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Strategies / Trend / Dual RSI ADX Confirmed EMA Crossover

Dual RSI ADX Confirmed EMA Crossover

Buys when the 9-period EMA crosses above the 20-period EMA with momentum, trend and candle strength filters all confirming. Shorts use the mirror conditions, and a new signal needs more than 2 bars since the last one.

TrendLong & shortIntradayUS Crude Oil5 min
n/aProfit factor
2,344Net profit EUR
47.52%Win rate
766Trades
-1,741Max drawdown
3.06Avg trade

Best run of 13. US Crude Oil, 5 min, spread 3, from run sweeps:2026-10-07-CRUDE-5m-opt.tsv:2.

Entry rules, long

  2. RSI(7) and RSI(9) are both above 55
  3. ADX(14) is above 15
  4. The bar is green with a body at least 50% of its range and closes above the previous high
  5. The 20-period EMA is above the 50-period EMA
  6. More than 2 bars have passed since the last signal

Entry rules, short

  2. RSI(7) and RSI(9) are both below 45
  3. ADX(14) is above 15
  4. The bar is red with a body at least 50% of its range and closes below the previous low
  5. The 20-period EMA is below the 50-period EMA
  6. More than 2 bars have passed since the last signal

Exit rules

  2. A 1.5% profit target measured from the fill price
  3. An opposite signal reverses the trade

Test conditions

PeriodUp to 2026-10-07
InstrumentUS Crude Oil, 5 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
US Crude OilBest run5 minn/a 76647.522,344 EUR-1,741
USD/JPYDailyn/a 795.0631,510 USD-19,660
DAX 4010 minn/a 65544.588,885 EUR-3,485
DAX 405 minn/a 53544.116,637 EUR-3,402
Nasdaq 10010 minn/a 70744.554,996 EUR-3,757
Nasdaq 1004 hoursn/a 18268.134,974 EUR-1,645
Dow JonesDailyn/a 7870.513,267 EUR-2,870
Brent Crude2 minn/a 67145.602,875 EUR-2,604
DAX 40Dailyn/a 4778.722,775 EUR-985
US Crude Oil3 minn/a 70547.092,388 EUR-1,622
US Crude Oil2 minn/a 65446.022,255 EUR-1,748
Gold2 minn/a 54444.671,642 EUR-609
Gold15 minn/a 65045.081,534 EUR-606

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Dual RSI ADX Confirmed EMA Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 5 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastsig = -1000

emafast = ExponentialAverage[9](close)
emamid = ExponentialAverage[20](close)
ematrend = ExponentialAverage[50](close)
rsishort = RSI[7](close)
rsimid = RSI[9](close)
myAdx = ADX[14]

33 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

EMARSIADX
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,741 EUR is large next to the net profit of 2,344 EUR.

Questions

About this strategy

Can I run Dual RSI ADX Confirmed EMA Crossover 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 13 market and timeframe combinations. The best run by trade count was US Crude Oil, 5 minutes, with 766 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,741 EUR at the tested position size, against a net result of 2,344 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Short Term RSI Pullback Long Short

Best run on the same market, US Crude Oil.

1.33 PF · 493 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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