Strategies / Breakout / Volume Breakout Near Yearly High

Volume Breakout Near Yearly High

It buys when price is within 2% of its 20 period EMA and within 5% of its 252 bar high, and breaks above the prior 10 bar high on 1.5 times average volume. It exits when the close crosses below the 50 period EMA.

BreakoutLong onlyIntradayBrent Crude10 min

n/aProfit factor

5,886Net profit EUR

31.37%Win rate

1,428Trades

-5,428Max drawdown

4.12Avg trade

Best run of 20. Brent Crude, 10 min, spread 3, from run sweeps:2026-10-04-BRENT-10m-opt.tsv:15.

Entry rules, long

The close is within 2% of the 20 period EMA and within 5% of the 252 bar high.
Volume is at least 1.5 times its 20 bar average.
The 20 period EMA crosses above the 50 period EMA, or the close is above the 20 period EMA.
The stochastic of RSI(14), using a 14 bar range and 3 bar averages for K and D, has K above D and below 80.
Signals are checked only after bar 252, and only when no position is open.

Exit rules

The close crosses below the 50 period EMA, and the long position is closed at market.

Test conditions

Period	Up to 2026-10-04
Instrument	Brent Crude, 10 minutes
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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Brent CrudeBest run	10 min	n/a	1,428	31.37	5,886 EUR	-5,428
USD/JPY	1 hour	n/a	518	36.10	270,390 USD	-250,470
USD/JPY	4 hours	n/a	123	37.40	214,240 USD	-78,940
USD/JPY	10 min	n/a	905	33.15	187,610 USD	-92,280
Silver	1 hour	n/a	509	30.26	13,653 USD	-9,264
Silver	15 min	n/a	1,080	27.31	8,489 USD	-6,269
Silver	4 hours	n/a	66	27.27	7,296 USD	-3,224
Dow Jones	4 hours	n/a	78	44.87	5,856 EUR	-3,292
Nasdaq 100	30 min	n/a	1,024	35.35	5,365 EUR	-3,848
Nasdaq 100	10 min	n/a	1,424	31.67	4,252 EUR	-4,078
Brent Crude	4 hours	n/a	60	35.00	3,591 EUR	-2,742
Nasdaq 100	5 min	n/a	1,338	31.76	3,068 EUR	-1,805
Nikkei 225	Daily	n/a	5	40.00	2,839 USD	-2,357
Dow Jones	5 min	n/a	1,228	29.89	2,815 EUR	-2,676
Nasdaq 100	Daily	n/a	3	100.00	2,680 EUR	-692
S&P 500	1 hour	n/a	437	38.67	1,969 EUR	-640
Gold	15 min	n/a	1,033	30.20	1,076 EUR	-357
Gold	4 hours	n/a	127	32.28	955 EUR	-340
S&P 500	Daily	n/a	7	57.14	698 EUR	-268
Gold	5 min	n/a	670	29.25	316 EUR	-283

Charts

Results by run

Top 10 of 20 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Volume Breakout Near Yearly High
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[20](close)
emaslow = ExponentialAverage[50](close)
highyear = highest[252](high)
avgvol = Average[20](volume)
myRsi = RSI[14](close)
rsilo = lowest[14](myRsi)
rsihi = highest[14](myRsi)

30 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

EMARSIStochasticSMAVolume

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 5,428 EUR is large next to the net profit of 5,886 EUR.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Volume Breakout Near Yearly High 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 20 market and timeframe combinations. The best run by trade count was Brent Crude, 10 minutes, with 1,428 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,428 EUR at the tested position size, against a net result of 5,886 EUR.

Does it trade long, short or both?

It only takes long 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.com Stats Docs

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