Strategies / Trend / EMA Pullback Risk Bracket

EMA Pullback Risk Bracket

The strategy buys when the close crosses above the 33-period EMA in an uptrend after a pullback below the 165-period EMA. The stop sits at the pullback low and the target at 2.06 times that risk, with trades only when risk exceeds 0.8% of price.

TrendLong & shortIntradayUS Crude Oil15 min

n/aProfit factor

3,874Net profit EUR

33.70%Win rate

718Trades

-3,355Max drawdown

5.40Avg trade

Best run of 10. US Crude Oil, 15 min, spread 3, from run sweeps:2026-10-12-CRUDE-15m-opt.tsv:5.

Entry rules, long

The lowest close since the close last crossed under the 33-period EMA is below the 165-period EMA.
The 33-period EMA is above the 365-period EMA.
The distance from the close to the lowest low since the last cross under the 33-period EMA must exceed 0.8% of the close.
When flat and all these conditions hold, one contract is bought at market.

Entry rules, short

The highest close since the last cross over the 33-period EMA is above the 165-period EMA.
The 33-period EMA is below the 365-period EMA.
The distance from the highest high since the last cross over the 33-period EMA to the close must exceed 0.8% of the close.
When flat and all these conditions hold, one contract is sold short at market.

Exit rules

A profit target is set at 2.06 times the risk distance from the entry price.

Test conditions

Period	Up to 2026-10-12
Instrument	US Crude Oil, 15 minutes
Spread	3 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
US Crude OilBest run	15 min	n/a	718	33.70	3,874 EUR	-3,355
Nikkei 225	Daily	n/a	61	47.54	25,005 USD	-11,518
DAX 40	Daily	n/a	92	34.78	8,742 EUR	-5,263
US Crude Oil	Daily	n/a	76	40.79	7,624 EUR	-3,750
Nasdaq 100	Daily	n/a	60	48.33	7,486 EUR	-7,260
S&P 500	Daily	n/a	82	47.56	2,618 EUR	-983
DAX 40	2 min	n/a	5	80.00	1,830 EUR	-429
S&P 500	4 hours	n/a	177	35.03	1,569 EUR	-829
Nasdaq 100	2 min	n/a	5	60.00	1,150 EUR	-560
DAX 40	1 min	n/a	3	66.67	758 EUR	-484

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Pullback Risk Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE maxclose = 0
ONCE maxhigh = 0
ONCE hasabove = 0
ONCE minclose = 0
ONCE minlow = 0
ONCE hasbelow = 0

emalevel = ExponentialAverage[33](close)
emalimit = ExponentialAverage[165](close)
ematrend = ExponentialAverage[365](close)

53 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 3,355 EUR is large next to the net profit of 3,874 EUR.

Questions

About this strategy

Can I run EMA Pullback Risk 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 10 market and timeframe combinations. The best run by trade count was US Crude Oil, 15 minutes, with 718 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,355 EUR at the tested position size, against a net result of 3,874 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

Short Term RSI Pullback Long Short

Best run on the same market, US Crude Oil.

1.33 PF · 493 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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

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