Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / EMA Crossover With RSI Filter (long and short) 3

EMA Crossover With RSI Filter (long and short) 3

The strategy buys when the 50-period EMA crosses above the 200-period EMA with RSI(14) below 70, and sells short on the mirror cross with RSI(14) above 30. Each trade has a 1% target and a 0.5% stop from entry.

TrendLong & shortIntradayGold2 min
n/aProfit factor
675Net profit EUR
28.66%Win rate
949Trades
-345Max drawdown
0.71Avg trade

Best run of 11. Gold, 2 min, spread 0.6, from run sweeps:2026-10-04-GOLD-2m-opt.tsv:36.

Entry rules, long

  2. RSI(14) is below 70.
  3. No long position is open, and signals start after the first 200 bars.

Entry rules, short

  2. RSI(14) is above 30.
  3. No short position is open, and signals start after the first 200 bars.

Exit rules

  2. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-04
InstrumentGold, 2 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run2 minn/a 94928.66675 EUR-345
USD/JPY30 minn/a 80632.01315,460 USD-175,870
USD/JPY3 minn/a 83629.07223,620 USD-123,330
Nikkei 22515 minn/a 82533.589,217 USD-4,102
Nikkei 2253 minn/a 85928.066,453 USD-5,919
GBP/USD4 hoursn/a 20939.233,093 USD-887
Dow Jones4 hoursn/a 2948.282,465 EUR-1,029
Brent Crude1 hourn/a 29037.591,353 EUR-481
FTSE 1001 hourn/a 53234.591,193 EUR-997
Dow JonesDailyn/a 6031.67821 EUR-476
GBP/USDDailyn/a 5139.22713 USD-336

Charts

Results by run

Top 10 of 11 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With RSI Filter (long and short) 3
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 2 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[50](close)
emaslow = ExponentialAverage[200](close)
myRsi = RSI[14](close)

16 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 345 EUR is large next to the net profit of 675 EUR.

Questions

About this strategy

Can I run EMA Crossover With RSI Filter (long and short) 3 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 11 market and timeframe combinations. The best run by trade count was Gold, 2 minutes, with 949 trades.

How large was the drawdown?

The best run had a maximum drawdown of 345 EUR at the tested position size, against a net result of 675 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

Want strategies that are already part of a live portfolio? Join the ProRealAlgos waitlist.

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