR	-1,012
Gold	Daily	n/a	258	29.07	949 EUR	-592
Nasdaq 100	2 min	n/a	4	100.00	862 EUR	-353
DAX 40	10 min	n/a	62	46.77	861 EUR	-625

Charts

Results by run

Top 10 of 12 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Sequential Moving Average Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE stl = 0
ONCE stlbar = 0
ONCE sts = 0
ONCE stsbar = 0
ONCE cooluntil = -1

mafive = Average[5](close)
maten = Average[10](close)
mathirty = Average[30](close)
masixty = Average[60](close)

basis = Average[20](close)
dev = 2.0 * STD[20](close)

86 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

Bollinger BandsSMAStandard Deviation

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 2,181 EUR is large next to the net profit of 3,384 EUR.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Sequential 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 12 market and timeframe combinations. The best run by trade count was DAX 40, 1 hour, with 661 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,181 EUR at the tested position size, against a net result of 3,384 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Heikin Ashi Color Flip

Best run on the same market, DAX 40.

1.12 PF · 3,692 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.com Stats Docs