Strategies / Breakout / Bollinger Crossover With RSI Filter

Bollinger Crossover With RSI Filter

The system buys when RSI(14) is above 50 and the close crosses above the 45-period upper Bollinger Band while above the 31-period upper band, and shorts the mirror setup. Stops sit 1% beyond the signal bar's low or high, with no target.

BreakoutLong & shortSwingUSD/JPYDaily

6.45Profit factor

957,260Net profit USD

3.78%Win rate

715Trades

-73,110Max drawdown

1,339Avg trade

Best run of 4. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:20.

Entry rules, long

RSI(14) is above 50.
The close is above the 31-period upper Bollinger Band (1 standard deviation).

Entry rules, short

RSI(14) is below 50.
The close is below the 31-period lower Bollinger Band (1 standard deviation).

Exit rules

A long closes when the close drops below the 31-period upper band.
A short closes when the close rises above the 31-period lower band.

Test conditions

Period	Up to 2026-10-12
Instrument	USD/JPY, Daily
Spread	1 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	6.45	715	3.78	957,260 USD	-73,110
Silver	4 hours	n/a	1,555	27.59	18,405 USD	-11,360
Dow Jones	Daily	n/a	780	30.38	8,312 EUR	-8,149
Gold	Daily	n/a	677	31.17	2,289 EUR	-856

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Bollinger Crossover With RSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
mids = Average[45](close)
sds = STD[45](close)
uppers = mids + sds
lowers = mids - sds
midf = Average[31](close)
sdf = STD[31](close)
upperf = midf + sdf
lowerf = midf - sdf

20 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

Bollinger BandsRSISMAStandard Deviation

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Bollinger Crossover With RSI Filter 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 4 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 6.45 over 715 trades.

How large was the drawdown?

The best run had a maximum drawdown of 73,110 USD at the tested position size, against a net result of 957,260 USD.

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

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

Breakout Regime Filter

Also a breakout strategy.

6.28 PF · 70 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