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Strategies / Trend / EMA Pullback Retest Bracket

EMA Pullback Retest Bracket

The strategy buys after the 9-period EMA crosses above the 20-period EMA and price pulls back to touch either average on a bullish bar. It sells short on the bearish version and each trade has a stop and a target at 3 times its risk.

TrendLong & shortIntradayDow Jones30 min
n/aProfit factor
15,955Net profit EUR
23.89%Win rate
3,567Trades
-12,425Max drawdown
4.47Avg trade

Best run of 2. Dow Jones, 30 min, spread 3, from run sweeps:2026-10-03-DOW30-30m-opt.tsv:12.

Entry rules, long

  1. A bullish cross of the 9-period EMA over the 20-period EMA has occurred, with no bearish cross since.
  2. The 9-period EMA is above the 20-period EMA.
  4. When flat, one contract is bought with a stop distance of the close minus the low and a target at 3 times that distance.

Entry rules, short

  1. A bearish cross of the 20-period EMA over the 9-period EMA has occurred, with no bullish cross since.
  2. The 20-period EMA is above the 9-period EMA.
  4. When flat, one contract is sold short with a stop distance of the high minus the close and a target at 3 times that distance.

Exit rules

  1. Positions close only at the stop or target, and no new trade opens while one is open.

Test conditions

PeriodUp to 2026-10-03
InstrumentDow Jones, 30 minutes
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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest run30 minn/a 3,56723.8915,955 EUR-12,425
Dow Jones1 hourn/a 1,79924.4013,104 EUR-11,995

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Pullback Retest Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE allowbuy = 0
ONCE allowsell = 0

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[20](close)

33 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
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 12,425 EUR is large next to the net profit of 15,955 EUR.
  • It was only tested on Dow Jones, so there is no evidence from other markets.

Questions

About this strategy

Can I run EMA Pullback Retest 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 2 market and timeframe combinations. The best run by trade count was Dow Jones, 30 minutes, with 3,567 trades.

How large was the drawdown?

The best run had a maximum drawdown of 12,425 EUR at the tested position size, against a net result of 15,955 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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See how ProRealAlgos combines strategies like this into one automated portfolio.

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