Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Momentum / EMA Trend RSI Volume Momentum

EMA Trend RSI Volume Momentum

Buys when the 8-period EMA is above the 23-period EMA and RSI crosses above 50, and sells short on the mirror setup. Entries need above-average volume, and each trade has a stop-loss 1.1 times the 12-period ATR with a target at twice that distance.

MomentumLong & shortSwingUSD/JPYDaily
n/aProfit factor
121,830Net profit USD
33.52%Win rate
5,749Trades
-85,920Max drawdown
21.19Avg trade

Best run of 5. USD/JPY, Daily, spread 1, from run sweeps:2026-10-11-USDJPY-D-opt.tsv:10.

Entry rules, long

  1. The 8-period EMA is above the 23-period EMA.
  3. RSI(14) is at most 80.
  4. Volume is at least 1.2 times its 66-bar average.
  5. The gap between the EMAs is at least 0.0154% of the close, and the candle body is at least 0.15 times its range.
  6. No position is open.

Entry rules, short

  1. The 8-period EMA is below the 23-period EMA.
  3. RSI(14) is at least 20.
  4. Volume is at least 1.2 times its 66-bar average.
  5. The gap between the EMAs is at least 0.0154% of the close, and the candle body is at least 0.15 times its range.
  6. No position is open.

Exit rules

  1. The stop-loss sits 1.1 times the 12-period ATR from entry, and the target sits twice that distance from entry.

Test conditions

PeriodUp to 2026-10-11
InstrumentUSD/JPY, Daily
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 runDailyn/a 5,74933.52121,830 USD-85,920
Nikkei 225Dailyn/a 1,01135.4117,185 USD-15,055
US Crude OilDailyn/a 98037.0413,508 EUR-7,783
Brent CrudeDailyn/a 39637.378,540 EUR-5,768
US Crude Oil4 hoursn/a 1,68134.094,484 EUR-3,262

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Trend RSI Volume Momentum
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastdir = 0
ONCE hasexit = 0
ONCE coolbar = 0

emas = ExponentialAverage[8](close)
emal = ExponentialAverage[23](close)
myRsi = RSI[14](close)
myAtr = AverageTrueRange[12](close)
volma = Average[66](Volume)

43 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

EMARSIVolumeATRSMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 85,920 USD is large next to the net profit of 121,830 USD.

Questions

About this strategy

Can I run EMA Trend RSI Volume Momentum 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 5 market and timeframe combinations. The best run by trade count was USD/JPY, Daily, with 5,749 trades.

How large was the drawdown?

The best run had a maximum drawdown of 85,920 USD at the tested position size, against a net result of 121,830 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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