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Strategies / Trend / EMA Crossover Volume Surge Exit

EMA Crossover Volume Surge Exit

Buys on a 9-period EMA crossover over the 21-period EMA on above-average volume, and sells short on the mirror condition. Longs close when the close falls below the 9-period EMA, and shorts close when it rises above.

TrendLong & shortSwingNasdaq 1001 hour
n/aProfit factor
5,169Net profit EUR
34.18%Win rate
1,384Trades
-2,869Max drawdown
3.73Avg trade

Best run of 4. Nasdaq 100, 1 hour, spread 3, from run sweeps:2026-10-12-NAS100-1h-opt.tsv:49.

Entry rules, long

  2. Volume times 0.85 is above the average volume of the previous 5 bars
  3. The close is above the 9-period EMA

Entry rules, short

  2. Volume times 0.85 is above the average volume of the previous 5 bars
  3. The close is below the 9-period EMA

Exit rules

  2. The close rises above the 9-period EMA, closing the short

Test conditions

PeriodUp to 2026-10-12
InstrumentNasdaq 100, 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
Nasdaq 100Best run1 hourn/a 1,38434.185,169 EUR-2,869
Nikkei 225Dailyn/a 8235.379,000 USD-6,086
DAX 40Dailyn/a 7040.004,883 EUR-3,571
Gold4 hoursn/a 50833.66570 EUR-428

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[21](close)
volavg = (volume[1] + volume[2] + volume[3] + volume[4] + volume[5]) / 5

18 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 weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 2,869 EUR is large next to the net profit of 5,168 EUR.
  • 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 Crossover Volume Surge Exit 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 4 market and timeframe combinations. The best run by trade count was Nasdaq 100, 1 hour, with 1,384 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,869 EUR at the tested position size, against a net result of 5,168 EUR.

Does it trade long, short or both?

It trades both long and short.

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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