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Strategies / Trend / EMA Crossover Volume Spike Long

EMA Crossover Volume Spike Long

Buys when the 9-period EMA crosses above the 21-period EMA on a bar with heavy volume. Closes the long when the 9-period EMA crosses below the 21-period EMA on a bar with the same volume condition.

TrendLong onlySwingDAX 401 hour
1.23Profit factor
15,408Net profit EUR
35.41%Win rate
1,542Trades
-3,051Max drawdown
9.99Avg trade

Best run of 37. DAX 40, 1 hour, spread 3, from run pf:2026-10-12-DAX40-1h.tsv:2.

Entry rules, long

  2. The bar volume is at least 1.5 times its 20-period average

Exit rules

  2. The bar volume is at least 1.5 times its 20-period average

Test conditions

PeriodUp to 2026-10-12
InstrumentDAX 40, 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run1 hour1.23 1,54235.4115,408 EUR-3,051
DAX 4030 min1.19 2,37833.6014,898 EUR-2,159
USD/JPYDailyn/a 19135.081,055,770 USD-466,400
USD/JPY30 minn/a 66942.45364,020 USD-218,100
USD/JPY1 hourn/a 30946.60281,370 USD-193,780
EUR/USD5 minn/a 52237.3644,971 USD-31,005
Nikkei 225Dailyn/a 17736.7242,608 USD-11,073
Silver5 minn/a 48940.7025,417 USD-8,955
Nikkei 2254 hoursn/a 27337.3624,443 USD-11,500
Silver2 minn/a 23447.0124,043 USD-12,701
Silver3 minn/a 36443.1322,063 USD-8,873
Nikkei 22515 minn/a 64840.1220,153 USD-10,112
Dow JonesDailyn/a 28437.6817,374 EUR-4,808
Silver15 minn/a 82336.9417,012 USD-8,482
Nikkei 2251 hourn/a 96832.8516,147 USD-10,972
Dow Jones1 hourn/a 28444.0114,653 EUR-10,336
Dow Jones4 hoursn/a 5044.0013,572 EUR-10,225
Nasdaq 1001 hourn/a 1,68733.2511,808 EUR-3,572
Nasdaq 10015 minn/a 1,07839.1511,076 EUR-3,925
Nasdaq 1005 minn/a 80638.9610,983 EUR-3,035
DAX 40Dailyn/a 25338.3410,937 EUR-3,430
Brent Crude4 hoursn/a 12246.728,839 EUR-5,886
Nasdaq 10010 minn/a 99940.748,545 EUR-4,931
Brent CrudeDailyn/a 5139.227,430 EUR-5,666
Nasdaq 10030 minn/a 2,66932.606,610 EUR-4,509
DAX 404 hoursn/a 42036.196,201 EUR-3,872
DAX 405 minn/a 1,15032.174,829 EUR-3,430
DAX 4015 minn/a 1,25736.443,784 EUR-3,517
Nasdaq 100Dailyn/a 19034.742,345 EUR-1,858
Gold15 minn/a 69141.682,127 EUR-1,133
Gold10 minn/a 61539.671,991 EUR-524
GoldDailyn/a 21829.821,755 EUR-666
Gold4 hoursn/a 7841.031,644 EUR-666
Gold1 hourn/a 37941.161,499 EUR-636
S&P 5005 minn/a 80537.021,058 EUR-770
S&P 50010 minn/a 1,05039.14862 EUR-782
S&P 5001 minn/a 58838.44473 EUR-425

Charts

Results by run

Top 10 of 37 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover Volume Spike Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[21](close)
avgvol = Average[20](volume)

11 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

EMAVolume
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Crossover Volume Spike Long 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 37 market and timeframe combinations. The best run was DAX 40, 1 hour, with a profit factor of 1.23 over 1,542 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,051 EUR at the tested position size, against a net result of 15,408 EUR.

Does it trade long, short or both?

It only takes long trades.

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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