Strategies / Breakout / EMA Filtered Range Breakout

EMA Filtered Range Breakout

The strategy buys when price breaks above the highest high of the last 20 bars while the 9-period EMA is above the 20-period EMA. It sells short on the mirror breakdown below the lowest low, with a 6% stop and 12% target.

BreakoutLong & shortSwingGold1 hour

n/aProfit factor

1,804Net profit EUR

36.74%Win rate

2,322Trades

-1,104Max drawdown

0.78Avg trade

Best run of 7. Gold, 1 hour, spread 0.6, from run sweeps:2026-10-07-GOLD-1h-opt.tsv:2.

Entry rules, long

The 9-period EMA is above the 20-period EMA

Entry rules, short

The 9-period EMA is below the 20-period EMA

Exit rules

An opposite signal opens a trade in the other direction

Test conditions

Period	Up to 2026-10-07
Instrument	Gold, 1 hour
Spread	0.6 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-07

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	1 hour	n/a	2,322	36.74	1,804 EUR	-1,104
USD/JPY	Daily	n/a	307	38.44	1,879,020 USD	-1,104,290
Silver	4 hours	n/a	688	37.65	27,189 USD	-12,321
US Crude Oil	Daily	n/a	439	35.76	9,748 EUR	-6,074
Brent Crude	Daily	n/a	205	37.56	9,609 EUR	-8,443
Gold	Daily	n/a	380	34.74	2,894 EUR	-892
Gold	4 hours	n/a	618	39.97	2,877 EUR	-808

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Filtered Range Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[20](close)
res = highest[20](high)[1]
sup = lowest[20](low)[1]

16 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

EMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 1,104 EUR is large next to the net profit of 1,804 EUR.

Questions

About this strategy

Can I run EMA Filtered Range Breakout 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 7 market and timeframe combinations. The best run by trade count was Gold, 1 hour, with 2,322 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,104 EUR at the tested position size, against a net result of 1,804 EUR.

Does it trade long, short or both?

It trades both long and short.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Big Candle Breakout

Also a breakout strategy.

n/a PF · 4,636 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.com Stats Docs