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Strategies / Trend / SMA And Hull Average Crossover

SMA And Hull Average Crossover

Buys when a 5-period simple average crosses over a 10-period Hull moving average and sells when it crosses back under. It has no stop or target.

TrendLong onlySwingNasdaq 100Daily
1.74Profit factor
19,680Net profit EUR
61.64%Win rate
730Trades
-4,670Max drawdown
26.96Avg trade

Best run of 9. Nasdaq 100, Daily, spread 3, from run pf:2026-10-10-NAS100-D.tsv:2.

Entry rules, long

  2. The Hull line is a 3-period weighted average of (2 times a 5-period weighted average minus a 10-period weighted average) of close.
  3. Signals are only checked after 20 bars.

Exit rules

  1. The 5-period simple average crosses under the Hull line, and the position is sold at market for 1 contract.

Test conditions

PeriodUp to 2026-10-10
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily1.74 73061.6419,680 EUR-4,670
S&P 500Daily1.60 93965.184,975 EUR-1,017
Nasdaq 1004 hours1.28 1,93562.5316,778 EUR-3,658
S&P 5004 hours1.27 2,00064.404,445 EUR-958
Dow JonesDailyn/a 91068.1333,722 EUR-9,606
Dow Jones4 hoursn/a 65867.1723,467 EUR-8,310
Nikkei 2254 hoursn/a 1,63762.6116,579 USD-9,778
FTSE 100Dailyn/a 74863.907,731 EUR-2,642
DAX 40Dailyn/a 92561.957,222 EUR-5,673

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

fast = Average[5](close)
raw = 2 * WeightedAverage[5](close) - WeightedAverage[10](close)
slow = WeightedAverage[3](raw)

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

SMAHull MAWMA
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 run19,680.30 EUR
Net, long run19,680.30 EUR
Net on the older data alone0.00 EUR
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 And Hull 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 9 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 1.74 over 730 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,670 EUR at the tested position size, against a net result of 19,680 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