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Strategies / Trend / EMA Crossover Swing With RSI Filter

EMA Crossover Swing With RSI Filter

The strategy buys when the 20-period EMA crosses above the 50-period EMA with the close above the 200-period EMA and RSI(14) at or below 70. It holds the long until a stop, a target, or the 20-period EMA crosses below the 50-period EMA.

TrendLong onlySwingDow Jones1 hour
1.33Profit factor
7,610Net profit EUR
36.80%Win rate
231Trades
-1,888Max drawdown
32.94Avg trade

Best run of 14. Dow Jones, 1 hour, spread 3, from run pf:2026-10-12-DOW30-1h.tsv:2.

Entry rules, long

  2. The close is above the 200-period EMA and above both the 20 and 50-period EMAs
  3. RSI(14) is at or below 70

Exit rules

  1. The stop is 2.0 times the 14-period ATR below the fill price
  2. The target is 2.0 times the stop distance from the fill price

Test conditions

PeriodUp to 2026-10-12
InstrumentDow Jones, 1 hour
Spread3 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
Dow JonesBest run1 hour1.33 23136.807,610 EUR-1,888
Nikkei 2251 hourn/a 57832.7015,966 USD-4,070
Nasdaq 100Dailyn/a 8145.6810,611 EUR-1,307
Nikkei 2254 hoursn/a 15937.119,886 USD-6,100
Dow Jones30 minn/a 43533.798,387 EUR-2,197
Dow Jones4 hoursn/a 7042.867,765 EUR-3,366
Dow JonesDailyn/a 10536.197,619 EUR-4,360
USD/JPYDailyn/a 6741.796,490 USD-1,370
US Crude OilDailyn/a 5742.115,546 EUR-1,917
DAX 40Dailyn/a 10139.603,276 EUR-2,312
DAX 401 hourn/a 64132.762,073 EUR-1,707
S&P 5004 hoursn/a 21039.051,249 EUR-693
S&P 500Dailyn/a 11535.651,129 EUR-545
S&P 5001 hourn/a 74533.151,049 EUR-498

Charts

Results by run

Top 10 of 14 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover Swing With RSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

emaf = ExponentialAverage[20](close)
emas = ExponentialAverage[50](close)
emat = ExponentialAverage[200](close)
myRsi = RSI[14](close)
myAtr = AverageTrueRange[14](close)

18 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
  • 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 Crossover Swing With RSI 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 14 market and timeframe combinations. The best run was Dow Jones, 1 hour, with a profit factor of 1.33 over 231 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,888 EUR at the tested position size, against a net result of 7,610 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

Asymmetric EMA Cross

Also a trend strategy.

1.33 PF · 1,019 trades

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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