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Strategies / Trend / EMA Crossover RSI Volume ATR Bracket

EMA Crossover RSI Volume ATR Bracket

Buys when the 9-period EMA crosses over the 21-period EMA with RSI(14) above 50 and volume above its 20-period average, and sells short on the mirror condition. Stops sit 1.5 times the 14-period ATR from entry, with a target at 5 times that distance.

TrendLong & shortSwingDow Jones1 hour
n/aProfit factor
5,355Net profit EUR
43.21%Win rate
1,016Trades
-4,054Max drawdown
5.27Avg trade

Best run of 3. Dow Jones, 1 hour, spread 3, from run sweeps:2026-10-11-DOW30-1h-opt.tsv:97.

Entry rules, long

  2. RSI(14) is above 50
  3. Volume is above its 20-period average

Entry rules, short

  2. RSI(14) is below 50
  3. Volume is above its 20-period average

Exit rules

  2. A position still open after more than 5 bars is closed at market
  3. A signal in the opposite direction reverses the trade

Test conditions

PeriodUp to 2026-10-11
InstrumentDow Jones, 1 hour
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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest run1 hourn/a 1,01643.215,355 EUR-4,054
Silver4 hoursn/a 76842.4514,190 USD-11,483
DAX 40Dailyn/a 9044.443,986 EUR-2,539

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover RSI Volume ATR Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE cnt = 0

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[21](close)
myRsi = RSI[14](close)
myAtr = AverageTrueRange[14](close)

31 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

EMARSIATRVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 4,054 EUR is large next to the net profit of 5,355 EUR.

Questions

About this strategy

Can I run EMA Crossover RSI Volume 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 3 market and timeframe combinations. The best run by trade count was Dow Jones, 1 hour, with 1,016 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,054 EUR at the tested position size, against a net result of 5,355 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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