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Strategies / Trend / EMA Crossover Short With RSI

EMA Crossover Short With RSI

The strategy sells short when the 9-period EMA crosses under the 26-period EMA while RSI(5) is above 40. It covers the short when the 100-period EMA crosses over the 55-period EMA.

TrendShort onlyIntradayEUR/USD3 min
n/aProfit factor
65,871Net profit USD
57.30%Win rate
363Trades
-33,905Max drawdown
181Avg trade

Best run of 4. EUR/USD, 3 min, spread 1, from run sweeps:2026-10-12-EURUSD-3m-opt.tsv:5.

Entry rules, short

  2. The 5-period RSI is above 40 on the same bar.
  3. When no short is open, one contract is sold short at market.

Exit rules

  1. An open short is covered at market when the 100-period EMA crosses over the 55-period EMA.

Test conditions

PeriodUp to 2026-10-12
InstrumentEUR/USD, 3 minutes
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
EUR/USDBest run3 minn/a 36357.3065,871 USD-33,905
EUR/USD10 minn/a 33264.1629,886 USD-27,877
US Crude Oil1 hourn/a 12362.607,163 EUR-3,090
Brent Crude3 minn/a 32259.324,191 EUR-1,734

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover Short With RSI
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Short only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emaa = ExponentialAverage[9](close)
emab = ExponentialAverage[26](close)
emac = ExponentialAverage[100](close)
emad = ExponentialAverage[55](close)
myRsi = RSI[5](close)

12 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 weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 33,905 USD is large next to the net profit of 65,871 USD.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run EMA Crossover Short With RSI 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 4 market and timeframe combinations. The best run by trade count was EUR/USD, 3 minutes, with 363 trades.

How large was the drawdown?

The best run had a maximum drawdown of 33,905 USD at the tested position size, against a net result of 65,871 USD.

Does it trade long, short or both?

It only takes short trades.

Related

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ADX Filtered EMA Cross

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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