Strategies / Trend / SMA Cross With Long Term Filter

SMA Cross With Long Term Filter

Buys when SMA(20) crosses above SMA(50) while SMA(50) is above SMA(200). Sells when SMA(20) crosses below SMA(50) while SMA(50) is below SMA(200).

TrendLong onlySwingS&P 5001 hour

2.05Profit factor

4,209Net profit EUR

49.39%Win rate

164Trades

-710Max drawdown

25.67Avg trade

Best run of 48. S&P 500, 1 hour, spread 1, from run pf:2026-10-12-USA500-1h.tsv:9.

Entry rules, long

SMA(50) is above SMA(200).
Entries start after bar 200 and only when flat.

Exit rules

SMA(20) crosses under SMA(50) while SMA(50) is below SMA(200), which closes the long.

Test conditions

Period	Up to 2026-10-12
Instrument	S&P 500, 1 hour
Spread	1 points
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	1 hour	2.05	164	49.39	4,209 EUR	-710
USD/JPY	2 min	1.42	294	45.58	161,440 USD	-39,240
DAX 40	30 min	1.37	270	41.85	11,598 EUR	-2,799
USD/JPY	4 hours	n/a	48	45.83	612,780 USD	-203,970
USD/JPY	30 min	n/a	277	41.16	484,760 USD	-217,100
USD/JPY	1 hour	n/a	200	38.50	475,160 USD	-224,020
USD/JPY	3 min	n/a	285	43.51	132,330 USD	-112,680
Nikkei 225	Daily	n/a	13	61.54	64,099 USD	-11,665
Dow Jones	Daily	n/a	18	77.78	49,484 EUR	-11,142
Nikkei 225	1 hour	n/a	138	41.30	36,455 USD	-13,266
Nasdaq 100	Daily	n/a	12	58.33	31,366 EUR	-5,520
Nikkei 225	5 min	n/a	289	40.14	28,689 USD	-10,387
Nikkei 225	4 hours	n/a	35	42.86	28,612 USD	-11,811
Silver	30 min	n/a	298	33.89	25,313 USD	-23,383
DAX 40	Daily	n/a	17	82.35	23,436 EUR	-5,511
Nikkei 225	3 min	n/a	276	41.30	22,123 USD	-11,154
Nikkei 225	30 min	n/a	278	43.17	20,937 USD	-13,721
Silver	15 min	n/a	304	40.79	20,720 USD	-16,742
Silver	5 min	n/a	298	40.94	17,641 USD	-14,999
Nikkei 225	2 min	n/a	289	40.48	14,846 USD	-9,286
Nasdaq 100	4 hours	n/a	41	60.98	14,140 EUR	-3,773
Silver	10 min	n/a	301	38.54	13,882 USD	-12,797
Nasdaq 100	15 min	n/a	279	46.24	10,818 EUR	-5,671
Nasdaq 100	1 hour	n/a	174	41.38	9,952 EUR	-6,321
Nikkei 225	1 min	n/a	305	38.36	9,808 USD	-5,374
FTSE 100	Daily	n/a	15	73.33	9,588 EUR	-1,530
Dow Jones	1 hour	n/a	65	47.69	9,245 EUR	-8,175
Dow Jones	3 min	n/a	285	38.60	8,857 EUR	-5,668
DAX 40	1 hour	n/a	165	48.48	8,781 EUR	-4,752
S&P 500	Daily	n/a	16	68.75	8,070 EUR	-1,238
Dow Jones	2 min	n/a	273	40.66	7,893 EUR	-2,333
Nasdaq 100	5 min	n/a	289	41.87	7,344 EUR	-3,593
DAX 40	5 min	n/a	286	42.66	6,933 EUR	-4,377
Brent Crude	4 hours	n/a	29	58.62	6,715 EUR	-5,221
US Crude Oil	4 hours	n/a	34	58.82	6,517 EUR	-3,202
DAX 40	3 min	n/a	284	43.66	3,687 EUR	-2,880
Gold	Daily	n/a	19	42.11	3,486 EUR	-1,534
US Crude Oil	2 min	n/a	283	39.93	3,283 EUR	-2,585
Gold	30 min	n/a	285	38.60	2,885 EUR	-1,100
Gold	1 hour	n/a	168	47.02	2,840 EUR	-1,315
Gold	5 min	n/a	293	42.66	2,584 EUR	-689
Gold	15 min	n/a	319	37.93	2,276 EUR	-696
S&P 500	4 hours	n/a	43	58.14	2,184 EUR	-1,205
Gold	4 hours	n/a	44	54.55	2,133 EUR	-1,345
Gold	2 min	n/a	303	40.92	2,005 EUR	-575
Gold	3 min	n/a	294	42.86	1,960 EUR	-749
S&P 500	30 min	n/a	272	52.57	1,926 EUR	-902
Gold	10 min	n/a	301	40.86	1,619 EUR	-858

Charts

Results by run

Top 10 of 48 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 Cross With Long Term Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

mashort = Average[20](close)
mamedium = Average[50](close)
malong = Average[200](close)

9 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
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 Cross With Long Term Filter 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 48 market and timeframe combinations. The best run was S&P 500, 1 hour, with a profit factor of 2.05 over 164 trades.

How large was the drawdown?

The best run had a maximum drawdown of 710 EUR at the tested position size, against a net result of 4,209 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

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EMA 20 55 Crossover Reversal

Also a trend strategy.

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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.com Stats Docs