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Strategies / Trend / Short EMA Crossover Trend

Short EMA Crossover Trend

Buys when the 8-period exponential moving average crosses above the 13-period one. Closes the long when the faster average falls below the slower one, and holds one contract, long only.

TrendLong onlySwingNikkei 225Daily
1.56Profit factor
51,707Net profit USD
35.44%Win rate
333Trades
-11,371Max drawdown
155Avg trade

Best run of 18. Nikkei 225, Daily, spread 10, from run pf:2026-10-04-NIKKEI-D.tsv:3.

Entry rules, long

Exit rules

  1. The 8-period EMA is below the 13-period EMA, closing the long

Test conditions

PeriodUp to 2026-10-04
InstrumentNikkei 225, Daily
Spread10 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best runDaily1.56 33335.4451,707 USD-11,371
USD/JPYDailyn/a 38932.391,128,630 USD-405,750
USD/JPY1 hourn/a 4,11830.91574,330 USD-280,650
USD/JPY30 minn/a 5,94229.08405,240 USD-243,940
EUR/USDDailyn/a 36634.1560,540 USD-48,893
Dow JonesDailyn/a 43836.0721,062 EUR-7,143
Silver4 hoursn/a 94829.7520,416 USD-17,449
Nikkei 2254 hoursn/a 78732.7817,358 USD-13,531
Nasdaq 100Dailyn/a 34636.1313,952 EUR-4,957
DAX 40Dailyn/a 44037.5013,067 EUR-3,924
DAX 401 hourn/a 3,29231.3212,514 EUR-3,766
Dow Jones4 hoursn/a 30836.0412,228 EUR-6,726
Nasdaq 1004 hoursn/a 90834.4710,163 EUR-5,813
GoldDailyn/a 41331.962,833 EUR-1,214
Gold4 hoursn/a 92032.722,756 EUR-1,225
S&P 500Dailyn/a 46433.842,731 EUR-1,133
Gold1 hourn/a 3,57829.772,258 EUR-956
S&P 5004 hoursn/a 94636.581,419 EUR-1,136

Charts

Results by run

Top 10 of 18 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Short EMA Crossover Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emaa = ExponentialAverage[8](close)
emab = ExponentialAverage[13](close)

11 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

EMA
Longer historyRe-run on up to 1,000,000 barsNikkei 225 · Daily · older data 1,641.00 USD

Nikkei 225 had no history beyond the standard run, so both runs used 11,000 bars.

Nikkei 225 · Daily

Bars available11,000
Net, standard 200,000-bar run51,707.00 USD
Net, long run53,348.00 USD
Net on the older data alone1,641.00 USD
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 Short EMA Crossover 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 18 market and timeframe combinations. The best run was Nikkei 225, Daily, with a profit factor of 1.56 over 333 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,371 USD at the tested position size, against a net result of 51,707 USD.

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.comStatsDocs