Strategies / Trend / EMA Stack Stochastic RSI Crossover

EMA Stack Stochastic RSI Crossover

The strategy buys when the 8-period, 14-period and 50-period EMAs are stacked upward and the smoothed Stochastic RSI line crosses above its signal line. It sells short on the mirror setup, with a stop 3.0 times ATR(14) and a target 2.0 times ATR(14).

TrendLong & shortSwingGoldDaily

n/aProfit factor

1,753Net profit EUR

62.48%Win rate

589Trades

-850Max drawdown

2.98Avg trade

Best run of 2. Gold, Daily, spread 0.6, from run sweeps:2026-10-04-GOLD-D-opt.tsv:133.

Entry rules, long

The 8-period EMA is above the 14-period EMA, which is above the 50-period EMA.
Buys one contract at market when flat, after bar 60.

Entry rules, short

The 50-period EMA is above the 14-period EMA, which is above the 8-period EMA.
Sells short one contract at market when flat, after bar 60.

Exit rules

The target is 2.0 times that same ATR.
No other exit is used, so each trade closes at its stop or target.

Test conditions

Period	Up to 2026-10-04
Instrument	Gold, Daily
Spread	0.6 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	Daily	n/a	589	62.48	1,753 EUR	-850
US Crude Oil	Daily	n/a	505	64.16	16,263 EUR	-5,949

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Stack Stochastic RSI Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE stochraw = 50

emafast = ExponentialAverage[8](close)
emamid = ExponentialAverage[14](close)
emaslow = ExponentialAverage[50](close)

myRsi = RSI[14](close)
rsihi = highest[14](myRsi)
rsilo = lowest[14](myRsi)

29 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

ATREMARSISMAStochastic

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Stack Stochastic RSI Crossover 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 2 market and timeframe combinations. The best run by trade count was Gold, Daily, with 589 trades.

How large was the drawdown?

The best run had a maximum drawdown of 850 EUR at the tested position size, against a net result of 1,753 EUR.

Does it trade long, short or both?

It trades both long and short.

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

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.com Stats Docs