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Strategies / Pattern / Pivot Liquidity Sweep With EMA

Pivot Liquidity Sweep With EMA

The system buys when price dips below a confirmed swing low, then closes back above it bullishly and above EMA(200). It sells short on the mirror sweep of a swing high closing bearishly below EMA(200), with stops and targets set from the sweep bar.

PatternLong & shortSwingSilver4 hours
n/aProfit factor
7,395Net profit USD
23.13%Win rate
402Trades
-6,230Max drawdown
18.40Avg trade

Best run of 7. Silver, 4 hours, spread 2, from run sweeps:2026-10-03-SILVER-4h-opt.tsv:18.

Entry rules, long

  1. A swing low, confirmed 3 bars after it forms, sets the support level.
  2. The bar's low trades below that support level.

Entry rules, short

  1. A swing high, confirmed 3 bars after it forms, sets the resistance level.
  2. The bar's high trades above that resistance level.

Exit rules

  2. The target is 3 times the initial risk from the fill price.
  3. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-03
InstrumentSilver, 4 hours
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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run4 hoursn/a 40223.137,395 USD-6,230
Nikkei 225Dailyn/a 14231.6913,533 USD-11,500
Dow JonesDailyn/a 19424.746,528 EUR-5,198
DAX 40Dailyn/a 12926.364,114 EUR-3,601
US Crude Oil4 hoursn/a 33625.003,768 EUR-2,371
US Crude OilDailyn/a 13028.463,144 EUR-2,573
Gold4 hoursn/a 39523.541,050 EUR-543

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Liquidity Sweep With EMA
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE sup = 0
ONCE res = 0
ONCE hassup = 0
ONCE hasres = 0

ema = ExponentialAverage[200](close)

29 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 weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 6,230 USD is large next to the net profit of 7,395 USD.

Questions

About this strategy

Can I run Pivot Liquidity Sweep With EMA 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 7 market and timeframe combinations. The best run by trade count was Silver, 4 hours, with 402 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,230 USD at the tested position size, against a net result of 7,395 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

Breakout Reversal

Also a pattern strategy.

n/a PF · 459 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