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Strategies / Breakout / EMA Percent Band Breakout

EMA Percent Band Breakout

The strategy buys when the close moves more than 3% above its 200-period EMA and sells when it falls more than 2% below the average. A fixed 2% stop loss is set from the entry price.

BreakoutLong onlySwingNasdaq 100Daily
5.80Profit factor
24,374Net profit EUR
17.74%Win rate
124Trades
-3,269Max drawdown
197Avg trade

Best run of 34. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:23.

Entry rules, long

  2. When no position is open, one contract is bought at market.

Exit rules

  2. A stop loss set 2% from the entry price applies to the long.

Test conditions

PeriodUp to 2026-10-05
InstrumentNasdaq 100, Daily
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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily5.80 12417.7424,374 EUR-3,269
EUR/USD2 min5.30 17334.68930,174 USD-44,770
EUR/USD3 min5.13 11132.43583,025 USD-41,879
S&P 500Daily4.16 12020.834,900 EUR-830
USD/JPYDailyn/a 3438.241,033,160 USD-349,500
EUR/USD5 minn/a 5836.21268,763 USD-39,763
USD/JPY4 hoursn/a 2227.27242,480 USD-237,340
EUR/USD10 minn/a 3627.78150,168 USD-28,339
EUR/USD15 minn/a 2528.0091,835 USD-36,121
EUR/USDDailyn/a 3030.0090,088 USD-28,933
Nikkei 225Dailyn/a 8917.9855,366 USD-15,327
EUR/USD4 hoursn/a 3243.7540,732 USD-30,071
Silver30 minn/a 17831.4635,622 USD-9,626
Nikkei 2254 hoursn/a 7324.6624,851 USD-9,075
Dow JonesDailyn/a 10323.3020,718 EUR-9,500
Nikkei 2251 hourn/a 7048.5717,824 USD-8,832
Nasdaq 1004 hoursn/a 8240.2416,534 EUR-4,352
DAX 40Dailyn/a 12820.3110,712 EUR-4,596
Nasdaq 1001 hourn/a 9329.038,952 EUR-3,153
Dow Jones15 minn/a 1050.008,316 EUR-2,885
Nasdaq 10030 minn/a 5530.916,275 EUR-4,438
Nasdaq 10015 minn/a 3528.575,743 EUR-3,896
DAX 401 hourn/a 7832.055,643 EUR-2,501
GBP/USDDailyn/a 3727.035,219 USD-4,466
Dow Jones30 minn/a 955.564,692 EUR-3,114
Nasdaq 10010 minn/a 1346.154,192 EUR-2,164
GoldDailyn/a 9813.273,347 EUR-1,281
S&P 5004 hoursn/a 5635.713,047 EUR-742
DAX 4030 minn/a 4533.332,775 EUR-2,522
DAX 4015 minn/a 1741.182,554 EUR-1,487
Gold4 hoursn/a 6734.332,416 EUR-1,186
S&P 50015 minn/a 1050.001,311 EUR-414
S&P 5001 hourn/a 5822.411,066 EUR-810
Gold30 minn/a 3342.42884 EUR-802

Charts

Results by run

Top 10 of 34 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 Percent Band Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ma = ExponentialAverage[200](close)
upper = ma * (1 + 3.0 / 100)
lower = ma * (1 - 2.0 / 100)

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

EMA
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 271.20 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run24,374.10 EUR
Net, long run24,645.30 EUR
Net on the older data alone271.20 EUR
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 Percent Band 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 34 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 5.80 over 124 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,269 EUR at the tested position size, against a net result of 24,374 EUR.

Does it trade long, short or both?

It only takes long trades.

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Copy trading on US indices is available to ProRealAlgos members as spots open.

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