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Strategies / Breakout / Bollinger Band Breakout With Volume

Bollinger Band Breakout With Volume

The strategy buys when the close crosses above the lower Bollinger Band on above-average volume and above the 80-period SMA. It sells short when the close crosses below the upper band on strong volume, below the 80-period SMA, with RSI under 85.

BreakoutLong & shortSwingFTSE 1001 hour
1.40Profit factor
3,611Net profit EUR
67.88%Win rate
579Trades
-612Max drawdown
6.24Avg trade

Best run of 13. FTSE 100, 1 hour, spread 2, from run pf:2026-10-12-FTSE100-1h.tsv:2.

Entry rules, long

  2. Volume is above 1.05 times its 20-period average.
  3. The close is above the 80-period SMA.

Entry rules, short

  2. Volume is above 1.2 times its 20-period average.
  3. The close is below the 80-period SMA.
  4. The 14-period RSI is below 85.

Exit rules

  2. The close crosses below the lower band, closing the short.

Test conditions

PeriodUp to 2026-10-12
InstrumentFTSE 100, 1 hour
Spread2 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
FTSE 100Best run1 hour1.40 57967.883,611 EUR-612
USD/JPY15 minn/a 1,42567.44113,600 USD-107,220
USD/JPY10 minn/a 1,26266.80108,210 USD-90,720
EUR/USD10 minn/a 1,35266.4224,020 USD-6,222
EUR/USDDailyn/a 2673.0815,433 USD-7,766
Dow JonesDailyn/a 1776.479,989 EUR-4,719
Silver4 hoursn/a 16067.509,637 USD-4,774
US Crude Oil1 hourn/a 85768.036,264 EUR-4,475
Brent Crude1 hourn/a 51967.824,503 EUR-2,141
S&P 500Dailyn/a 2982.761,873 EUR-792
Nasdaq 1005 minn/a 1,32468.661,873 EUR-1,798
GBP/USDDailyn/a 2777.781,607 USD-1,555
GBP/USD15 minn/a 1,45070.901,317 USD-1,139

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Bollinger Band Breakout With Volume
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE inlong = 0
ONCE inshort = 0

basis = Average[20](close)
dev = 1.8 * STD[20](close)
upper = basis + dev
lower = basis - dev

volma = Average[20](volume)
trendma = Average[80](close)
myRsi = RSI[14](close)

34 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

Bollinger BandsSMARSIVolume
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Bollinger Band Breakout With Volume 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 13 market and timeframe combinations. The best run was FTSE 100, 1 hour, with a profit factor of 1.40 over 579 trades.

How large was the drawdown?

The best run had a maximum drawdown of 612 EUR at the tested position size, against a net result of 3,611 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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DAX Survivor

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Volume Spike Direction Trade

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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