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Strategies / Breakout / Momentum Breakout Candle

Momentum Breakout Candle

The strategy buys when a bullish candle body is wider than the 14-bar ATR, with a rising EMA trend, RSI above 55, a positive MACD histogram, and volume above 1.5 times its average. It sells short on the mirror setup, with stop and target set from the ATR.

BreakoutLong & shortSwingSilver1 hour
n/aProfit factor
9,946Net profit USD
32.52%Win rate
1,851Trades
-7,759Max drawdown
5.37Avg trade

Best run of 4. Silver, 1 hour, spread 2, from run sweeps:2026-10-12-SILVER-1h-opt.tsv:9.

Entry rules, long

  1. The 21-period EMA is above the 50-period EMA.
  2. RSI(14) is above 55.
  3. The MACD histogram (12, 26, 9) is above 0.
  4. Volume is above 1.5 times its 20-bar average.
  6. A long position opens at market when all conditions hold and no long position is open.

Entry rules, short

  1. The 21-period EMA is below the 50-period EMA.
  2. RSI(14) is below 45.
  3. The MACD histogram (12, 26, 9) is below 0.
  4. Volume is above 1.5 times its 20-bar average.
  6. A short position opens at market when all conditions hold and no short position is open.

Exit rules

  2. The matching target sits 2 times that distance from the fill.

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 1 hour
Spread2 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
SilverBest run1 hourn/a 1,85132.529,946 USD-7,759
Nasdaq 1004 hoursn/a 38637.566,282 EUR-2,278
DAX 401 hourn/a 1,46034.322,616 EUR-2,328
GoldDailyn/a 5543.64488 EUR-436

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Momentum Breakout Candle
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

emaf = ExponentialAverage[21](close)
emas = ExponentialAverage[50](close)
myRsi = RSI[14](close)
myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
sig = ExponentialAverage[9](myMacd)
hist = myMacd - sig
avgvol = Average[20](volume)
myAtr = AverageTrueRange[14](close)

20 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

ATREMAMACDRSISMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 7,758 USD is large next to the net profit of 9,946 USD.

Questions

About this strategy

Can I run Momentum Breakout Candle 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 4 market and timeframe combinations. The best run by trade count was Silver, 1 hour, with 1,851 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,758 USD at the tested position size, against a net result of 9,946 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Trend Surfer

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SMA Crossover With RSI Exit

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2.13 PF · 8,999 trades

Big Candle Breakout

Also a breakout strategy.

n/a PF · 4,636 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