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Strategies / Trend / EMA Crossover With RSI Filter (long and short)

EMA Crossover With RSI Filter (long and short)

The strategy buys when the 5-period EMA crosses over the 13-period EMA with RSI above 50, and sells short on the mirror cross with RSI below 50. Positions also close when RSI falls below 45 for longs or rises above 55 for shorts.

TrendLong & shortSwingUSD/JPYDaily
1.40Profit factor
3,087,730Net profit USD
30.15%Win rate
869Trades
-526,100Max drawdown
3,553Avg trade

Best run of 7. USD/JPY, Daily, spread 1, from run pf:2026-10-10-USDJPY-D.tsv:5.

Entry rules, long

  2. When this happens and no long is open, one contract is bought at market.

Entry rules, short

  2. When this happens and no short is open, one contract is sold short at market.

Exit rules

  2. An open short is covered at market when the 5-period EMA crosses over the 13-period EMA or RSI rises above 55.
  3. When an opposite entry fires on the same bar, the position reverses instead of closing.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, Daily
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.40 86930.153,087,730 USD-526,100
USD/JPY1 hourn/a 8,68228.63348,280 USD-303,620
EUR/USDDailyn/a 79433.25145,383 USD-44,565
Nikkei 225Dailyn/a 72931.9630,557 USD-17,007
GBP/USDDailyn/a 86831.9123,229 USD-10,601
Brent CrudeDailyn/a 34033.8216,508 EUR-13,737
Gold4 hoursn/a 1,93629.801,937 EUR-863

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

fastema = ExponentialAverage[5](close)
slowema = ExponentialAverage[13](close)
myRsi = RSI[14](close)

23 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
  • 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 With RSI Filter (long and short) 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 7 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.40 over 869 trades.

How large was the drawdown?

The best run had a maximum drawdown of 526,100 USD at the tested position size, against a net result of 3,087,730 USD.

Does it trade long, short or both?

It trades both long and short.

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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