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Strategies / Trend / SMA Crossover Trend

SMA Crossover Trend

Buys 1 contract when the 12 period SMA crosses above the 26 period SMA. Sells the long when the 12 period SMA crosses below the 26 period SMA.

TrendLong onlySwingNasdaq 100Daily
2.29Profit factor
22,109Net profit EUR
48.47%Win rate
229Trades
-4,127Max drawdown
96.54Avg trade

Best run of 21. Nasdaq 100, Daily, spread 3, from run pf:2026-10-04-NAS100-D.tsv:5.

Entry rules, long

Exit rules

  1. The 12 period SMA crosses below the 26 period SMA, closing the long.

Test conditions

PeriodUp to 2026-10-04
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.29 22948.4722,109 EUR-4,127
S&P 500Daily1.75 31144.694,030 EUR-948
Gold1 hour1.27 2,55038.313,580 EUR-818
USD/JPYDailyn/a 27945.161,242,520 USD-481,680
USD/JPY1 hourn/a 2,92939.471,030,600 USD-269,140
USD/JPY30 minn/a 4,20937.73624,370 USD-199,740
Nikkei 225Dailyn/a 23843.7033,594 USD-14,584
Nikkei 2254 hoursn/a 54245.0230,224 USD-12,465
Dow JonesDailyn/a 30142.8619,497 EUR-6,748
DAX 40Dailyn/a 30146.1812,556 EUR-7,940
Dow Jones30 minn/a 1,78938.2911,586 EUR-11,024
US Crude OilDailyn/a 23243.5311,382 EUR-8,566
DAX 401 hourn/a 2,35740.9010,363 EUR-3,294
Nasdaq 1004 hoursn/a 65343.039,952 EUR-4,711
Brent CrudeDailyn/a 11143.248,873 EUR-6,917
DAX 4030 minn/a 4,24737.118,635 EUR-5,255
Nasdaq 1001 hourn/a 2,54837.447,254 EUR-4,510
DAX 404 hoursn/a 64741.115,388 EUR-4,241
GoldDailyn/a 29639.193,723 EUR-1,084
Gold4 hoursn/a 68440.502,328 EUR-1,511
S&P 5004 hoursn/a 65543.661,479 EUR-1,314

Charts

Results by run

Top 10 of 21 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 Crossover Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = Average[12](close)
slow = Average[26](close)

13 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
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 212.30 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 run22,108.80 EUR
Net, long run22,321.10 EUR
Net on the older data alone212.30 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 Crossover Trend 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 21 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.29 over 229 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,127 EUR at the tested position size, against a net result of 22,109 EUR.

Does it trade long, short or both?

It only takes long trades.

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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.comStatsDocs