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Strategies / Trend / DEMA Trend RSI Band Entry

DEMA Trend RSI Band Entry

Buys when the 9 period DEMA crosses above the 34 period DEMA, or while it stays above and RSI (14) is between 60 and 65. Closes the long when RSI reaches 75 or the averages cross down.

TrendLong onlySwingS&P 500Daily
1.49Profit factor
3,428Net profit EUR
39.86%Win rate
572Trades
-826Max drawdown
5.99Avg trade

Best run of 17. S&P 500, Daily, spread 1, from run pf:2026-10-04-USA500-D.tsv:9.

Entry rules, long

  2. While the 9 period DEMA is above the 34 period DEMA and no trade is open, RSI (14) is between 60 and 65 inclusive.

Exit rules

  1. While the 9 period DEMA is above the 34 period DEMA, RSI (14) at or above 75 closes the long.

Test conditions

PeriodUp to 2026-10-04
InstrumentS&P 500, 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
S&P 500Best runDaily1.49 57239.863,428 EUR-826
Gold4 hours1.32 1,10939.772,876 EUR-640
DAX 401 hour1.14 3,72537.8817,383 EUR-4,280
USD/JPY1 hourn/a 4,78337.32563,140 USD-164,140
Nikkei 2254 hoursn/a 90439.8239,563 USD-10,520
Dow JonesDailyn/a 54941.5320,952 EUR-5,323
Nikkei 225Dailyn/a 43338.8019,080 USD-14,300
SilverDailyn/a 45132.3716,161 USD-14,561
Nasdaq 100Dailyn/a 41142.0910,396 EUR-4,737
DAX 40Dailyn/a 53741.9010,168 EUR-4,786
Brent Crude4 hoursn/a 62539.049,262 EUR-4,717
US Crude OilDailyn/a 40143.899,003 EUR-8,566
DAX 404 hoursn/a 1,06138.646,936 EUR-5,326
Nasdaq 1004 hoursn/a 1,15538.874,372 EUR-4,238
GoldDailyn/a 46342.332,042 EUR-693
Gold1 hourn/a 4,20135.591,423 EUR-794
S&P 5004 hoursn/a 1,12438.701,172 EUR-1,010

Charts

Results by run

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

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// DEMA Trend RSI Band Entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE nextop = 1
ONCE trend = 0

short = DEMA[9](close)
long = DEMA[34](close)
myRsi = RSI[14](close)

25 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

RSI
Longer historyRe-run on up to 1,000,000 barsS&P 500 · Daily · older data 0.00 EUR

S&P 500 had no history beyond the standard run, so both runs used 14,000 bars.

S&P 500 · Daily

Bars available14,000
Net, standard 200,000-bar run3,428.37 EUR
Net, long run3,428.37 EUR
Net on the older data alone0.00 EUR
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run DEMA Trend RSI Band Entry 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 was S&P 500, Daily, with a profit factor of 1.49 over 572 trades.

How large was the drawdown?

The best run had a maximum drawdown of 826 EUR at the tested position size, against a net result of 3,428 EUR.

Does it trade long, short or both?

It only takes long trades.

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