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Strategies / Trend / EMA Crossover With Volume Filter

EMA Crossover With Volume Filter

Buys when the 13-bar EMA crosses above the 34-bar EMA while volume is above its 10-bar average. Sells when the 13-bar EMA crosses below the 34-bar EMA, and each trade has a 20% stop and 50% target.

TrendLong onlyIntradayGold10 min
n/aProfit factor
694Net profit EUR
29.38%Win rate
1,719Trades
-596Max drawdown
0.40Avg trade

Best run of 28. Gold, 10 min, spread 0.6, from run sweeps:2026-10-04-GOLD-10m-opt.tsv:40.

Entry rules, long

  2. Volume is above the 10-bar average volume.

Exit rules

  2. A stop loss at 20% below the entry price closes the trade.
  3. A profit target at 50% above the entry price closes the trade.

Test conditions

PeriodUp to 2026-10-04
InstrumentGold, 10 minutes
Spread0.6 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run10 minn/a 1,71929.38694 EUR-596
USD/JPY1 hourn/a 76032.89390,470 USD-180,990
USD/JPY30 minn/a 1,46331.24302,490 USD-157,520
USD/JPYDailyn/a 3330.30230,680 USD-144,020
USD/JPY10 minn/a 1,53930.73150,940 USD-148,040
Nikkei 225Dailyn/a 2236.3626,015 USD-9,594
Nikkei 2253 minn/a 1,24331.3815,209 USD-4,736
Nasdaq 100Dailyn/a 2065.0014,148 EUR-3,026
Silver4 hoursn/a 22032.2711,105 USD-10,318
Dow JonesDailyn/a 1060.0010,123 EUR-3,275
Dow Jones30 minn/a 64934.518,203 EUR-8,166
Nasdaq 1004 hoursn/a 8845.457,711 EUR-3,098
Brent Crude4 hoursn/a 11637.936,894 EUR-3,663
Nasdaq 1001 hourn/a 48935.386,887 EUR-3,766
Nasdaq 10015 minn/a 1,57930.276,041 EUR-2,897
Nasdaq 10030 minn/a 99434.715,765 EUR-3,351
US Crude Oil1 hourn/a 73934.374,824 EUR-2,656
DAX 404 hoursn/a 10729.914,524 EUR-2,071
DAX 4030 minn/a 89733.114,306 EUR-1,839
Brent CrudeDailyn/a 2138.104,164 EUR-2,874
S&P 500Dailyn/a 1861.112,726 EUR-489
Gold4 hoursn/a 22434.822,599 EUR-1,013
Gold1 hourn/a 77631.061,944 EUR-893
FTSE 1004 hoursn/a 11832.201,800 EUR-1,447
S&P 5004 hoursn/a 8544.711,700 EUR-788
Gold5 minn/a 1,61929.831,227 EUR-325
Gold30 minn/a 1,61430.791,028 EUR-605
GoldDailyn/a 4934.69663 EUR-385

Charts

Results by run

Top 10 of 28 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With Volume Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emaf = ExponentialAverage[13](close)
emas = ExponentialAverage[34](close)
volavg = Average[10](volume)

13 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 596 EUR is large next to the net profit of 694 EUR.

Questions

About this strategy

Can I run EMA Crossover With Volume Filter 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 28 market and timeframe combinations. The best run by trade count was Gold, 10 minutes, with 1,719 trades.

How large was the drawdown?

The best run had a maximum drawdown of 596 EUR at the tested position size, against a net result of 694 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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1.08 PF · 6,065 trades

ADX Filtered EMA Cross

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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