Strategies / Momentum / Price Change Volume Sentiment MACD

Price Change Volume Sentiment MACD

It buys when a sentiment MACD histogram crosses above zero, where sentiment combines price change and volume. It closes the long when the sentiment MACD line crosses below zero.

MomentumLong onlySwingNasdaq 1001 hour

1.52Profit factor

23,187Net profit EUR

54.07%Win rate

492Trades

-4,006Max drawdown

47.13Avg trade

Best run of 49. Nasdaq 100, 1 hour, spread 3, from run pf:2026-10-12-NAS100-1h.tsv:2.

Entry rules, long

Sentiment is the 49-period EMA of close-to-close change divided by the 49-period EMA of volume, scaled by 1000000000.

Exit rules

No stop loss or profit target is set.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, 1 hour
Spread	3 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	1 hour	1.52	492	54.07	23,187 EUR	-4,006
Nasdaq 100	30 min	1.32	940	49.89	22,644 EUR	-5,287
USD/JPY	30 min	1.23	1,455	47.49	914,000 USD	-201,650
USD/JPY	Daily	n/a	33	57.58	812,890 USD	-262,350
USD/JPY	15 min	n/a	1,521	44.71	293,530 USD	-274,920
Nikkei 225	1 hour	n/a	495	46.67	45,851 USD	-11,469
Nikkei 225	4 hours	n/a	129	55.04	40,938 USD	-12,575
Nikkei 225	Daily	n/a	22	50.00	39,966 USD	-13,682
Nikkei 225	5 min	n/a	1,508	44.69	39,822 USD	-11,417
EUR/USD	4 hours	n/a	327	45.57	38,656 USD	-31,323
Silver	1 hour	n/a	886	43.91	34,646 USD	-14,118
Nikkei 225	30 min	n/a	1,011	43.52	26,414 USD	-10,812
Silver	30 min	n/a	1,502	41.74	24,514 USD	-23,350
Nasdaq 100	Daily	n/a	23	65.22	23,584 EUR	-4,404
Dow Jones	Daily	n/a	19	57.89	21,721 EUR	-5,307
Nikkei 225	15 min	n/a	1,514	42.80	21,387 USD	-18,271
Dow Jones	1 hour	n/a	296	49.66	20,147 EUR	-5,812
Nikkei 225	3 min	n/a	1,456	44.92	18,491 USD	-11,761
Dow Jones	30 min	n/a	613	44.86	17,732 EUR	-8,802
Nikkei 225	2 min	n/a	1,475	42.64	16,809 USD	-11,426
Dow Jones	15 min	n/a	1,232	44.97	16,492 EUR	-12,183
DAX 40	1 hour	n/a	524	50.00	16,225 EUR	-5,351
DAX 40	4 hours	n/a	130	50.77	15,165 EUR	-4,521
Dow Jones	4 hours	n/a	53	64.15	14,217 EUR	-7,157
DAX 40	30 min	n/a	952	48.32	13,412 EUR	-4,347
Nasdaq 100	4 hours	n/a	131	60.31	13,342 EUR	-5,784
Nasdaq 100	15 min	n/a	1,477	46.78	11,600 EUR	-6,132
DAX 40	Daily	n/a	23	56.52	11,169 EUR	-3,270
Nasdaq 100	10 min	n/a	1,497	42.82	9,889 EUR	-5,165
DAX 40	15 min	n/a	1,444	44.53	9,004 EUR	-5,329
Brent Crude	30 min	n/a	897	46.27	8,102 EUR	-6,421
Dow Jones	5 min	n/a	1,462	40.22	8,065 EUR	-6,678
US Crude Oil	30 min	n/a	1,257	45.66	8,037 EUR	-7,010
Nasdaq 100	5 min	n/a	1,387	44.12	7,773 EUR	-5,478
DAX 40	10 min	n/a	1,436	43.25	6,309 EUR	-4,285
DAX 40	5 min	n/a	1,184	44.09	4,517 EUR	-3,549
S&P 500	Daily	n/a	23	69.57	4,072 EUR	-1,268
S&P 500	1 hour	n/a	505	53.27	4,001 EUR	-1,220
S&P 500	30 min	n/a	995	47.94	3,752 EUR	-1,409
FTSE 100	Daily	n/a	27	44.44	3,327 EUR	-1,173
S&P 500	4 hours	n/a	129	60.47	3,255 EUR	-1,114
Gold	30 min	n/a	1,484	45.75	3,170 EUR	-962
FTSE 100	4 hours	n/a	135	44.44	2,809 EUR	-2,117
Gold	4 hours	n/a	222	43.24	2,312 EUR	-1,814
FTSE 100	1 hour	n/a	508	45.67	2,276 EUR	-1,727
Gold	1 hour	n/a	875	46.51	2,080 EUR	-1,754
Gold	15 min	n/a	1,553	42.37	2,044 EUR	-1,297
S&P 500	15 min	n/a	1,508	46.09	1,852 EUR	-1,447
Gold	Daily	n/a	34	50.00	1,843 EUR	-1,224

Charts

Results by run

Top 10 of 49 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Price Change Volume Sentiment MACD
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ms = 0

pchg = close - close[1]
pchgema = ExponentialAverage[49](pchg)
volema = ExponentialAverage[49](volume)

18 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

MACDEMAVolume

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Price Change Volume Sentiment MACD 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 49 market and timeframe combinations. The best run was Nasdaq 100, 1 hour, with a profit factor of 1.52 over 492 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,006 EUR at the tested position size, against a net result of 23,187 EUR.

Does it trade long, short or both?

It only takes long trades.

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Stochastic Reversal With Performance Index

Also a momentum strategy.

1.52 PF · 904 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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