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Strategies / Trend / EMA 5 Cross Volume Risk Reward

EMA 5 Cross Volume Risk Reward

Buys when the 5-period EMA moves above both the 13 and 26-period EMAs on above-average volume, and sells short on the mirror condition. The stop sits at the signal candle's low or high, capped at 1%, with a 1R or 2R target.

TrendLong & shortSwingDow Jones4 hours
n/aProfit factor
5,042Net profit EUR
47.79%Win rate
113Trades
-2,031Max drawdown
44.62Avg trade

Best run of 3. Dow Jones, 4 hours, spread 3, from run sweeps:2026-10-07-DOW30-4h-opt.tsv:5.

Entry rules, long

  2. Volume is above its 20-period average.
  3. Signals are only considered after bar 30.

Entry rules, short

  2. Volume is above its 20-period average.
  3. Signals are only considered after bar 30.

Exit rules

  2. A short's stop distance is the smaller of (signal candle high minus close) and 1% of the close.
  3. The target is 1 times that risk if the signal candle range is over 1% of its low, otherwise 2 times.
  4. If that risk is not positive, the trade is closed at market on the next bar, and signals are ignored on that bar.

Test conditions

PeriodUp to 2026-10-07
InstrumentDow Jones, 4 hours
Spread3 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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest run4 hoursn/a 11347.795,042 EUR-2,031
SilverDailyn/a 5552.73861 USD-538
US Crude OilDailyn/a 4555.56325 EUR-235

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA 5 Cross Volume Risk Reward
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE longsl = 0
ONCE longhi = 0
ONCE longlo = 0
ONCE longset = 0
ONCE shortsl = 0
ONCE shorthi = 0
ONCE shortlo = 0
ONCE shortset = 0
ONCE kill = 0

emaa = ExponentialAverage[5](close)
emab = ExponentialAverage[13](close)
emac = ExponentialAverage[26](close)

78 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

EMASMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA 5 Cross Volume Risk Reward 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 3 market and timeframe combinations. The best run by trade count was Dow Jones, 4 hours, with 113 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,031 EUR at the tested position size, against a net result of 5,042 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

ADX Filtered EMA Cross

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Copy trading on US indices is available to ProRealAlgos members as spots open.

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