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Strategies / Momentum / Dual RSI Momentum Trend

Dual RSI Momentum Trend

The system buys when the 5-period RSI is above 70 and the 14-period RSI above 50, and shorts when the 5-period RSI is below 40 and the 14-period RSI below 50. Longs exit below 55 and shorts exit above 45 on the 5-period RSI.

MomentumLong & shortSwingUSD/JPYDaily
1.26Profit factor
2,283,700Net profit USD
34.14%Win rate
1,409Trades
-435,100Max drawdown
1,621Avg trade

Best run of 5. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:18.

Entry rules, long

  2. The 14-period RSI is above 50.

Entry rules, short

  2. The 14-period RSI is below 50.

Exit rules

  2. A short closes when the 5-period RSI rises above 45.

Test conditions

PeriodUp to 2026-10-12
InstrumentUSD/JPY, 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.26 1,40934.142,283,700 USD-435,100
USD/JPY4 hoursn/a 3,70333.14283,380 USD-233,620
Brent CrudeDailyn/a 53835.5013,005 EUR-8,248
GBP/USDDailyn/a 1,48334.0510,571 USD-9,904
Gold4 hoursn/a 3,16832.771,790 EUR-881

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Dual RSI Momentum Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

rsifast = RSI[5](close)
rsislow = RSI[14](close)

17 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
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 Dual RSI Momentum Trend 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 5 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.26 over 1,409 trades.

How large was the drawdown?

The best run had a maximum drawdown of 435,100 USD at the tested position size, against a net result of 2,283,700 USD.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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