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Strategies / Trend / EMA Crossover RSI ATR Bracket

EMA Crossover RSI ATR Bracket

The strategy trades EMA(10) and EMA(40) crossovers filtered by RSI(14) and a volatility check, when ATR(5) is not above 2.5 times ATR(20). It sets a stop at 2.5 times ATR(14) and a target at 5.5 times ATR(14) from entry.

TrendLong & shortSwingUSD/JPYDaily
1.70Profit factor
38,880Net profit USD
41.42%Win rate
367Trades
-3,830Max drawdown
106Avg trade

Best run of 7. USD/JPY, Daily, spread 1, from run pf:2026-10-05-USDJPY-D.tsv:8.

Entry rules, long

  2. ATR(5) is not above 2.5 times ATR(20).

Entry rules, short

  2. ATR(5) is not above 2.5 times ATR(20).

Exit rules

  2. A profit target sits 5.5 times ATR(14) from the entry price.

Test conditions

PeriodUp to 2026-10-05
InstrumentUSD/JPY, Daily
Spread1 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.70 36741.4238,880 USD-3,830
DAX 40Dailyn/a 24135.6817,196 EUR-4,531
Nasdaq 1004 hoursn/a 53731.8413,848 EUR-5,422
Dow JonesDailyn/a 19729.9512,986 EUR-7,918
Dow Jones4 hoursn/a 16532.7312,730 EUR-6,520
US Crude OilDailyn/a 15135.7610,253 EUR-7,147
S&P 500Dailyn/a 22227.031,355 EUR-883

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover RSI ATR Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

atrf = AverageTrueRange[5](close)
atrs = AverageTrueRange[20](close)

22 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

ATREMARSI
Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data -270.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available12,000
Net, standard 200,000-bar run38,880.00 USD
Net, long run38,610.00 USD
Net on the older data alone-270.00 USD
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run EMA Crossover RSI ATR Bracket 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 7 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.70 over 367 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,830 USD at the tested position size, against a net result of 38,880 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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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