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Strategies / Trend / SMA 50 Crossover Long

SMA 50 Crossover Long

The strategy buys when price crosses above its 50-period simple moving average and sells when it crosses back below it. It holds one long position at a time and takes no short trades.

TrendLong onlySwingNasdaq 100Daily
1.84Profit factor
18,322Net profit EUR
26.94%Win rate
386Trades
-3,896Max drawdown
47.47Avg trade

Best run of 17. Nasdaq 100, Daily, spread 3, from run pf:2026-10-12-NAS100-D.tsv:23.

Entry rules, long

Exit rules

  1. The close crosses below the 50-period simple moving average, and the long is sold at market.

Test conditions

PeriodUp to 2026-10-12
InstrumentNasdaq 100, Daily
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily1.84 38626.9418,322 EUR-3,896
S&P 500Daily1.75 49826.314,037 EUR-674
Dow JonesDaily1.58 49725.7524,175 EUR-5,036
EUR/USDDailyn/a 42022.8676,469 USD-51,434
Nikkei 225Dailyn/a 42223.4644,841 USD-14,130
Silver4 hoursn/a 1,05619.1334,626 USD-18,376
Nikkei 2254 hoursn/a 94121.5719,122 USD-13,273
Dow Jones4 hoursn/a 34723.3412,427 EUR-6,502
Nasdaq 1004 hoursn/a 1,03924.0612,084 EUR-4,198
DAX 40Dailyn/a 49326.989,980 EUR-4,988
US Crude OilDailyn/a 41425.369,918 EUR-7,385
Dow Jones1 hourn/a 1,34122.229,132 EUR-6,794
DAX 404 hoursn/a 1,07822.917,147 EUR-4,772
Nasdaq 1001 hourn/a 4,05721.355,881 EUR-5,834
GoldDailyn/a 49620.773,113 EUR-809
Gold4 hoursn/a 1,02521.952,624 EUR-1,027
S&P 5004 hoursn/a 1,10423.191,654 EUR-1,084

Charts

Results by run

Top 10 of 17 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

// ==============================================================
// SMA 50 Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ma = Average[50](close)

10 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

SMA
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 SMA 50 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 17 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 1.84 over 386 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,896 EUR at the tested position size, against a net result of 18,322 EUR.

Does it trade long, short or both?

It only takes long trades.

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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