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Strategies / Momentum / EMA Cross With RSI And ATR Filter

EMA Cross With RSI And ATR Filter

The system buys when EMA(5) crosses over EMA(13) with RSI(7) above 55, and sells short on the mirror cross with RSI(7) below 45. Stops sit at 0.8 times ATR(14) and targets at 1.2 times, and entries need ATR(14) above 0.011% of price.

MomentumLong & shortSwingSilver4 hours
n/aProfit factor
66,597Net profit USD
34.34%Win rate
2,059Trades
-30,950Max drawdown
32.34Avg trade

Best run of 3. Silver, 4 hours, spread 2, from run sweeps:2026-10-03-SILVER-4h-opt.tsv:17.

Entry rules, long

  2. RSI(7) is above 55.
  3. ATR(14) is greater than 0.011% of the close.

Entry rules, short

  2. RSI(7) is below 45.
  3. ATR(14) is greater than 0.011% of the close.

Exit rules

  2. A profit target at 1.2 times ATR(14) from the entry price.
  3. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-03
InstrumentSilver, 4 hours
Spread2 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run4 hoursn/a 2,05934.3466,597 USD-30,950
Dow JonesDailyn/a 98641.8910,858 EUR-3,951
FTSE 100Dailyn/a 76444.373,115 EUR-1,677

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Cross With RSI And ATR Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[5](close)
emaslow = ExponentialAverage[13](close)
rsival = RSI[7](close)
atrval = AverageTrueRange[14](close)

21 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

EMARSIATR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Cross With RSI And ATR Filter 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 3 market and timeframe combinations. The best run by trade count was Silver, 4 hours, with 2,059 trades.

How large was the drawdown?

The best run had a maximum drawdown of 30,950 USD at the tested position size, against a net result of 66,597 USD.

Does it trade long, short or both?

It trades both long and short.

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