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Strategies / Breakout / Volume Confirmed Breakout

Volume Confirmed Breakout

Buys when the close breaks above the highest high of the previous 60 bars, volume exceeds the highest volume of the previous 60 bars and the close is above the 200-bar SMA. Exits when the last 5 closes are all below the 200-bar SMA.

BreakoutLong onlyIntradayGold3 min
1.53Profit factor
1,947Net profit EUR
38.68%Win rate
393Trades
-353Max drawdown
4.95Avg trade

Best run of 36. Gold, 3 min, spread 0.6, from run pf:2026-10-13-GOLD-3m.tsv:2.

Entry rules, long

  2. Volume is above the highest volume of the 60 bars before the current bar.
  3. The close is above the 200-bar SMA.
  4. Only when no position is open.

Exit rules

  1. The last 5 closes are all below the current 200-bar SMA.

Test conditions

PeriodUp to 2026-10-13
InstrumentGold, 3 minutes
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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run3 min1.53 39338.681,947 EUR-353
USD/JPY30 minn/a 28940.14545,620 USD-167,810
USD/JPYDailyn/a 666.67435,090 USD-269,960
USD/JPY4 hoursn/a 3351.52258,330 USD-181,530
USD/JPY15 minn/a 31238.46242,560 USD-120,960
USD/JPY10 minn/a 30243.38206,400 USD-164,460
Nikkei 225Dailyn/a 450.0027,851 USD-11,480
Nikkei 2254 hoursn/a 1650.0021,183 USD-6,845
Silver5 minn/a 32538.7719,861 USD-13,314
Silver30 minn/a 31336.7416,315 USD-11,063
Silver2 minn/a 33237.9515,395 USD-9,306
Nikkei 2253 minn/a 27433.2115,088 USD-4,141
Nikkei 2252 minn/a 27239.3414,796 USD-5,731
Silver3 minn/a 30340.2610,978 USD-8,452
Nikkei 2251 minn/a 31835.539,603 USD-6,089
Nikkei 2251 hourn/a 4139.027,067 USD-5,819
Nasdaq 10010 minn/a 45437.005,813 EUR-2,976
Nasdaq 1003 minn/a 39033.855,759 EUR-2,211
Nasdaq 100Dailyn/a 475.004,422 EUR-3,344
Nasdaq 10015 minn/a 41938.194,280 EUR-3,620
Brent Crude3 minn/a 35034.003,698 EUR-2,179
Nasdaq 1002 minn/a 40833.823,472 EUR-2,228
DAX 4015 minn/a 31740.693,364 EUR-3,179
Nasdaq 1001 hourn/a 6549.233,330 EUR-1,886
Nasdaq 1005 minn/a 44335.443,159 EUR-2,810
GoldDailyn/a 475.002,956 EUR-1,108
Gold5 minn/a 38440.102,202 EUR-714
Gold4 hoursn/a 4537.781,663 EUR-1,134
Gold15 minn/a 45135.701,595 EUR-757
Gold30 minn/a 31837.741,545 EUR-613
Gold10 minn/a 42035.001,493 EUR-457
Gold1 hourn/a 16837.501,321 EUR-1,098
S&P 5001 hourn/a 6949.281,138 EUR-491
Gold2 minn/a 42935.66842 EUR-664
S&P 5005 minn/a 44935.19709 EUR-462
S&P 5003 minn/a 39833.17654 EUR-536

Charts

Results by run

Top 10 of 36 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Volume Confirmed Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

sma = Average[200](close)
hh = highest[60](high)
vh = highest[60](volume)

12 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

SMAVolume
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 Volume Confirmed 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 36 market and timeframe combinations. The best run was Gold, 3 minutes, with a profit factor of 1.53 over 393 trades.

How large was the drawdown?

The best run had a maximum drawdown of 353 EUR at the tested position size, against a net result of 1,947 EUR.

Does it trade long, short or both?

It only takes long trades.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

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.comStatsDocs