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Strategies / Momentum / Stochastic And EMA Crossover Long

Stochastic And EMA Crossover Long

Buys on oversold stochastic crosses confirmed by volume, or when the 14-period EMA crosses above the 23-period EMA. Sells on an EMA cross down, on stochastic reversals, or when a trade falls 6% below its entry close.

MomentumLong onlyIntradayNasdaq 10030 min
n/aProfit factor
5,527Net profit EUR
42.78%Win rate
3,761Trades
-4,948Max drawdown
1.47Avg trade

Best run of 16. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-12-NAS100-30m-opt.tsv:32.

Entry rules, long

  2. Setup A also needs a green candle and volume at least 1.8 times its 20-bar average.
  3. Setup B: Stochastic %K and %D are both rising, and %K crossed above %D on the prior bar.
  4. Setup B also needs a green candle and volume at least 1.8 times its 20-bar average.
  5. Setup C: the 14-period EMA crosses above the 23-period EMA, with both EMAs rising on a green candle.
  6. No long position is already open.

Exit rules

  2. Stochastic %K and %D are both at or below 20 after spending time between 35 and 80.
  3. Stochastic %K crosses below %D after both were at or above 80, with both falling and %K at or below 80.
  4. The close falls 6% below the entry close.

Test conditions

PeriodUp to 2026-10-12
InstrumentNasdaq 100, 30 minutes
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run30 minn/a 3,76142.785,527 EUR-4,948
Nikkei 2254 hoursn/a 48043.3326,667 USD-11,417
Dow Jones1 hourn/a 86546.9420,879 EUR-6,225
Dow JonesDailyn/a 19743.6513,634 EUR-3,997
Dow Jones4 hoursn/a 22545.7812,792 EUR-5,261
Nasdaq 1001 hourn/a 2,15844.7211,353 EUR-4,720
Nasdaq 100Dailyn/a 14843.2410,570 EUR-2,667
Nasdaq 1004 hoursn/a 58744.6310,191 EUR-3,929
US Crude OilDailyn/a 14648.637,798 EUR-3,348
DAX 4030 minn/a 3,62042.906,627 EUR-5,710
FTSE 100Dailyn/a 16947.933,001 EUR-2,820
S&P 500Dailyn/a 19646.432,704 EUR-735
Gold4 hoursn/a 48046.881,716 EUR-693
S&P 5004 hoursn/a 57345.381,330 EUR-781
Gold1 hourn/a 2,03940.761,329 EUR-690
GoldDailyn/a 17343.931,105 EUR-295

Charts

Results by run

Top 10 of 16 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Stochastic And EMA Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE wimz = 0
ONCE bought = 0
ONCE boughtprice = 0

fastema = ExponentialAverage[14](close)
slowema = ExponentialAverage[23](close)
hh = highest[14](high)
ll = lowest[14](low)

55 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

StochasticEMASMAVolume
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 4,948 EUR is large next to the net profit of 5,527 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Stochastic And EMA Crossover Long 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 16 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 3,761 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,948 EUR at the tested position size, against a net result of 5,527 EUR.

Does it trade long, short or both?

It only takes long trades.

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

Copy trading on US indices is available to ProRealAlgos members as spots open.

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