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Strategies / Breakout / EMA Alert Candle Breakout

EMA Alert Candle Breakout

The system tracks bars whose open, high, low and close all sit below or above a 5-period EMA as alert levels. It buys when price breaks the latest alert high, or sells short on a break of the alert low, with a stop and a target at 1.5 times the risk.

BreakoutLong & shortIntradayGold10 min
n/aProfit factor
2,231Net profit EUR
23.89%Win rate
339Trades
-1,629Max drawdown
6.58Avg trade

Best run of 21. Gold, 10 min, spread 0.6, from run sweeps:2026-10-11-GOLD-10m-opt.tsv:45.

Entry rules, long

  2. The buy is placed at market with a stop at the lower of the current and previous bar's lows, and a target at 1.5 times that distance.

Entry rules, short

  2. The short is placed at market with a stop at the higher of the current and previous bar's highs, and a target at 1.5 times that distance.

Exit rules

  1. The stop-loss or profit target set at entry closes the trade.

Test conditions

PeriodUp to 2026-10-11
InstrumentGold, 10 minutes
Spread0.6 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run10 minn/a 33923.892,231 EUR-1,629
USD/JPY30 minn/a 492.04773,030 USD-260,990
USD/JPY15 minn/a 1600.62434,760 USD-245,400
Nikkei 2251 hourn/a 6328.5759,615 USD-12,691
Nikkei 225Dailyn/a 16938.4637,079 USD-31,906
Nasdaq 1001 hourn/a 267.6929,094 EUR-6,233
Dow Jones30 minn/a 15937.7428,486 EUR-8,366
Dow Jones4 hoursn/a 1838.8925,121 EUR-9,162
Dow Jones15 minn/a 30338.9424,198 EUR-9,761
Nikkei 2251 minn/a 3417.6515,838 USD-13,148
Nasdaq 1005 minn/a 1822.2213,392 EUR-5,875
DAX 4010 minn/a 5326.429,552 EUR-4,474
S&P 5001 hourn/a 769.216,446 EUR-1,317
S&P 50015 minn/a 425.004,969 EUR-1,319
S&P 50010 minn/a 7317.813,510 EUR-1,323
FTSE 10010 minn/a 3231.253,434 EUR-1,320
S&P 5005 minn/a 425.003,076 EUR-1,332
FTSE 10015 minn/a 3821.052,981 EUR-2,927
Gold5 minn/a 1020.002,205 EUR-1,631
FTSE 1002 minn/a 714.291,327 EUR-1,265
S&P 5002 minn/a 4610.871,232 EUR-699

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

// ==============================================================
// EMA Alert Candle Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE hi = 0
ONCE hiset = 0
ONCE lo = 0
ONCE loset = 0

ema = ExponentialAverage[5](close)

prevhi = hi
prevhiset = hiset
prevlo = lo
prevloset = loset

35 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

EMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,629 EUR is large next to the net profit of 2,231 EUR.

Questions

About this strategy

Can I run EMA Alert Candle Breakout 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 by trade count was Gold, 10 minutes, with 339 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,629 EUR at the tested position size, against a net result of 2,231 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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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