Strategies / Momentum / MACD Momentum Entry with Volume

MACD Momentum Entry with Volume

The system buys on a green bar with above-average volume when price crosses above its 20-period average or MACD crosses above its signal line. It sells on a stall near the upper Bollinger Band, a red bar well below the average, or an extended MACD.

MomentumLong onlyIntradayEUR/USD2 min

n/aProfit factor

149,263Net profit USD

32.64%Win rate

5,251Trades

-82,642Max drawdown

28.43Avg trade

Best run of 17. EUR/USD, 2 min, spread 1, from run sweeps:2026-10-03-EURUSD-2m-opt.tsv:9.

Entry rules, long

Or MACD crosses above its signal line with the close above the 20-period average and a positive histogram.
The bar closes above its open, and its volume is at least the 20-period average volume.

Exit rules

A long also closes on a red bar that closes below the 20-period average minus 0.5 times the 14-period ATR.
A long closes when the close is above the upper band, MACD is above 0, and MACD is more than 2.5 times its signal line.

Test conditions

Period	Up to 2026-10-03
Instrument	EUR/USD, 2 minutes
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	2026-10-03

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	2 min	n/a	5,251	32.64	149,263 USD	-82,642
USD/JPY	Daily	n/a	513	47.76	692,110 USD	-465,350
EUR/USD	Daily	n/a	554	48.19	80,378 USD	-34,819
EUR/USD	4 hours	n/a	1,614	48.14	36,378 USD	-26,187
Silver	Daily	n/a	485	46.39	21,093 USD	-18,479
Dow Jones	Daily	n/a	641	48.67	11,395 EUR	-6,301
GBP/USD	Daily	n/a	566	45.76	8,735 USD	-4,133
Nasdaq 100	4 hours	n/a	1,106	47.65	6,532 EUR	-3,237
DAX 40	4 hours	n/a	1,076	49.16	6,193 EUR	-3,631
Brent Crude	Daily	n/a	173	49.71	6,090 EUR	-4,929
Nasdaq 100	Daily	n/a	479	45.30	4,487 EUR	-3,858
FTSE 100	Daily	n/a	466	48.93	3,992 EUR	-2,196
DAX 40	Daily	n/a	402	47.01	3,920 EUR	-3,265
Gold	Daily	n/a	536	46.64	1,713 EUR	-1,053
S&P 500	Daily	n/a	616	43.51	1,183 EUR	-903
S&P 500	4 hours	n/a	1,129	47.65	898 EUR	-838
Gold	4 hours	n/a	1,018	46.95	788 EUR	-637

Charts

Results by run

Top 10 of 17 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Momentum Entry with Volume
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 2 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

basis = Average[20](close)
upper = basis + 2.0 * STD[20](close)

myMacd = ExponentialAverage[6](close) - ExponentialAverage[12](close)
signal = ExponentialAverage[8](myMacd)
hist = myMacd - signal

myAtr = AverageTrueRange[14](close)
avgvol = Average[20](Volume)

23 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

MACDEMABollinger BandsSMAStandard DeviationATRVolume

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 82,642 USD is large next to the net profit of 149,263 USD.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run MACD Momentum Entry 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 17 market and timeframe combinations. The best run by trade count was EUR/USD, 2 minutes, with 5,251 trades.

How large was the drawdown?

The best run had a maximum drawdown of 82,642 USD at the tested position size, against a net result of 149,263 USD.

Does it trade long, short or both?

It only takes long trades.

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

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

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.com Stats Docs