Strategies / Trend / EMA Pullback Continuation ATR Bracket

EMA Pullback Continuation ATR Bracket

The strategy buys when the close pulls back to the 50-period EMA and crosses above it in an uptrend. It sells short on the mirrored setup, with ATR-based stops and targets.

TrendLong & shortSwingSilver4 hours

5.72Profit factor

390,444Net profit USD

15.51%Win rate

877Trades

-24,640Max drawdown

445Avg trade

Best run of 13. Silver, 4 hours, spread 2, from run pf:2026-10-10-SILVER-4h.tsv:1.

Entry rules, long

The 50-period EMA is above the 200-period EMA, and the close is above the 200-period EMA

Entry rules, short

The 50-period EMA is below the 200-period EMA, and the close is below the 200-period EMA

Exit rules

The target is 5.0 times the 14-period ATR from the fill price
A same-direction signal while in a trade resets the stop and target to the new signal levels

Test conditions

Period	Up to 2026-10-10
Instrument	Silver, 4 hours
Spread	2 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	4 hours	5.72	877	15.51	390,444 USD	-24,640
S&P 500	Daily	1.49	425	22.82	2,638 EUR	-574
Silver	1 hour	n/a	3,454	15.63	139,882 USD	-42,066
USD/JPY	Daily	n/a	503	20.08	30,930 USD	-15,960
Nikkei 225	Daily	n/a	264	26.52	24,238 USD	-10,383
Dow Jones	Daily	n/a	353	24.65	12,265 EUR	-8,820
US Crude Oil	Daily	n/a	295	26.10	8,583 EUR	-5,824
Nasdaq 100	Daily	n/a	322	20.19	7,741 EUR	-5,049
Dow Jones	4 hours	n/a	275	21.82	7,220 EUR	-4,290
Nasdaq 100	4 hours	n/a	854	19.56	6,878 EUR	-4,941
S&P 500	4 hours	n/a	887	21.20	1,111 EUR	-841
Gold	4 hours	n/a	835	19.52	1,001 EUR	-515
Gold	Daily	n/a	357	25.49	662 EUR	-576

Charts

Results by run

Top 10 of 13 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 Pullback Continuation ATR Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

emaf = ExponentialAverage[50](close)
emas = ExponentialAverage[200](close)
myAtr = AverageTrueRange[14](close)

27 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

EMAATR

Longer historyRe-run on up to 1,000,000 barsS&P 500 · Daily · older data 63.40 EUR

S&P 500 had no history beyond the standard run, so both runs used 14,000 bars.

S&P 500 · Daily

Bars available	14,000
Net, standard 200,000-bar run	2,637.68 EUR
Net, long run	2,701.08 EUR
Net on the older data alone	63.40 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 Pullback Continuation ATR Bracket 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 13 market and timeframe combinations. The best run was Silver, 4 hours, with a profit factor of 5.72 over 877 trades.

How large was the drawdown?

The best run had a maximum drawdown of 24,640 USD at the tested position size, against a net result of 390,444 USD.

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

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

Reversal Pattern With Directional Trend Index

Also a trend strategy.

5.88 PF · 1,144 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