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Strategies / Trend / SMA Crossover Reversal Stop

SMA Crossover Reversal Stop

Buys when the 10-period SMA crosses above the 13-period SMA and sells short when it crosses below, with each signal reversing the position. A 1% stop sits from the entry price on both sides, and no target is set.

TrendLong & shortSwingUSD/JPYDaily
1.27Profit factor
2,491,420Net profit USD
37.66%Win rate
1,365Trades
-422,610Max drawdown
1,825Avg trade

Best run of 7. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:68.

Entry rules, long

  1. The 10-period SMA crosses above the 13-period SMA on this bar.

Entry rules, short

  1. The 10-period SMA crosses below the 13-period SMA on this bar.

Exit rules

  2. A 1% stop sits from the entry price on both long and short trades.
  3. No profit target is set.

Test conditions

PeriodUp to 2026-10-13
InstrumentUSD/JPY, Daily
Spread1 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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.27 1,36537.662,491,420 USD-422,610
Silver1 hourn/a 12,54430.17457,773 USD-125,963
EUR/USD3 minn/a 21,02329.42391,729 USD-160,177
GBP/USDDailyn/a 1,37839.2621,643 USD-6,593
Dow JonesDailyn/a 1,45624.6616,613 EUR-8,175
Brent CrudeDailyn/a 52520.5713,288 EUR-3,950
Gold4 hoursn/a 3,15938.431,173 EUR-1,025

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SMA Crossover Reversal Stop
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = Average[10](close)
slow = Average[13](close)

12 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
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run SMA Crossover Reversal Stop 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 7 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.27 over 1,365 trades.

How large was the drawdown?

The best run had a maximum drawdown of 422,610 USD at the tested position size, against a net result of 2,491,420 USD.

Does it trade long, short or both?

It trades both long and short.

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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