When flat, buys after a close reclaims the 50-period EMA in an uptrend with RSI above 50, and sells short on the mirror condition. Each trade has a 0.49% stop loss and a 2.45% profit target, measured from the fill.
Best run of 18. EUR/USD, 3 min, spread 1, from run pf:2026-10-13-EURUSD-3m.tsv:1.
| Period | Up to 2026-10-13 |
| Instrument | EUR/USD, 3 minutes |
| 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 | 2026-10-13 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 3 min | 3.25 | 155 | 40.65 | 126,818 USD | -8,622 |
| EUR/USD | 5 min | 2.40 | 138 | 33.33 | 75,634 USD | -9,951 |
| USD/JPY | 1 hour | n/a | 841 | 19.02 | 682,160 USD | -306,630 |
| USD/JPY | Daily | n/a | 314 | 19.43 | 505,970 USD | -224,660 |
| EUR/USD | 10 min | n/a | 254 | 22.83 | 47,824 USD | -18,444 |
| EUR/USD | 2 min | n/a | 33 | 27.27 | 14,418 USD | -4,267 |
| Nasdaq 100 | 1 hour | n/a | 1,652 | 16.04 | 6,975 EUR | -3,329 |
| Dow Jones | Daily | n/a | 308 | 19.48 | 6,156 EUR | -1,773 |
| Dow Jones | 1 hour | n/a | 412 | 17.96 | 5,088 EUR | -4,592 |
| Nasdaq 100 | 4 hours | n/a | 651 | 15.82 | 4,437 EUR | -1,916 |
| DAX 40 | Daily | n/a | 341 | 16.42 | 2,255 EUR | -1,192 |
| Brent Crude | 2 min | n/a | 939 | 17.57 | 2,171 EUR | -2,070 |
| Nasdaq 100 | Daily | n/a | 265 | 15.09 | 1,343 EUR | -1,203 |
| FTSE 100 | Daily | n/a | 303 | 19.80 | 1,262 EUR | -876 |
| Gold | 10 min | n/a | 831 | 18.17 | 1,151 EUR | -645 |
| S&P 500 | 4 hours | n/a | 603 | 17.91 | 1,109 EUR | -618 |
| Gold | 30 min | n/a | 1,597 | 17.35 | 943 EUR | -821 |
| S&P 500 | Daily | n/a | 347 | 15.85 | 506 EUR | -352 |
Charts
Top 10 of 18 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // EMA 50 200 Pullback RSI // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: 3 minutes // ============================================================== DEFPARAM CumulateOrders = false emaf = ExponentialAverage[50](close) emas = ExponentialAverage[200](close) myRsi = RSI[14](close)
16 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 18 market and timeframe combinations. The best run was EUR/USD, 3 minutes, with a profit factor of 3.25 over 155 trades.
The best run had a maximum drawdown of 8,622 USD at the tested position size, against a net result of 126,818 USD.
It trades both long and short.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.