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Strategies / Trend / EMA Cross With RSI Momentum Filter

EMA Cross With RSI Momentum Filter

The idea buys when the 9-period EMA crosses above the 50-period EMA on a bar where RSI(14) rose more than 5 points and is below 70. It closes the long when the 50-period EMA crosses above the 9-period EMA, with no stop or target.

TrendLong onlyIntradayGold30 min
1.50Profit factor
1,748Net profit EUR
31.29%Win rate
751Trades
-383Max drawdown
2.33Avg trade

Best run of 31. Gold, 30 min, spread 0.6, from run pf:2026-10-12-GOLD-30m.tsv:6.

Entry rules, long

  2. Buys 1 contract at market when no long position is open

Exit rules

  2. No stop loss or profit target is set

Test conditions

PeriodUp to 2026-10-12
InstrumentGold, 30 minutes
Spread0.6 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
GoldBest run30 min1.50 75131.291,748 EUR-383
USD/JPYDailyn/a 4630.43697,720 USD-269,370
USD/JPY15 minn/a 79230.68233,830 USD-104,090
USD/JPY30 minn/a 72331.81181,090 USD-99,320
USD/JPY10 minn/a 79628.52157,240 USD-113,180
EUR/USD5 minn/a 90324.2595,638 USD-54,752
EUR/USD2 minn/a 84823.5872,355 USD-54,815
Dow JonesDailyn/a 4443.1812,085 EUR-3,945
Nikkei 2254 hoursn/a 10633.0211,069 USD-5,666
Silver5 minn/a 91424.1810,580 USD-9,141
Nikkei 225Dailyn/a 4233.339,580 USD-8,680
Nasdaq 1001 hourn/a 43033.026,833 EUR-2,181
Nikkei 2252 minn/a 75331.475,894 USD-5,336
Dow Jones5 minn/a 81326.205,643 EUR-3,232
Nikkei 2251 hourn/a 35630.905,631 USD-4,239
US Crude OilDailyn/a 5147.065,442 EUR-3,722
Nasdaq 10015 minn/a 76332.905,370 EUR-2,535
DAX 40Dailyn/a 3839.475,194 EUR-3,008
Nasdaq 1004 hoursn/a 12635.715,017 EUR-2,109
GBP/USDDailyn/a 6634.854,224 USD-4,191
DAX 401 hourn/a 41430.433,820 EUR-2,747
Dow Jones3 minn/a 82526.793,746 EUR-2,419
US Crude Oil4 hoursn/a 8831.823,661 EUR-3,013
DAX 4015 minn/a 83329.532,104 EUR-1,570
Nasdaq 1005 minn/a 74029.191,846 EUR-1,640
Gold4 hoursn/a 12236.071,693 EUR-535
GoldDailyn/a 4930.611,451 EUR-930
Gold15 minn/a 84629.201,297 EUR-337
FTSE 1004 hoursn/a 11532.171,274 EUR-1,007
Gold1 hourn/a 48632.301,216 EUR-570
Gold5 minn/a 84926.03685 EUR-422

Charts

Results by run

Top 10 of 31 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Cross With RSI Momentum Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
fast = ExponentialAverage[9](close)
slow = ExponentialAverage[50](close)

10 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

EMARSI
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run EMA Cross With RSI Momentum 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 31 market and timeframe combinations. The best run was Gold, 30 minutes, with a profit factor of 1.50 over 751 trades.

How large was the drawdown?

The best run had a maximum drawdown of 383 EUR at the tested position size, against a net result of 1,748 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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