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Strategies / Breakout / Two Bar Breakout EMA Trend

Two Bar Breakout EMA Trend

A two-bar breakout system that goes long when price breaks above the higher of the two prior highs while close is above a 50-period EMA, and short on the mirror condition. An opposite signal reverses the position, and trades also close when price breaks the opposite two-bar extreme.

BreakoutLong & shortSwingUSD/JPYDaily
n/aProfit factor
2,220,290Net profit USD
39.04%Win rate
2,067Trades
-623,950Max drawdown
1,074Avg trade

Best run of 1. USD/JPY, Daily, spread 1, from run sweeps:2026-10-03-USDJPY-D-opt.tsv:63.

Entry rules, long

  2. The close is above the 50-period EMA.
  3. A buy is placed at market for 1 contract when no long position is open.

Entry rules, short

  2. The close is below the 50-period EMA.
  3. A sell short is placed at market for 1 contract when no short position is open.

Exit rules

  2. A long is closed at market when the low breaks below the lower of the two previous lows.
  3. A short is closed at market when the high breaks above the higher of the two previous highs.

Test conditions

PeriodUp to 2026-10-03
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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDailyn/a 2,06739.042,220,290 USD-623,950

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Two Bar Breakout EMA Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[50](close)

21 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.
  • It was only tested on USD/JPY, so there is no evidence from other markets.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Two Bar Breakout EMA 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 one combination, USD/JPY, Daily, with 2,067 trades.

How large was the drawdown?

The best run had a maximum drawdown of 623,950 USD at the tested position size, against a net result of 2,220,290 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

Big Candle Breakout

Also a breakout strategy.

n/a PF · 4,636 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