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 / Breakout / Keltner Bollinger Cross With Volume

Keltner Bollinger Cross With Volume

The system buys when the upper Keltner band crosses above the upper Bollinger band, or sells short when the lower Keltner band crosses below the lower Bollinger band, with volume above its 10-bar average. Positions are closed once the bar counter exceeds 20.

BreakoutLong & shortSwingNasdaq 1004 hours
n/aProfit factor
7,757Net profit EUR
48.04%Win rate
537Trades
-7,475Max drawdown
14.44Avg trade

Best run of 5. Nasdaq 100, 4 hours, spread 3, from run sweeps:2026-10-12-NAS100-4h-opt.tsv:23.

Entry rules, long

  2. Volume is above its 10-bar simple average.
  3. No long position is already open.

Entry rules, short

  2. Volume is above its 10-bar simple average.
  3. No short position is already open.

Exit rules

  1. A new signal resets the bar counter to 1.

Test conditions

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

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run4 hoursn/a 53748.047,757 EUR-7,475
USD/JPYDailyn/a 19249.48318,630 USD-248,760
Dow Jones4 hoursn/a 36949.3211,649 EUR-7,243
DAX 40Dailyn/a 12451.618,279 EUR-3,027
DAX 404 hoursn/a 48050.006,980 EUR-4,301

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Keltner Bollinger Cross With Volume
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE cnt = 0
ONCE has = 0

bbmid = Average[20](close)
bbdev = 2 * STD[20](close)
bbup = bbmid + bbdev
bblo = bbmid - bbdev
kcmid = ExponentialAverage[20](close)
kcrng = ExponentialAverage[20](TR(close))
kcup = kcmid + 2.2 * kcrng
kclo = kcmid - 2.2 * kcrng
volma = Average[10](volume)

33 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

Bollinger BandsKeltner ChannelEMASMATrue RangeVolume
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 7,475 EUR is large next to the net profit of 7,757 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Keltner Bollinger Cross With Volume 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 Nasdaq 100, 4 hours, with 537 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,475 EUR at the tested position size, against a net result of 7,757 EUR.

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

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Big Candle Breakout

Also a breakout strategy.

n/a PF · 4,636 trades

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