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Strategies / Breakout / Nine EMA High Low Bracket

Nine EMA High Low Bracket

Goes long when the close is above the 9-period EMA of highs and short when it is below the 9-period EMA of lows. Each trade has a 0.3% stop-loss and a 0.62% profit target.

BreakoutLong & shortSwingUSD/JPYDaily
n/aProfit factor
1,395,910Net profit USD
32.97%Win rate
6,184Trades
-1,232,590Max drawdown
226Avg trade

Best run of 1. USD/JPY, Daily, spread 1, from run sweeps:2026-10-04-USDJPY-D-opt.tsv:70.

Entry rules, long

  2. No long position is open.

Entry rules, short

  2. No short position is open.

Exit rules

  1. The position closes at a 0.3% stop-loss from the entry price.
  2. The position closes at a 0.62% profit target from the entry price.

Test conditions

PeriodUp to 2026-10-04
InstrumentUSD/JPY, Daily
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDailyn/a 6,18432.971,395,910 USD-1,232,590

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Nine EMA High Low Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emahigh = ExponentialAverage[9](high)
emalow = ExponentialAverage[9](low)

16 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

EMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,232,590 USD is large next to the net profit of 1,395,910 USD.
  • It was only tested on USD/JPY, so there is no evidence from other markets.

Questions

About this strategy

Can I run Nine EMA High Low 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 one combination, USD/JPY, Daily, with 6,184 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,232,590 USD at the tested position size, against a net result of 1,395,910 USD.

Does it trade long, short or both?

It trades both long and short.

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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