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Strategies / Momentum / First Break Above EMA And RSI

First Break Above EMA And RSI

The strategy buys on the first bar where the close moves above the 9-period EMA while RSI(14) is above 50, after both conditions were absent on the prior bar. It closes the long on any bar that closes below the 9-period EMA.

MomentumLong onlySwingNasdaq 1004 hours
n/aProfit factor
10,613Net profit EUR
32.44%Win rate
2,266Trades
-4,195Max drawdown
4.68Avg trade

Best run of 9. Nasdaq 100, 4 hours, spread 3, from run sweeps:2026-10-04-NAS100-4h-opt.tsv:68.

Entry rules, long

  2. The prior bar did not have both conditions true, so this is the first bar they hold together

Exit rules

  2. The strategy has no stop loss or profit target

Test conditions

PeriodUp to 2026-10-04
InstrumentNasdaq 100, 4 hours
Spread3 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run4 hoursn/a 2,26632.4410,613 EUR-4,195
USD/JPYDailyn/a 96731.23813,800 USD-520,620
Nikkei 2254 hoursn/a 1,94630.7314,467 USD-11,119
Dow JonesDailyn/a 1,12634.8113,528 EUR-8,189
DAX 404 hoursn/a 2,24732.1812,868 EUR-3,257
Dow Jones4 hoursn/a 77132.438,894 EUR-5,861
GBP/USDDailyn/a 1,00231.348,240 USD-7,718
Nasdaq 100Dailyn/a 90233.156,961 EUR-5,094
Gold4 hoursn/a 2,20231.472,227 EUR-1,184

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// First Break Above EMA And RSI
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[9](close)
myRsi = RSI[14](close)

13 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

EMARSI
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 First Break Above EMA And RSI 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 9 market and timeframe combinations. The best run by trade count was Nasdaq 100, 4 hours, with 2,266 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,195 EUR at the tested position size, against a net result of 10,613 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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

Copy trading on US indices is available to ProRealAlgos members as spots open.

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