When the 10-period SMA crosses the 30-period SMA the system trades in the direction of the cross. Positions close on the reverse cross or at a 1% stop.
Best run of 16. Gold, 1 hour, spread 0.6, from run pf:2026-09-15-GOLD-1h.tsv:4.
| Period | Up to 2026-09-15 |
| Instrument | Gold, 1 hour |
| Spread | 0.6 points |
| Contracts | 1 |
| Starting capital | 1,000,000 |
| Costs | Spread only. Commissions and overnight financing are not included. |
| Bars | Up to 200,000 bars, fewer where the instrument has less history |
| Last tested | 2026-09-15 |
| positionSize Contracts per trade | 1 |
| fastPeriod Fast SMA length | 10 |
| slowPeriod Slow SMA length | 30 |
| stopLossPct Protective stop as percent of entry price | 1 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| GoldBest run | 1 hour | 1.14 | 2,495 | 34.23 | 2,045 EUR | -867 |
| Gold | 30 min | n/a | 4,123 | 31.53 | 267 EUR | -2,007 |
| DAX 40 | 1 hour | n/a | 2,444 | 34.08 | 195 EUR | -5,535 |
| Gold | 15 min | n/a | 3,924 | 29.46 | -910 EUR | -2,607 |
| Gold | 5 min | n/a | 3,990 | 29.25 | -1,736 EUR | -2,381 |
| S&P 500 | 5 min | n/a | 3,880 | 28.58 | -3,017 EUR | -3,082 |
| S&P 500 | 1 hour | n/a | 2,633 | 30.69 | -3,363 EUR | -3,748 |
| S&P 500 | 15 min | n/a | 4,022 | 29.99 | -4,123 EUR | -4,891 |
| S&P 500 | 30 min | n/a | 4,186 | 30.75 | -4,646 EUR | -5,045 |
| Nasdaq 100 | 1 hour | n/a | 2,723 | 30.33 | -6,089 EUR | -7,907 |
| DAX 40 | 15 min | n/a | 4,000 | 32.45 | -8,056 EUR | -8,617 |
| DAX 40 | 30 min | n/a | 4,121 | 32.71 | -8,861 EUR | -9,010 |
| DAX 40 | 5 min | n/a | 3,968 | 30.12 | -9,657 EUR | -10,304 |
| Nasdaq 100 | 30 min | n/a | 4,283 | 31.61 | -10,065 EUR | -12,801 |
| Nasdaq 100 | 15 min | n/a | 3,977 | 31.15 | -11,904 EUR | -15,260 |
| Nasdaq 100 | 5 min | n/a | 3,908 | 30.27 | -15,416 EUR | -15,493 |
Charts
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // SMA Cross 10/30 // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: 1 hour // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade fastPeriod = 10 // fast SMA length slowPeriod = 30 // slow SMA length stopLossPct = 1 // protective stop, percent of entry price // --- Indicators --- fastMA = Average[fastPeriod](close) slowMA = Average[slowPeriod](close)
26 more lines: the entry and exit rules.
Read this first
Questions
Yes, the cross and stop are coded. Based on these tests, it works better as a baseline to compare other systems against than as a finished system.
Gold 1 hour made 2,045.30 EUR over 2495 trades. Gold 30 minutes and DAX 40 1 hour were slightly positive, while every S&P 500 and Nasdaq 100 run lost.
With 1 contract and a 0.6 point spread, Gold 1 hour had a max drawdown of 866.50 EUR. Nasdaq 100 5 minutes reached 15,492.80 EUR.
Yes. The 1 hour chart gave the best result on Gold and DAX 40, while the 5 minute runs lost on every instrument.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
