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Strategies / Trend / EMA Pullback Short Continuation

EMA Pullback Short Continuation

Sells short after price rallies up to the 20-period EMA in a strong trend (ADX above 30), once the close breaks below the prior bar's low. The short position closes when the close rises back above the EMA.

TrendShort onlySwingBrent CrudeDaily
1.87Profit factor
7,680Net profit EUR
22.22%Win rate
36Trades
-4,904Max drawdown
213Avg trade

Best run of 1. Brent Crude, Daily, spread 5, from run pf:2026-10-11-BRENT-D.tsv:4.

Entry rules, short

  1. The 14-period ADX is above 30.
  2. The close is below the 20-period EMA.
  3. The high of the prior bar was at or above the EMA of that bar.

Exit rules

  1. The close rises above the 20-period EMA, and the short position is closed at market.

Test conditions

PeriodUp to 2026-10-11
InstrumentBrent Crude, Daily
Spread5 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Brent CrudeBest runDaily1.87 3622.227,680 EUR-4,904

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Pullback Short Continuation
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Short only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

20 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

ADXEMA
Read this firstKnown weaknesses4 points
  • The best run has only 36 trades, which is a small sample to judge it on.
  • The maximum drawdown of 4,904 EUR is large next to the net profit of 7,680 EUR.
  • It was only tested on Brent Crude, so there is no evidence from other markets.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run EMA Pullback Short Continuation 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 one combination, Brent Crude, Daily, with a profit factor of 1.87 over 36 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,904 EUR at the tested position size, against a net result of 7,680 EUR.

Does it trade long, short or both?

It only takes short trades.

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Supertrend RSI Trend Filter

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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.comStatsDocs