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Strategies / Momentum / EMA CCI Momentum Confluence

EMA CCI Momentum Confluence

The strategy buys when an EMA based state and a CCI based state both turn bullish, and sells short when both turn bearish. An open position closes when the two states no longer agree.

MomentumLong & shortSwingSilver1 hour
n/aProfit factor
377,360Net profit USD
35.74%Win rate
16,275Trades
-188,011Max drawdown
23.19Avg trade

Best run of 2. Silver, 1 hour, spread 2, from run sweeps:2026-10-11-SILVER-1h-opt.tsv:43.

Entry rules, long

  1. The EMA state is +1 when the adjusted swing level falls below the previous close.
  2. The CCI state is +1 when the 20-bar average of CCI sits below the 10-bar average of CCI.

Entry rules, short

  1. The EMA state is -1 when the adjusted swing level rises above the previous close.
  2. The CCI state is -1 when the 20-bar average of CCI sits above the 10-bar average of CCI.

Exit rules

  1. An open position closes at market when the two states no longer agree.

Test conditions

PeriodUp to 2026-10-11
InstrumentSilver, 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run1 hourn/a 16,27535.74377,360 USD-188,011
Dow JonesDailyn/a 2,04442.957,878 EUR-7,429

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA CCI Momentum Confluence
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE posema = 0
ONCE poscci = 0

xa = ExponentialAverage[14](close)
nhh = max(high, high[1])
nll = min(low, low[1])

57 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

CCIEMASMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run EMA CCI Momentum Confluence 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 2 market and timeframe combinations. The best run by trade count was Silver, 1 hour, with 16,275 trades.

How large was the drawdown?

The best run had a maximum drawdown of 188,011 USD at the tested position size, against a net result of 377,360 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Trend Surfer

Uses the same indicator.

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SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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