Simple MACD + 200 EMA Trading Strategy Tested 900x Times
Loses money
No edge after realistic trading costs
- trades tested
- 2,049
- per trade after costs
- -1.57bp
- winners
- 34%
- years of data
- 14.7
On EURUSD 30-minute bars, go long when price is above the 200 EMA and the MACD line crosses up through its signal line while the MACD is below the zero line (a pullback); mirror for shorts below the 200 EMA with a cross down above zero. Stop is 2 x ATR, target is twice the risk.
The exact rules we tested
- 01Instrument: EURUSD | Signal timeframe: 30m | Direction: both
- 02LONG when: (macd.line crosses above macd.signal) AND (macd.line < 0)
- 03SHORT when: (macd.line crosses below macd.signal) AND (macd.line > 0)
- 04Long filter: close > ema200
- 05Short filter: close < ema200
- 06Entry: market at next bar open
- 07Stop: 2 x ATR(14)
- 08Target: 2.0R (risk-multiple of stop)