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Strategies / Trend / Weekly Open MACD Crossover

Weekly Open MACD Crossover

Trades in the direction of the current weekly open relative to a 9-bar midpoint line, using a MACD cross 3 bars earlier as confirmation. An opposite signal closes the open trade.

TrendLong & shortSwingEUR/USD1 hour
n/aProfit factor
49,714Net profit USD
60.47%Win rate
1,915Trades
-48,727Max drawdown
25.96Avg trade

Best run of 10. EUR/USD, 1 hour, spread 1, from run sweeps:2026-10-12-EURUSD-1h-opt.tsv:3.

Entry rules, long

  1. The weekly open from 3 bars earlier is above the 9-bar midpoint line from 2 bars earlier.
  3. Signals are only checked after 40 bars.

Entry rules, short

  1. The weekly open from 3 bars earlier is below the 9-bar midpoint line from 2 bars earlier.

Exit rules

  1. A short signal closes an open long, and a long signal closes an open short.

Test conditions

PeriodUp to 2026-10-12
InstrumentEUR/USD, 1 hour
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
EUR/USDBest run1 hourn/a 1,91560.4749,714 USD-48,727
EUR/USDDailyn/a 68756.04103,068 USD-52,233
Nikkei 2254 hoursn/a 54555.6038,524 USD-12,803
Dow Jones2 minn/a 36182.839,530 EUR-4,326
Nasdaq 1004 hoursn/a 67853.988,266 EUR-6,947
Nasdaq 100Dailyn/a 54756.497,739 EUR-6,221
S&P 500Dailyn/a 76855.082,801 EUR-1,358
S&P 5004 hoursn/a 70854.662,314 EUR-1,459
FTSE 10010 minn/a 90771.662,275 EUR-1,873
S&P 5002 minn/a 35383.291,139 EUR-934

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Weekly Open MACD Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE wopen = 0

TIMEFRAME(weekly)
wopen = open
TIMEFRAME(default)

wo = wopen
tenkan = (highest[9](high) + lowest[9](low)) / 2
myMacd = ExponentialAverage[3](close) - ExponentialAverage[10](close)
sig = ExponentialAverage[9](myMacd)

21 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

EMAMACDIchimoku
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 48,727 USD is large next to the net profit of 49,714 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 Weekly Open MACD Crossover 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 10 market and timeframe combinations. The best run by trade count was EUR/USD, 1 hour, with 1,915 trades.

How large was the drawdown?

The best run had a maximum drawdown of 48,727 USD at the tested position size, against a net result of 49,714 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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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