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Strategies / Trend / EMA Pullback With Volume Confirmation

EMA Pullback With Volume Confirmation

Buys when price pulls back to touch the 55-period EMA in an uptrend, RSI(14) is above 55, and a green bar forms on volume at least 1.3 times its 20-period average. Sells short on the mirror setup below the EMA with RSI(14) below 45.

TrendLong & shortIntradayUSD/JPY30 min
n/aProfit factor
510,970Net profit USD
34.50%Win rate
4,983Trades
-227,360Max drawdown
103Avg trade

Best run of 4. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-11-USDJPY-30m-opt.tsv:68.

Entry rules, long

  1. The close is above the 55-period EMA and RSI(14) is above 55.
  3. The bar is green (close above open), and volume is at least 1.3 times its 20-period average.

Entry rules, short

  1. The close is below the 55-period EMA and RSI(14) is below 45.
  3. The bar is red (close below open), and volume is at least 1.3 times its 20-period average.

Exit rules

  2. A stop loss is set 0.8% from the entry price, and a profit target 1.0% from the entry price.

Test conditions

PeriodUp to 2026-10-11
InstrumentUSD/JPY, 30 minutes
Spread1 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
USD/JPYBest run30 minn/a 4,98334.50510,970 USD-227,360
USD/JPY1 hourn/a 2,63034.03611,980 USD-264,050
EUR/USDDailyn/a 36146.5421,297 USD-12,285
DAX 401 hourn/a 3,94938.976,260 EUR-4,280

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[55](close)
myRsi = RSI[14](close)
volma = Average[20](volume)

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

EMARSISMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Pullback With Volume Confirmation 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 4 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 4,983 trades.

How large was the drawdown?

The best run had a maximum drawdown of 227,360 USD at the tested position size, against a net result of 510,970 USD.

Does it trade long, short or both?

It trades both long and short.

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

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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