Strategies / Trend / TEMA Cross With MACD Zero Line

TEMA Cross With MACD Zero Line

Buys when the close crosses above the 50-period TEMA on the same bar that the MACD line crosses above zero. Sells when the close crosses below the TEMA while the MACD line crosses below zero, and holds one contract long only.

TrendLong onlyIntradayNasdaq 10030 min

n/aProfit factor

10,397Net profit EUR

46.48%Win rate

256Trades

-3,982Max drawdown

40.61Avg trade

Best run of 44. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-03-NAS100-30m-opt.tsv:54.

Entry rules, long

The MACD line crosses from below zero to above zero on this same bar

Exit rules

The close crosses below the 50-period TEMA as the MACD line crosses from above zero to below zero, closing the long

Test conditions

Period	Up to 2026-10-03
Instrument	Nasdaq 100, 30 minutes
Spread	3 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	n/a	256	46.48	10,397 EUR	-3,982
USD/JPY	5 min	n/a	227	44.05	193,300 USD	-131,520
EUR/USD	15 min	n/a	229	41.92	81,543 USD	-33,904
Nikkei 225	Daily	n/a	5	60.00	60,403 USD	-15,973
Silver	30 min	n/a	242	40.08	35,146 USD	-13,903
Dow Jones	Daily	n/a	12	58.33	29,833 EUR	-7,961
Nikkei 225	15 min	n/a	209	42.11	26,357 USD	-8,680
Nikkei 225	1 hour	n/a	108	49.07	21,268 USD	-13,748
Dow Jones	1 hour	n/a	35	60.00	16,807 EUR	-6,250
Dow Jones	15 min	n/a	170	46.47	16,800 EUR	-8,328
Nasdaq 100	4 hours	n/a	28	67.86	15,114 EUR	-5,672
Dow Jones	30 min	n/a	84	51.19	15,074 EUR	-5,711
Nasdaq 100	1 hour	n/a	115	54.78	14,394 EUR	-3,658
DAX 40	Daily	n/a	12	66.67	12,265 EUR	-5,511
Nikkei 225	2 min	n/a	209	39.23	12,014 USD	-7,763
Nikkei 225	4 hours	n/a	20	50.00	11,802 USD	-7,975
DAX 40	15 min	n/a	201	46.77	11,342 EUR	-3,540
Dow Jones	5 min	n/a	236	38.98	9,939 EUR	-4,912
Nasdaq 100	10 min	n/a	199	45.23	9,568 EUR	-3,909
DAX 40	30 min	n/a	236	43.64	9,125 EUR	-5,674
Nasdaq 100	15 min	n/a	209	46.89	7,578 EUR	-5,284
Brent Crude	4 hours	n/a	19	52.63	6,849 EUR	-5,166
FTSE 100	Daily	n/a	13	69.23	6,231 EUR	-3,142
US Crude Oil	4 hours	n/a	19	63.16	6,110 EUR	-5,339
Nasdaq 100	5 min	n/a	202	43.56	6,007 EUR	-3,967
DAX 40	1 hour	n/a	107	45.79	5,585 EUR	-5,486
S&P 500	4 hours	n/a	28	64.29	4,468 EUR	-1,236
FTSE 100	30 min	n/a	227	48.46	4,312 EUR	-1,587
DAX 40	5 min	n/a	220	45.00	4,148 EUR	-3,165
S&P 500	Daily	n/a	11	63.64	4,011 EUR	-1,743
Brent Crude	3 min	n/a	219	42.47	3,865 EUR	-2,115
DAX 40	3 min	n/a	211	38.86	3,675 EUR	-2,625
FTSE 100	1 hour	n/a	137	51.82	3,336 EUR	-2,850
FTSE 100	4 hours	n/a	28	67.86	3,317 EUR	-1,829
S&P 500	15 min	n/a	214	50.47	3,064 EUR	-1,278
S&P 500	1 hour	n/a	135	48.89	2,909 EUR	-960
S&P 500	10 min	n/a	206	49.51	2,476 EUR	-1,611
S&P 500	30 min	n/a	226	46.90	2,472 EUR	-1,520
Gold	4 hours	n/a	28	53.57	1,916 EUR	-1,607
Gold	15 min	n/a	207	45.41	1,915 EUR	-663
Gold	1 hour	n/a	119	45.38	1,522 EUR	-693
FTSE 100	5 min	n/a	211	42.18	1,427 EUR	-1,319
Gold	2 min	n/a	209	40.19	1,223 EUR	-517
Gold	Daily	n/a	9	33.33	857 EUR	-781

Charts

Results by run

Top 10 of 44 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// TEMA Cross With MACD Zero Line
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myTema = TEMA[50](close)
myMacd = MACDLine[12,26,9](close)

13 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

TEMAMACD

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run TEMA Cross With MACD Zero Line 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 44 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 256 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,982 EUR at the tested position size, against a net result of 10,397 EUR.

Does it trade long, short or both?

It only takes long trades.

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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.com Stats Docs