Strategies / Trend / Trend Band Breakout Long

Trend Band Breakout Long

The strategy buys when a band around a double-smoothed average of price flips to a bullish state, and sells when it flips back. The band width adapts to recent distance of price from the average.

TrendLong onlyIntradayGold30 min

1.33Profit factor

3,107Net profit EUR

39.14%Win rate

1,344Trades

-757Max drawdown

2.31Avg trade

Best run of 39. Gold, 30 min, spread 0.6, from run pf:2026-10-13-GOLD-30m.tsv:1.

Entry rules, long

The basis is a 12-period SMA of a 12-period EMA of close.

Exit rules

The close moves below the lower band, which is the basis minus the same 2 times 36-period EMA deviation, and the long is closed.

Test conditions

Period	Up to 2026-10-13
Instrument	Gold, 30 minutes
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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	30 min	1.33	1,344	39.14	3,107 EUR	-757
Gold	10 min	1.26	1,361	35.27	2,321 EUR	-536
USD/JPY	30 min	1.22	1,332	39.04	724,250 USD	-170,490
Nasdaq 100	30 min	1.22	1,436	41.36	14,040 EUR	-3,528
USD/JPY	15 min	1.21	1,352	38.61	491,370 USD	-98,820
USD/JPY	1 hour	n/a	904	40.60	505,860 USD	-367,550
USD/JPY	10 min	n/a	1,338	37.74	396,600 USD	-156,900
EUR/USD	Daily	n/a	65	47.69	82,061 USD	-33,840
Nikkei 225	Daily	n/a	59	52.54	57,531 USD	-11,480
Nikkei 225	4 hours	n/a	163	46.01	37,845 USD	-7,644
Nikkei 225	30 min	n/a	1,254	38.12	33,434 USD	-10,415
Nikkei 225	1 hour	n/a	609	42.69	32,664 USD	-7,101
Silver	4 hours	n/a	202	39.60	30,087 USD	-14,275
Silver	30 min	n/a	1,360	35.44	24,182 USD	-15,714
Nikkei 225	2 min	n/a	1,321	37.02	17,986 USD	-7,928
Nikkei 225	10 min	n/a	1,318	37.78	17,914 USD	-12,695
Nasdaq 100	1 hour	n/a	858	39.86	14,310 EUR	-4,161
Nikkei 225	3 min	n/a	1,332	35.66	11,965 USD	-8,726
Silver	15 min	n/a	1,395	33.84	11,669 USD	-10,035
Nasdaq 100	4 hours	n/a	199	46.73	11,395 EUR	-5,288
Nasdaq 100	5 min	n/a	1,279	38.62	10,559 EUR	-3,329
DAX 40	30 min	n/a	1,393	38.33	9,317 EUR	-3,888
Nasdaq 100	15 min	n/a	1,401	39.40	9,313 EUR	-3,892
Dow Jones	4 hours	n/a	66	50.00	9,038 EUR	-6,313
DAX 40	4 hours	n/a	199	42.21	8,216 EUR	-3,763
US Crude Oil	Daily	n/a	71	39.44	8,049 EUR	-5,450
Brent Crude	4 hours	n/a	102	43.14	7,434 EUR	-7,293
Nasdaq 100	10 min	n/a	1,389	35.13	7,171 EUR	-5,243
Nasdaq 100	3 min	n/a	1,264	38.92	6,436 EUR	-3,097
Nasdaq 100	Daily	n/a	63	50.79	6,001 EUR	-4,585
Gold	4 hours	n/a	188	43.09	3,308 EUR	-951
Gold	Daily	n/a	83	39.76	2,968 EUR	-809
Gold	1 hour	n/a	811	41.18	2,779 EUR	-1,064
DAX 40	5 min	n/a	1,363	34.19	2,741 EUR	-2,679
S&P 500	4 hours	n/a	189	43.92	2,460 EUR	-941
Gold	15 min	n/a	1,363	35.95	2,203 EUR	-652
Gold	5 min	n/a	1,330	37.82	1,648 EUR	-848
Gold	3 min	n/a	1,325	35.32	845 EUR	-772
S&P 500	5 min	n/a	1,338	35.28	786 EUR	-681

Charts

Results by run

Top 10 of 39 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

// ==============================================================
// Trend Band Breakout Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE trend = 0

myE = ExponentialAverage[12](close)
basis = Average[12](myE)
ad = ABS(close - basis)
dev = ExponentialAverage[36](ad) * 2
upper = basis + dev
lower = basis - dev

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

SMAEMA

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Trend Band Breakout Long 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 39 market and timeframe combinations. The best run was Gold, 30 minutes, with a profit factor of 1.33 over 1,344 trades.

How large was the drawdown?

The best run had a maximum drawdown of 757 EUR at the tested position size, against a net result of 3,107 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

Asymmetric EMA Cross

Also a trend strategy.

1.33 PF · 1,019 trades

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