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Strategies / Trend / EMA Crossover With ADX and Volume

EMA Crossover With ADX and Volume

The strategy buys when price crosses above the 50-period EMA and sells short on a cross below, but only when ADX is at least 25 and volume is above its 20-period average. Each trade uses a stop and target at 4 times the 14-period ATR.

TrendLong & shortSwingSilver4 hours
5.55Profit factor
312,039Net profit USD
32.26%Win rate
341Trades
-16,870Max drawdown
915Avg trade

Best run of 3. Silver, 4 hours, spread 2, from run pf:2026-10-12-SILVER-4h.tsv:4.

Entry rules, long

  2. The 14-period ADX is at least 25 on the same bar.
  3. Volume is above its 20-period average on the same bar.
  4. When all three conditions hold, one contract is bought at market.

Entry rules, short

  2. The 14-period ADX is at least 25 on the same bar.
  3. Volume is above its 20-period average on the same bar.
  4. When all three conditions hold, one contract is sold short at market.

Exit rules

  2. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 4 hours
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run4 hours5.55 34132.26312,039 USD-16,870
Nikkei 225Dailyn/a 2650.007,233 USD-7,107
US Crude OilDailyn/a 3145.164,094 EUR-2,583

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With ADX and Volume
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[50](close)
myAdx = ADX[14]
volsma = Average[20](volume)
myAtr = AverageTrueRange[14](close)

17 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

ADXATREMASMAVolume
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 With ADX and Volume 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 was Silver, 4 hours, with a profit factor of 5.55 over 341 trades.

How large was the drawdown?

The best run had a maximum drawdown of 16,870 USD at the tested position size, against a net result of 312,038 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

EMA Pullback Continuation ATR Bracket

Also a trend strategy.

5.72 PF · 877 trades

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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