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Strategies / Trend / SMA Crossover With EMA Filter

SMA Crossover With EMA Filter

It buys when SMA(10) crosses above SMA(30) with the close above the 5-period EMA, and sells short on the mirror condition. Each trade uses a 1 percent stop loss and a 2 percent profit target.

TrendLong & shortSwingUSD/JPYDaily
1.48Profit factor
1,358,410Net profit USD
39.02%Win rate
387Trades
-225,390Max drawdown
3,510Avg trade

Best run of 11. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:38.

Entry rules, long

  1. SMA(10) crosses over SMA(30) while the close is above the 5-period EMA.

Entry rules, short

  1. SMA(10) crosses under SMA(30) while the close is below the 5-period EMA.

Exit rules

  2. An opposite signal reverses the position.

Test conditions

PeriodUp to 2026-10-12
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.48 38739.021,358,410 USD-225,390
USD/JPY30 minn/a 4,94635.73802,160 USD-202,100
USD/JPY1 hourn/a 3,58735.96642,690 USD-269,850
USD/JPY15 minn/a 5,02734.06429,510 USD-290,420
EUR/USDDailyn/a 37937.2053,385 USD-17,150
EUR/USD4 hoursn/a 1,26036.9847,784 USD-29,045
GBP/USDDailyn/a 41837.8010,975 USD-2,763
DAX 401 hourn/a 3,12835.1310,808 EUR-4,643
Dow JonesDailyn/a 45030.445,936 EUR-3,248
Gold4 hoursn/a 90433.96844 EUR-648
GoldDailyn/a 41235.68504 EUR-180

Charts

Results by run

Top 10 of 11 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

fastma = Average[10](close)
slowma = Average[30](close)
emafive = ExponentialAverage[5](close)

17 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

SMAEMA
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 With EMA 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 11 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.48 over 387 trades.

How large was the drawdown?

The best run had a maximum drawdown of 225,390 USD at the tested position size, against a net result of 1,358,410 USD.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

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