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Strategies / Trend / Hull Relative Volume Bracket

Hull Relative Volume Bracket

The strategy buys when close is above a Hull moving average of 89 periods and volume is over 1.5 times its prior 20 bar average. It sells short on the mirror condition, with a 1% stop and a 2% target on each trade.

TrendLong & shortIntradayUSD/JPY30 min
n/aProfit factor
629,950Net profit USD
34.92%Win rate
7,488Trades
-218,400Max drawdown
84.13Avg trade

Best run of 5. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-12-USDJPY-30m-opt.tsv:28.

Entry rules, long

  2. Relative volume is above 1.5, where relative volume is volume divided by the prior bar's 20 bar average volume.
  3. Signals are checked only after bar 100 and only when no long position is open.

Entry rules, short

  2. Relative volume is above 1.5, where relative volume is volume divided by the prior bar's 20 bar average volume.
  3. Signals are checked only after bar 100 and only when no short position is open.

Exit rules

  2. A short closes at a 1% stop above the entry price or a 2% target below it.
  3. An opposite signal reverses the position.

Test conditions

PeriodUp to 2026-10-12
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run30 minn/a 7,48834.92629,950 USD-218,400
USD/JPY1 hourn/a 3,91336.90675,990 USD-246,460
EUR/USDDailyn/a 23738.4029,438 USD-18,882
Nasdaq 1001 hourn/a 3,98933.879,569 EUR-7,584
Nikkei 225Dailyn/a 43435.257,545 USD-7,541

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Hull Relative Volume Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

whalf = WeightedAverage[45](close)
wfull = WeightedAverage[89](close)
raw = 2 * whalf - wfull
hma = WeightedAverage[9](raw)
avgvol = Average[20](volume)
avgprev = avgvol[1]

18 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

Hull MAWMASMAVolume
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 Hull Relative Volume Bracket 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, 30 minutes, with 7,488 trades.

How large was the drawdown?

The best run had a maximum drawdown of 218,400 USD at the tested position size, against a net result of 629,950 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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ADX Filtered EMA Cross

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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