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Strategies / Trend / EMA Crossover RSI ADX Reversal

EMA Crossover RSI ADX Reversal

Buys when the 9-period EMA crosses above the 21-period EMA with RSI(14) above 55, and sells short on a cross below with RSI(14) under 40. Positions close on the opposite cross or a 2% adverse move from the signal close.

TrendLong & shortSwingNikkei 225Daily
1.82Profit factor
48,419Net profit USD
34.43%Win rate
212Trades
-9,296Max drawdown
228Avg trade

Best run of 12. Nikkei 225, Daily, spread 10, from run pf:2026-10-10-NIKKEI-D.tsv:1.

Entry rules, long

  2. RSI(14) is above 55
  3. ADX(14) is above 0

Entry rules, short

  2. RSI(14) is below 40
  3. ADX(14) is above 0

Exit rules

  2. A short closes on a bullish EMA cross, or when a bar's high reaches the level 2% above the signal close
  3. A new signal in the opposite direction reverses the trade

Test conditions

PeriodUp to 2026-10-10
InstrumentNikkei 225, Daily
Spread10 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
Nikkei 225Best runDaily1.82 21234.4348,419 USD-9,296
USD/JPYDailyn/a 25431.50867,520 USD-489,500
USD/JPY30 minn/a 3,77233.40840,550 USD-218,590
USD/JPY1 hourn/a 2,65432.74672,300 USD-322,650
Nasdaq 100Dailyn/a 23834.0315,432 EUR-4,368
Dow Jones4 hoursn/a 21537.2112,407 EUR-7,519
Nikkei 2252 minn/a 3,82830.8811,031 USD-9,286
Dow JonesDailyn/a 30932.0410,642 EUR-9,407
DAX 401 hourn/a 2,32934.229,233 EUR-5,138
DAX 4030 minn/a 3,96033.086,120 EUR-2,958
Gold4 hoursn/a 61536.102,989 EUR-858
GoldDailyn/a 26329.281,563 EUR-533

Charts

Results by run

Top 10 of 12 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover RSI ADX Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lsl = 0
ONCE ssl = 0

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[21](close)
myRsi = RSI[14](close)
myAdx = ADX[14]

38 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
Longer historyRe-run on up to 1,000,000 barsNikkei 225 · Daily · older data 0.00 USD

Nikkei 225 had no history beyond the standard run, so both runs used 11,000 bars.

Nikkei 225 · Daily

Bars available11,000
Net, standard 200,000-bar run48,418.60 USD
Net, long run48,418.60 USD
Net on the older data alone0.00 USD
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 EMA Crossover RSI ADX Reversal 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 12 market and timeframe combinations. The best run was Nikkei 225, Daily, with a profit factor of 1.82 over 212 trades.

How large was the drawdown?

The best run had a maximum drawdown of 9,296 USD at the tested position size, against a net result of 48,419 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

EMA Trend Pullback RSI Filter

Also a trend strategy.

1.81 PF · 244 trades

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