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Strategies / Breakout / Volume Surge Candle Breakout

Volume Surge Candle Breakout

The strategy buys when price closes at or above the prior high on a green candle whose range exceeds 0.44% of price, with volume above 2.5 times the prior bar and price above the 200-bar EMA. It sells short on the mirror setup.

BreakoutLong & shortIntradayUS Crude Oil15 min
n/aProfit factor
5,868Net profit EUR
36.87%Win rate
697Trades
-4,842Max drawdown
8.42Avg trade

Best run of 17. US Crude Oil, 15 min, spread 3, from run sweeps:2026-10-11-CRUDE-15m-opt.tsv:5.

Entry rules, long

  2. Volume is above 2.5 times the previous bar's volume
  3. The bar is green, with the close above the open
  4. The high-low range is above 0.44% of the close
  5. The close is above the 200-bar exponential moving average

Entry rules, short

  2. Volume is above 2.5 times the previous bar's volume
  3. The bar is red, with the close below the open
  4. The high-low range is above 0.44% of the close
  5. The close is below the 200-bar exponential moving average

Exit rules

  1. An opposite signal closes an open position

Test conditions

PeriodUp to 2026-10-11
InstrumentUS Crude Oil, 15 minutes
Spread3 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
US Crude OilBest run15 minn/a 69736.875,868 EUR-4,842
Nasdaq 100Dailyn/a 1353.8522,467 EUR-5,051
Nasdaq 1004 hoursn/a 14628.7710,075 EUR-7,433
Nasdaq 1002 minn/a 1560.007,856 EUR-2,522
DAX 403 minn/a 3551.437,511 EUR-2,462
GBP/USD30 minn/a 6053.336,514 USD-2,113
Dow Jones1 minn/a 366.674,927 EUR-4,166
Nasdaq 1001 minn/a 450.004,808 EUR-4,381
Gold4 hoursn/a 10040.003,105 EUR-1,285
S&P 500Dailyn/a 1643.753,023 EUR-1,442
GBP/USD10 minn/a 2254.552,156 USD-1,998
DAX 402 minn/a 1553.332,138 EUR-1,960
Gold1 hourn/a 15541.942,108 EUR-1,059
FTSE 1005 minn/a 1855.562,070 EUR-1,088
Gold10 minn/a 2365.221,952 EUR-1,471
Gold3 minn/a 1080.001,378 EUR-1,184
GBP/USD3 minn/a 3100.00805 USD-714

Charts

Results by run

Top 10 of 17 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Volume Surge Candle Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[200](close)
rng = high - low

19 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 weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 4,842 EUR is large next to the net profit of 5,868 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 Surge Candle 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 17 market and timeframe combinations. The best run by trade count was US Crude Oil, 15 minutes, with 697 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,842 EUR at the tested position size, against a net result of 5,868 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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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