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Strategies / Trend / Keltner Midline Volume Trend Long

Keltner Midline Volume Trend Long

Buys when the close crosses above the 20-period EMA, with the close above the 200-period EMA and the 9-period EMA above the 21-period EMA. Exits at a 0.718% gain, a 0.539% loss, or a close under the 21-period EMA.

TrendLong onlyIntradayGold30 min
n/aProfit factor
816Net profit EUR
35.67%Win rate
1,357Trades
-358Max drawdown
0.60Avg trade

Best run of 9. Gold, 30 min, spread 0.6, from run sweeps:2026-10-07-GOLD-30m-opt.tsv:24.

Entry rules, long

  1. The close is above the 200-period EMA.
  2. The 9-period EMA is above the 21-period EMA.
  3. The volume price trend, a running total of volume times the percent change in close, is above its 20-bar SMA.
  4. The low is above the prior bar's low, and the prior bar's low is below the low two bars back.

Exit rules

  2. Once the close has been 0.359% or more above the entry close, the position closes if the gain falls to 0.045% or less.
  3. The position closes when the close is 0.539% or more below the entry close.
  4. The position closes when the close crosses under the 21-period EMA.

Test conditions

PeriodUp to 2026-10-07
InstrumentGold, 30 minutes
Spread0.6 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run30 minn/a 1,35735.67816 EUR-358
USD/JPY1 hourn/a 78828.05140,640 USD-84,810
EUR/USD5 minn/a 1,15919.5994,977 USD-33,176
EUR/USD10 minn/a 1,12022.7742,548 USD-27,356
Dow Jones4 hoursn/a 5938.982,876 EUR-1,069
EUR/USDDailyn/a 1838.892,464 USD-2,276
Nikkei 225Dailyn/a 1650.001,820 USD-1,261
DAX 404 hoursn/a 7941.771,263 EUR-508
US Crude OilDailyn/a 1973.68646 EUR-233

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Keltner Midline Volume Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE vpt = 0
ONCE entryprice = 0
ONCE hithalf = 0

kcmid = ExponentialAverage[20](close)
emafast = ExponentialAverage[9](close)
emamid = ExponentialAverage[21](close)
emalong = ExponentialAverage[200](close)

36 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

EMASMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • 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 Midline Volume Trend Long 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 Gold, 30 minutes, with 1,357 trades.

How large was the drawdown?

The best run had a maximum drawdown of 358 EUR at the tested position size, against a net result of 816 EUR.

Does it trade long, short or both?

It only takes long 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.comStatsDocs