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Strategies / Trend / Wilder Average Crossover Reversal

Wilder Average Crossover Reversal

The system compares a 20-period and a 55-period Wilder moving average of the close. It buys when the faster average crosses above the slower one and sells short when it crosses below, staying in the market after the first signal.

TrendLong & shortSwingUSD/JPYDaily
2.07Profit factor
2,371,990Net profit USD
36.21%Win rate
116Trades
-501,510Max drawdown
20,448Avg trade

Best run of 21. USD/JPY, Daily, spread 1, from run pf:2026-10-04-USDJPY-D.tsv:16.

Entry rules, long

  1. The 20-period Wilder average crosses above the 55-period Wilder average.

Entry rules, short

  1. The 20-period Wilder average crosses below the 55-period Wilder average.

Exit rules

  2. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-04
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily2.07 11636.212,371,990 USD-501,510
USD/JPY10 minn/a 1,76930.02458,180 USD-306,670
USD/JPY15 minn/a 1,75228.31421,000 USD-250,830
EUR/USD2 minn/a 1,99126.47289,975 USD-109,677
USD/JPY5 minn/a 1,85128.31287,420 USD-105,150
EUR/USDDailyn/a 9938.38178,716 USD-36,681
Nikkei 225Dailyn/a 8436.9062,426 USD-24,070
Silver2 minn/a 1,90626.5522,628 USD-19,994
Nasdaq 100Dailyn/a 8430.9516,627 EUR-4,687
GBP/USDDailyn/a 11833.0511,854 USD-10,066
US Crude OilDailyn/a 11233.049,186 EUR-8,861
US Crude Oil1 hourn/a 83430.348,919 EUR-5,426
GoldDailyn/a 10827.783,397 EUR-1,108
S&P 500Dailyn/a 11135.143,190 EUR-1,624
Gold1 hourn/a 1,03131.722,799 EUR-1,054
Gold4 hoursn/a 29529.152,765 EUR-962
Gold3 minn/a 1,87428.122,393 EUR-1,136
Gold5 minn/a 1,81027.402,358 EUR-658
Gold15 minn/a 1,84926.451,777 EUR-1,367
Gold10 minn/a 1,88727.341,356 EUR-939
Gold2 minn/a 1,89827.611,102 EUR-1,037

Charts

Results by run

Top 10 of 21 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Wilder Average Crossover Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

mafast = WilderAverage[20](close)
maslow = WilderAverage[55](close)

10 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

Wilder Average
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 Wilder Average Crossover Reversal 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 21 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 2.07 over 116 trades.

How large was the drawdown?

The best run had a maximum drawdown of 501,510 USD at the tested position size, against a net result of 2,371,990 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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SuperTrend Trend Following Long

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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