This is a 4-month stepped re-test beginning last October and completing yesterday. You can see that the win percentage remains relatively stable regardless of market conditions and the ROI remains fairly high as does the reward/risk factor. This is also a good long term (30 days) filter.
The charts from the stocks output by this filter look like this
The cross over occurred on 5/01 (I currently own shares in this stock).
Here is the code - it is easily replicated in many different systems.
show stocks where close is between 15 and 35
and average volume(90) > 500000
and open < ema(21)
and open < ema(8)
and open < ema(4)
and close > ema(21)
and close > ema(4)
and close > ema(8)
and close > open
and close 3 days ago < ema(21)
and close 5 days ago < close 3 days ago
and close 5 days ago < ema(90)