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Strategies / Momentum / Volume Confirmed Zero Cross

Volume Confirmed Zero Cross

Buys when the difference between 16 and 26 period EMAs crosses above 0 with volume confirmation. Sells short on the mirror cross, and each trade has a 0.348% stop and a 0.383% target.

MomentumLong & shortIntradayUSD/JPY30 min
n/aProfit factor
314,550Net profit USD
50.35%Win rate
1,299Trades
-93,550Max drawdown
242Avg trade

Best run of 8. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-10-USDJPY-30m-opt.tsv:15.

Entry rules, long

  2. The volume oscillator, based on 5 and 8 period EMAs of volume, is above 0.
  3. Current volume is more than half of the prior bar's volume.

Entry rules, short

  2. The volume oscillator is above 0.
  3. Current volume is less than half of the prior bar's volume.

Exit rules

  2. A 0.383% profit target from entry closes the trade.
  3. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, 30 minutes
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run30 minn/a 1,29950.35314,550 USD-93,550
USD/JPY1 hourn/a 74651.47217,440 USD-94,400
USD/JPY5 minn/a 69348.92194,290 USD-105,690
USD/JPY2 minn/a 33048.18110,670 USD-53,020
EUR/USD4 hoursn/a 43349.887,399 USD-6,668
DAX 4030 minn/a 90649.562,215 EUR-1,209
DAX 405 minn/a 1,06846.161,679 EUR-1,625
Dow JonesDailyn/a 862.50247 EUR-153

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Volume Confirmed Zero Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

vs = ExponentialAverage[5](volume)
vl = ExponentialAverage[8](volume)

22 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

EMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Volume Confirmed Zero Cross 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 8 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 1,299 trades.

How large was the drawdown?

The best run had a maximum drawdown of 93,550 USD at the tested position size, against a net result of 314,550 USD.

Does it trade long, short or both?

It trades both long and short.

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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