Strategies / Mean reversion / ADX Strong Trend RSI Extremes

ADX Strong Trend RSI Extremes

Buys when ADX above 50 comes with RSI below 30 and either directional line below 10, and sells short on the mirror condition with RSI above 70. Exits come when RSI crosses back through 50, and only one trade is open at a time.

Mean reversionLong & shortIntradayFTSE 10030 min

n/aProfit factor

1,572Net profit EUR

65.80%Win rate

345Trades

-912Max drawdown

4.56Avg trade

Best run of 17. FTSE 100, 30 min, spread 2, from run sweeps:2026-10-07-FTSE100-30m-opt.tsv:7.

Entry rules, long

ADX (14) is above 50.
Either +DI (14) or -DI (14) is below 10.
Only one trade is open at a time.
Signals are only considered after bar 40.

Entry rules, short

ADX (14) is above 50.
Either +DI (14) or -DI (14) is below 10.
Only one trade is open at a time.
Signals are only considered after bar 40.

Exit rules

A short closes when RSI (14) crosses below 50.
No stop loss or profit target is set.

Test conditions

Period	Up to 2026-10-07
Instrument	FTSE 100, 30 minutes
Spread	2 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
FTSE 100Best run	30 min	n/a	345	65.80	1,572 EUR	-912
USD/JPY	4 hours	n/a	70	67.14	163,190 USD	-88,100
EUR/USD	4 hours	n/a	91	70.33	17,256 USD	-11,870
Silver	4 hours	n/a	85	74.12	11,587 USD	-1,600
Nikkei 225	4 hours	n/a	55	74.55	10,742 USD	-3,661
US Crude Oil	4 hours	n/a	40	80.00	5,003 EUR	-749
Nasdaq 100	4 hours	n/a	72	59.72	4,449 EUR	-1,801
US Crude Oil	1 hour	n/a	192	70.31	4,089 EUR	-2,063
Dow Jones	1 hour	n/a	100	70.00	3,701 EUR	-3,505
Nasdaq 100	1 hour	n/a	331	59.21	3,637 EUR	-1,548
Dow Jones	Daily	n/a	20	55.00	2,031 EUR	-1,648
FTSE 100	1 hour	n/a	184	66.30	1,483 EUR	-856
Gold	1 hour	n/a	293	62.46	1,384 EUR	-463
S&P 500	4 hours	n/a	54	61.11	928 EUR	-462
S&P 500	Daily	n/a	17	64.71	672 EUR	-169
S&P 500	1 hour	n/a	291	66.32	491 EUR	-436
S&P 500	1 min	n/a	227	63.88	250 EUR	-119

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

// ==============================================================
// ADX Strong Trend RSI Extremes
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE intrade = 0

myAdx = ADX[14]
dip = DIplus[14](close)
dim = DIminus[14](close)
myRsi = RSI[14](close)

33 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

ADXDMIRSI

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 912 EUR is large next to the net profit of 1,572 EUR.

Questions

About this strategy

Can I run ADX Strong Trend RSI Extremes 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 FTSE 100, 30 minutes, with 345 trades.

How large was the drawdown?

The best run had a maximum drawdown of 912 EUR at the tested position size, against a net result of 1,572 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

DAX Survivor

Best run on the same market, FTSE 100.

1.17 PF · 1,514 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 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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