Strategies / Breakout / EMA RSI Bollinger Band Breakout

EMA RSI Bollinger Band Breakout

The strategy buys when price is above its 200-period EMA, the 3-period RSI is above 70 and the close is above the upper Bollinger Band. It sells short on the mirror conditions, using ATR(14) for the stop and 2 times ATR(14) for the target.

BreakoutLong & shortSwingSilver4 hours

2.23Profit factor

176,036Net profit USD

34.73%Win rate

1,532Trades

-11,494Max drawdown

115Avg trade

Best run of 4. Silver, 4 hours, spread 2, from run pf:2026-10-12-SILVER-4h.tsv:1.

Entry rules, long

The close is above the 200-period EMA.
The 3-period RSI is above 70.
All three must hold on the same bar, and no long position is open.

Entry rules, short

The close is below the 200-period EMA.
The 3-period RSI is below 30.
All three must hold on the same bar, and no short position is open.

Exit rules

An opposite signal closes the trade and reverses it.

Test conditions

Period	Up to 2026-10-12
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	4 hours	2.23	1,532	34.73	176,036 USD	-11,494
Silver	1 hour	n/a	6,653	26.86	292,576 USD	-120,778
Gold	4 hours	n/a	1,578	34.28	912 EUR	-619
Gold	Daily	n/a	705	34.61	686 EUR	-432

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA RSI Bollinger Band Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[3](close)
myAtr = AverageTrueRange[14](close)
basis = Average[20](close)
dev = 2.0 * STD[20](close)
upper = basis + dev
lower = basis - dev
ema = ExponentialAverage[200](close)

21 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

EMARSIBollinger BandsATR

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 RSI Bollinger Band Breakout 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 was Silver, 4 hours, with a profit factor of 2.23 over 1,532 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,494 USD at the tested position size, against a net result of 176,036 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

Bollinger 120 Breakout With SMA Exit

Also a breakout strategy.

2.21 PF · 101 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