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Strategies / Momentum / Slow MACD Crossover Long

Slow MACD Crossover Long

Buys when the MACD(26,100,9) line crosses above its signal line with the histogram above 0. Each trade has a 5% stop loss and a 7.5% profit target.

MomentumLong onlyIntradayS&P 50030 min
1.84Profit factor
6,678Net profit EUR
54.10%Win rate
122Trades
-1,518Max drawdown
54.74Avg trade

Best run of 62. S&P 500, 30 min, spread 1, from run pf:2026-10-11-USA500-30m.tsv:1.

Entry rules, long

  1. The MACD(26,100,9) line crosses over its 9 period signal line, with the histogram above 0.

Exit rules

  2. A 7.5% profit target sits above the entry price.

Test conditions

PeriodUp to 2026-10-11
InstrumentS&P 500, 30 minutes
Spread1 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
S&P 500Best run30 min1.84 12254.106,678 EUR-1,518
Dow JonesDaily1.75 19446.9132,361 EUR-7,297
Nasdaq 100Daily1.66 18348.0911,854 EUR-2,701
USD/JPY30 minn/a 4055.00726,080 USD-271,960
USD/JPY15 minn/a 2653.85456,030 USD-228,260
USD/JPY10 minn/a 1758.82420,790 USD-251,240
Nikkei 22530 minn/a 17849.4446,935 USD-15,038
Nikkei 2251 hourn/a 16748.5041,099 USD-14,645
Nikkei 22515 minn/a 9550.5340,314 USD-14,231
Nikkei 2255 minn/a 4257.1436,236 USD-12,040
Nikkei 2254 hoursn/a 13148.8533,946 USD-12,068
Nikkei 2253 minn/a 2857.1430,470 USD-12,285
Nikkei 22510 minn/a 7149.3030,257 USD-15,824
Silver5 minn/a 12149.5928,158 USD-24,454
Nasdaq 10030 minn/a 17653.4125,981 EUR-6,583
Dow Jones30 minn/a 5350.9424,757 EUR-9,326
Nikkei 2252 minn/a 1758.8222,867 USD-12,985
Nasdaq 10015 minn/a 11551.3022,609 EUR-7,099
Dow Jones15 minn/a 5549.0922,069 EUR-11,144
Nasdaq 1001 hourn/a 23348.5021,972 EUR-6,135
Dow Jones10 minn/a 3053.3319,744 EUR-8,483
Dow Jones1 hourn/a 5347.1719,583 EUR-12,391
Dow Jones4 hoursn/a 3953.8518,606 EUR-10,907
Nasdaq 10010 minn/a 7350.6816,966 EUR-6,772
DAX 401 hourn/a 21946.1216,837 EUR-5,630
DAX 4030 minn/a 14748.3016,721 EUR-5,684
Nasdaq 1004 hoursn/a 19649.4916,086 EUR-6,685
Nikkei 2251 minn/a 1361.5415,383 USD-12,440
DAX 404 hoursn/a 15048.0013,923 EUR-4,751
DAX 4015 minn/a 7949.3713,729 EUR-4,820
Nasdaq 1005 minn/a 3158.0613,466 EUR-6,205
Dow Jones5 minn/a 1560.0012,225 EUR-8,609
DAX 405 minn/a 1662.509,226 EUR-4,016
Nasdaq 1003 minn/a 2157.148,971 EUR-5,588
DAX 4010 minn/a 3951.288,338 EUR-5,100
FTSE 1001 hourn/a 12449.197,503 EUR-2,767
Nasdaq 1002 minn/a 1163.646,934 EUR-3,756
Nasdaq 1001 minn/a 966.676,885 EUR-3,834
Dow Jones2 minn/a 666.675,808 EUR-5,765
Dow Jones1 minn/a 475.005,471 EUR-4,167
S&P 5004 hoursn/a 13750.365,364 EUR-1,478
FTSE 1004 hoursn/a 10147.525,099 EUR-2,053
S&P 50015 minn/a 6953.624,851 EUR-1,530
S&P 5001 hourn/a 16946.154,543 EUR-1,491
US Crude OilDailyn/a 22645.134,358 EUR-4,025
Gold1 hourn/a 16851.194,286 EUR-1,170
FTSE 10030 minn/a 8646.514,047 EUR-3,507
Gold30 minn/a 13050.773,707 EUR-1,444
S&P 50010 minn/a 4055.003,679 EUR-1,299
FTSE 10010 minn/a 1957.893,519 EUR-1,300
S&P 5005 minn/a 2065.003,182 EUR-1,393
FTSE 1005 minn/a 1163.643,098 EUR-1,395
S&P 500Dailyn/a 19944.722,868 EUR-759
Gold4 hoursn/a 13351.132,763 EUR-1,285
Gold15 minn/a 7454.052,756 EUR-1,490
DAX 401 minn/a 450.002,218 EUR-1,787
GoldDailyn/a 18249.452,215 EUR-679
FTSE 1003 minn/a 1258.331,815 EUR-1,297
S&P 5003 minn/a 1560.001,785 EUR-1,255
FTSE 1002 minn/a 666.671,306 EUR-1,226
S&P 5002 minn/a 580.001,276 EUR-675
S&P 5001 minn/a 3100.001,163 EUR-396

Charts

Results by run

Top 10 of 62 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Slow MACD Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = MACDline[26,100,9](close)
signal = ExponentialAverage[9](myMacd)

9 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

MACDEMA
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run11,854.00 EUR
Net, long run11,854.00 EUR
Net on the older data alone0.00 EUR
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Slow MACD Crossover Long 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 62 market and timeframe combinations. The best run was S&P 500, 30 minutes, with a profit factor of 1.84 over 122 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,518 EUR at the tested position size, against a net result of 6,678 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.comStatsDocs