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Strategies / Breakout / Volatility Band Upside Breakout

Volatility Band Upside Breakout

Buys when the close moves more than 2 times the 20-period ATR above the 20-period EMA, which is treated as the start of a new uptrend. It sells once the close falls back below the 20-period EMA.

BreakoutLong onlySwingGoldDaily
1.59Profit factor
15,468Net profit EUR
38.66%Win rate
194Trades
-7,292Max drawdown
79.73Avg trade

Best run of 3. Gold, Daily, spread 0.6, from run pf:2026-10-11-GOLD-D.tsv:6.

Entry rules, long

Exit rules

  1. The close falls below the 20-period EMA, and the long position is closed at market.

Test conditions

PeriodUp to 2026-10-11
InstrumentGold, Daily
Spread0.6 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest runDaily1.59 19438.6615,468 EUR-7,292
USD/JPYDaily3.01 1435.711,936 USD-1,127
Brent CrudeDaily1.50 7345.217,802 EUR-5,865

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Volatility Band Upside Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

20 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

ATREMA
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 Volatility Band Upside Breakout 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 3 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 1.59 over 194 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,292 EUR at the tested position size, against a net result of 15,468 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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Squeeze Upper Band Breakout

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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