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Strategies / Trend / SMA 200 Crossover Swing Stops

SMA 200 Crossover Swing Stops

The strategy buys 1 contract when the close crosses above the 200 period simple average with positive MACD and a Stochastic RSI reading above 80. It places its stop and target at recent swing points, and sells short on the mirror conditions.

TrendLong & shortIntradayDow Jones10 min
n/aProfit factor
2,397Net profit EUR
71.73%Win rate
718Trades
-2,184Max drawdown
3.34Avg trade

Best run of 12. Dow Jones, 10 min, spread 3, from run sweeps:2026-10-03-DOW30-10m-opt.tsv:12.

Entry rules, long

  2. The MACD line, based on 12 and 26 periods, is above 0.
  3. The %K line, a 14 period stochastic of RSI(14) smoothed over 3 bars, is above 80.
  4. The trade is taken only if the target lies above the close and the stop lies below it.
  5. Swing highs and lows are pivots with 10 bars on each side.
  6. Signals are evaluated only after bar 200.

Entry rules, short

  2. The MACD line, based on 12 and 26 periods, is below 0.
  3. The %K line, a 14 period stochastic of RSI(14) smoothed over 3 bars, is below 20.
  4. The trade is taken only if the target lies below the close and the stop lies above it.

Exit rules

  2. The short target is the last swing low times 0.999 and the stop is the last swing high times 1.001.
  3. An opposite signal reverses the trade.

Test conditions

PeriodUp to 2026-10-03
InstrumentDow Jones, 10 minutes
Spread3 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest run10 minn/a 71871.732,397 EUR-2,184
USD/JPYDailyn/a 3384.85204,370 USD-112,450
EUR/USDDailyn/a 3378.7930,640 USD-10,883
DAX 404 hoursn/a 8687.213,486 EUR-1,259
Brent Crude30 minn/a 39672.223,127 EUR-1,361
Dow Jones15 minn/a 54973.952,764 EUR-2,086
DAX 4030 minn/a 62671.092,587 EUR-1,800
Dow Jones4 hoursn/a 2185.712,400 EUR-1,959
Brent Crude1 hourn/a 18680.112,276 EUR-897
GBP/USD1 hourn/a 55877.062,232 USD-1,099
Nasdaq 10015 minn/a 54073.332,189 EUR-1,491
GoldDailyn/a 2386.96254 EUR-75.30

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

// ==============================================================
// SMA 200 Crossover Swing Stops
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastsh = 0
ONCE hassh = 0
ONCE lastsl = 0
ONCE hassl = 0

sma = Average[200](close)
myMacd = MACDline[12,26,9](close)

myRsi = RSI[14](close)
rhi = highest[14](myRsi)
rlo = lowest[14](myRsi)

46 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

SMAMACDRSIStochastic
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 2,184 EUR is large next to the net profit of 2,397 EUR.

Questions

About this strategy

Can I run SMA 200 Crossover Swing Stops 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 Dow Jones, 10 minutes, with 718 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,184 EUR at the tested position size, against a net result of 2,397 EUR.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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