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Strategies / Mean reversion / Bollinger RSI ADX Scalping

Bollinger RSI ADX Scalping

The system buys when RSI(20) crosses above 35 with close below the upper Bollinger Band (60 periods) and ADX(14) under 32. It sells short on the mirror conditions, with a 0.078 percent stop and target, and closes trades when price crosses the middle band.

Mean reversionLong & shortSwingEUR/USDDaily
n/aProfit factor
964Net profit USD
53.98%Win rate
113Trades
-523Max drawdown
8.53Avg trade

Best run of 1. EUR/USD, Daily, spread 1, from run sweeps:2026-10-11-EURUSD-D-opt.tsv:10.

Entry rules, long

  1. Close is below the upper Bollinger Band (60 periods, 2 standard deviations).
  3. ADX(14) is below 32.

Entry rules, short

  1. Close is above the upper Bollinger Band (60 periods, 2 standard deviations).
  3. ADX(14) is below 32.

Exit rules

  2. Close crosses above the middle Bollinger Band, which closes a short.
  3. Each trade has a stop loss and a profit target of 0.078 percent from entry.

Test conditions

PeriodUp to 2026-10-11
InstrumentEUR/USD, Daily
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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest runDailyn/a 11353.98964 USD-523

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Bollinger RSI ADX Scalping
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[20](close)
basis = Average[60](close)
upper = basis + 2 * STD[60](close)
myAdx = ADX[14]

23 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

RSIBollinger BandsADX
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 523 USD is large next to the net profit of 964 USD.
  • It was only tested on EUR/USD, so there is no evidence from other markets.

Questions

About this strategy

Can I run Bollinger RSI ADX Scalping 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 one combination, EUR/USD, Daily, with 113 trades.

How large was the drawdown?

The best run had a maximum drawdown of 523 USD at the tested position size, against a net result of 964 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 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.comStatsDocs