Strategies / Trend / Trend Filtered MACD Long

Trend Filtered MACD Long

The strategy buys when the MACD line is above its 9 period signal line, and below the 200 period average also requires the close above the 20 period EMA. It closes when the MACD line falls below that signal.

TrendLong onlySwingUSD/JPY1 hour

n/aProfit factor

438,020Net profit USD

36.87%Win rate

4,413Trades

-298,720Max drawdown

99.26Avg trade

Best run of 19. USD/JPY, 1 hour, spread 1, from run sweeps:2026-10-11-USDJPY-1h-opt.tsv:17.

Entry rules, long

If the close is at or below the 200 period average, the close must also be above the 20 period EMA.
No long position is open.

Exit rules

When the close is at or above the 200 period average, the close must also be below the 20 period EMA for the exit.

Test conditions

Period	Up to 2026-10-11
Instrument	USD/JPY, 1 hour
Spread	1 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	1 hour	n/a	4,413	36.87	438,020 USD	-298,720
USD/JPY	4 hours	n/a	1,103	40.25	665,750 USD	-345,040
Nikkei 225	Daily	n/a	357	38.38	33,898 USD	-12,145
Silver	Daily	n/a	417	33.57	31,558 USD	-26,621
Nikkei 225	4 hours	n/a	807	39.03	30,108 USD	-11,583
Dow Jones	Daily	n/a	481	42.41	18,155 EUR	-6,075
DAX 40	1 hour	n/a	3,541	37.53	12,443 EUR	-4,804
DAX 40	4 hours	n/a	989	40.14	11,574 EUR	-4,264
DAX 40	Daily	n/a	495	40.61	11,219 EUR	-4,956
Nasdaq 100	4 hours	n/a	996	39.76	11,105 EUR	-4,598
Nasdaq 100	Daily	n/a	363	42.42	10,390 EUR	-5,580
Dow Jones	4 hours	n/a	334	38.32	9,579 EUR	-7,391
Nasdaq 100	1 hour	n/a	3,806	35.31	5,494 EUR	-5,147
FTSE 100	Daily	n/a	381	41.21	4,062 EUR	-2,867
Gold	4 hours	n/a	1,006	39.96	2,582 EUR	-910
Gold	Daily	n/a	436	37.61	2,424 EUR	-1,369
S&P 500	Daily	n/a	496	38.31	2,313 EUR	-1,057
Gold	1 hour	n/a	3,767	35.28	2,029 EUR	-744
S&P 500	4 hours	n/a	1,022	40.02	1,728 EUR	-982

Charts

Results by run

Top 10 of 19 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Trend Filtered MACD Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

sma = Average[200](close)
ema = ExponentialAverage[20](close)
myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
sig = ExponentialAverage[9](myMacd)
delta = myMacd - sig

21 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

MACDEMASMA

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 298,720 USD is large next to the net profit of 438,020 USD.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Trend Filtered MACD 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 19 market and timeframe combinations. The best run by trade count was USD/JPY, 1 hour, with 4,413 trades.

How large was the drawdown?

The best run had a maximum drawdown of 298,720 USD at the tested position size, against a net result of 438,020 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 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

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