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 / Mean reversion / EMA Filtered RSI Mean Reversion

EMA Filtered RSI Mean Reversion

Buys when the close is above its 100-period EMA and RSI(14) falls below 40. Sells short when the close is below the EMA and RSI(14) rises above 60, with a 1% target and 1.5% stop.

Mean reversionLong & shortIntradaySilver10 min
n/aProfit factor
8,732Net profit USD
61.41%Win rate
1,052Trades
-5,792Max drawdown
8.30Avg trade

Best run of 17. Silver, 10 min, spread 2, from run sweeps:2026-10-12-SILVER-10m-opt.tsv:2.

Entry rules, long

  1. The close is above the 100-period EMA.
  3. A buy is taken only when no position is open.

Entry rules, short

  1. The close is below the 100-period EMA.
  3. A sell short is taken only when no position is open.

Exit rules

  2. A stop loss 1.5% from the entry price.

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 10 minutes
Spread2 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
SilverBest run10 minn/a 1,05261.418,732 USD-5,792
EUR/USD1 hourn/a 83662.0844,334 USD-29,996
EUR/USD15 minn/a 22763.0017,216 USD-10,837
EUR/USD10 minn/a 17163.1614,143 USD-11,495
EUR/USD3 minn/a 4566.677,723 USD-7,602
Dow Jones1 hourn/a 27562.557,276 EUR-6,023
Nikkei 225Dailyn/a 13764.963,544 USD-2,335
GBP/USD10 minn/a 20665.053,426 USD-1,081
DAX 40Dailyn/a 18657.533,201 EUR-1,021
Nasdaq 1004 hoursn/a 30665.362,804 EUR-1,294
GBP/USD15 minn/a 31062.262,378 USD-1,985
GBP/USD5 minn/a 8864.771,575 USD-943
Gold15 minn/a 70861.861,142 EUR-434
GBP/USD2 minn/a 2867.86932 USD-655
S&P 5004 hoursn/a 29462.24614 EUR-433
S&P 500Dailyn/a 22638.05513 EUR-175
FTSE 100Dailyn/a 11162.16491 EUR-345

Charts

Results by run

Top 10 of 17 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Filtered RSI Mean Reversion
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[100](close)
myRsi = RSI[14](close)

13 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 5,792 USD is large next to the net profit of 8,732 USD.

Questions

About this strategy

Can I run EMA Filtered RSI Mean Reversion 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 17 market and timeframe combinations. The best run by trade count was Silver, 10 minutes, with 1,052 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,792 USD at the tested position size, against a net result of 8,732 USD.

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

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 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