Strategies / Pattern / Fractal Reversal With EMA Filter

Fractal Reversal With EMA Filter

The system looks for a confirmed fractal low or high in the trend direction of the EMA(20), EMA(50), and EMA(100) stack, filtered by RSI(14) momentum. It enters only when flat, with a 3.1% stop and a 0.5% target from entry.

PatternLong & shortSwingEUR/USDDaily

1.33Profit factor

93,554Net profit USD

88.77%Win rate

730Trades

-18,580Max drawdown

128Avg trade

Best run of 10. EUR/USD, Daily, spread 1, from run pf:2026-10-12-EURUSD-D.tsv:1.

Entry rules, long

While flat, EMA(20) is above EMA(50) and EMA(100).
The low 2 bars back is above EMA(100), and RSI(14) is above its value 2 bars earlier.

Entry rules, short

While flat, EMA(20) is below EMA(50) and EMA(100).
The high 2 bars back is below EMA(100), and RSI(14) is below its value 2 bars earlier.

Exit rules

The position has a 0.5% profit target from the entry price.

Test conditions

Period	Up to 2026-10-12
Instrument	EUR/USD, Daily
Spread	1 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
EUR/USDBest run	Daily	1.33	730	88.77	93,554 USD	-18,580
USD/JPY	15 min	n/a	392	88.27	383,770 USD	-204,290
USD/JPY	10 min	n/a	316	88.29	359,640 USD	-210,400
Dow Jones	3 min	n/a	218	88.07	7,695 EUR	-6,300
Gold	5 min	n/a	686	88.19	2,405 EUR	-773
Gold	10 min	n/a	948	87.24	1,726 EUR	-649
Gold	3 min	n/a	588	87.93	1,631 EUR	-884
Gold	2 min	n/a	477	88.05	1,618 EUR	-1,252
FTSE 100	5 min	n/a	230	87.83	1,493 EUR	-1,411
Gold	15 min	n/a	1,177	86.15	859 EUR	-841

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Fractal Reversal With EMA Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emaa = ExponentialAverage[20](close)
emab = ExponentialAverage[50](close)
emac = ExponentialAverage[100](close)
myRsi = RSI[14](close)

36 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

EMARSI

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 Fractal Reversal With EMA Filter 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 10 market and timeframe combinations. The best run was EUR/USD, Daily, with a profit factor of 1.33 over 730 trades.

How large was the drawdown?

The best run had a maximum drawdown of 18,580 USD at the tested position size, against a net result of 93,554 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

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

Turn of the Month Long

Also a pattern strategy.

1.34 PF · 77 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