Strategies / Breakout / Prior High Breakout With Trend

Prior High Breakout With Trend

Buys one contract when the high reaches the prior 126-bar high, with the 21-period EMA above the 50-period EMA and RSI(14) between 40 and 80. Exits at a 15% target, 8% stop, or a close below the 21-period EMA.

BreakoutLong onlySwingGoldDaily

2.29Profit factor

2,014Net profit EUR

48.60%Win rate

107Trades

-310Max drawdown

18.82Avg trade

Best run of 27. Gold, Daily, spread 0.6, from run pf:2026-10-05-GOLD-D.tsv:9.

Entry rules, long

The 21-period EMA is above the 50-period EMA.
RSI(14) is above 40 and below 80.
Entries are checked only after bar 127, and only when no position is open.

Exit rules

A long also closes when the close falls below the 21-period EMA after closing at or above it on the prior bar.

Test conditions

Period	Up to 2026-10-05
Instrument	Gold, Daily
Spread	0.6 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	Daily	2.29	107	48.60	2,014 EUR	-310
USD/JPY	Daily	n/a	103	38.83	514,210 USD	-319,450
USD/JPY	30 min	n/a	1,632	35.78	345,200 USD	-91,640
USD/JPY	1 hour	n/a	1,156	39.01	296,910 USD	-89,930
USD/JPY	4 hours	n/a	306	42.16	237,700 USD	-90,490
USD/JPY	15 min	n/a	1,669	35.23	157,870 USD	-82,600
EUR/USD	2 min	n/a	1,651	25.44	69,701 USD	-50,980
EUR/USD	3 min	n/a	1,670	27.01	57,050 USD	-25,267
EUR/USD	Daily	n/a	94	45.74	45,776 USD	-23,360
EUR/USD	4 hours	n/a	369	36.59	36,598 USD	-34,955
Silver	Daily	n/a	97	38.14	34,877 USD	-6,322
Silver	4 hours	n/a	275	36.36	24,679 USD	-6,850
Nikkei 225	4 hours	n/a	251	41.04	16,349 USD	-4,834
Nikkei 225	Daily	n/a	136	36.76	12,675 USD	-8,333
Silver	1 hour	n/a	1,004	32.97	9,307 USD	-8,810
Nikkei 225	1 hour	n/a	875	36.80	8,557 USD	-5,353
Nasdaq 100	Daily	n/a	187	43.32	8,534 EUR	-2,419
Nasdaq 100	4 hours	n/a	398	39.20	6,719 EUR	-2,107
Brent Crude	Daily	n/a	50	46.00	6,282 EUR	-2,971
Dow Jones	1 hour	n/a	378	38.62	5,138 EUR	-3,215
Nasdaq 100	1 hour	n/a	1,312	34.07	4,926 EUR	-2,016
DAX 40	30 min	n/a	1,795	36.66	4,439 EUR	-2,222
DAX 40	4 hours	n/a	332	40.06	3,068 EUR	-2,236
DAX 40	1 hour	n/a	1,101	35.51	2,566 EUR	-2,546
Gold	1 hour	n/a	986	40.16	1,617 EUR	-594
Gold	4 hours	n/a	283	42.40	1,474 EUR	-374
Gold	30 min	n/a	1,625	37.42	1,365 EUR	-566

Charts

Results by run

Top 10 of 27 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Prior High Breakout With Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

hh = highest[126](high)
emafast = ExponentialAverage[21](close)
emaslow = ExponentialAverage[50](close)
myRsi = RSI[14](close)

17 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

EMARSI

Longer historyRe-run on up to 1,000,000 barsGold · Daily · older data 0.00 EUR

Gold had no history beyond the standard run, so both runs used 13,000 bars.

Gold · Daily

Bars available	13,000
Net, standard 200,000-bar run	2,013.90 EUR
Net, long run	2,013.90 EUR
Net on the older data alone	0.00 EUR

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 Prior High Breakout With Trend 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 27 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 2.29 over 107 trades.

How large was the drawdown?

The best run had a maximum drawdown of 310 EUR at the tested position size, against a net result of 2,014 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Bollinger Upper Band Breakout Long

Also a breakout strategy.

2.30 PF · 189 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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

Join the ProRealAlgos Community

Sign up is paused. All spots are currently filled.Leave your email and we’ll reach out as slots open.

When are you looking to start?

Within 6 months 6–12 months Just exploring