Strategies / Momentum / EMA Stochastic RSI Long

EMA Stochastic RSI Long

The idea buys when the 5 period EMA crosses up through the 10 period EMA with RSI(14) above 50 and a rising stochastic below 80. It sells the long on the reverse cross with RSI(14) below 50 and a falling stochastic above 20.

MomentumLong onlyIntradayUSD/JPY30 min

n/aProfit factor

301,660Net profit USD

30.39%Win rate

5,950Trades

-283,420Max drawdown

50.70Avg trade

Best run of 23. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-04-USDJPY-30m-opt.tsv:20.

Entry rules, long

RSI(14) is above 50.
Slow %K (14 bar range, smoothed over 3 bars) and %D (3 bar average) were both below 80 on the previous bar, and both are now higher.
No long position is open.

Exit rules

RSI(14) is below 50.
Slow %K and %D were both above 20 on the previous bar, and neither has risen, closing the long.

Test conditions

Period	Up to 2026-10-04
Instrument	USD/JPY, 30 minutes
Spread	1 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
USD/JPYBest run	30 min	n/a	5,950	30.39	301,660 USD	-283,420
USD/JPY	Daily	n/a	417	34.29	919,070 USD	-444,150
USD/JPY	1 hour	n/a	4,113	32.24	537,740 USD	-298,330
USD/JPY	4 hours	n/a	1,037	34.81	531,520 USD	-392,320
EUR/USD	Daily	n/a	385	33.51	64,975 USD	-48,177
Silver	Daily	n/a	381	32.28	39,977 USD	-20,693
Silver	4 hours	n/a	926	30.56	37,805 USD	-11,409
Nikkei 225	Daily	n/a	351	33.62	34,873 USD	-11,322
Nikkei 225	4 hours	n/a	782	34.40	29,466 USD	-10,780
Dow Jones	Daily	n/a	464	39.44	20,399 EUR	-8,187
Nasdaq 100	4 hours	n/a	925	38.59	13,404 EUR	-5,246
Dow Jones	1 hour	n/a	1,108	34.75	12,938 EUR	-10,357
DAX 40	Daily	n/a	469	37.31	11,618 EUR	-4,127
Nasdaq 100	Daily	n/a	377	37.67	11,553 EUR	-5,636
Brent Crude	Daily	n/a	165	38.18	11,426 EUR	-10,027
DAX 40	1 hour	n/a	3,126	32.34	9,344 EUR	-4,316
DAX 40	4 hours	n/a	927	35.60	8,050 EUR	-4,075
Nasdaq 100	1 hour	n/a	3,366	32.20	5,711 EUR	-5,420
Gold	4 hours	n/a	896	36.38	3,027 EUR	-834
Gold	Daily	n/a	439	32.35	2,464 EUR	-1,015
S&P 500	Daily	n/a	492	35.77	2,292 EUR	-1,014
Gold	1 hour	n/a	3,372	31.64	2,234 EUR	-763
S&P 500	4 hours	n/a	968	36.47	1,323 EUR	-1,161

Charts

Results by run

Top 10 of 23 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Stochastic RSI Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

hh = highest[14](high)
ll = lowest[14](low)
raw = 0

24 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

EMAStochasticRSISMA

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 283,420 USD is large next to the net profit of 301,660 USD.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run EMA Stochastic RSI Long 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 23 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 5,950 trades.

How large was the drawdown?

The best run had a maximum drawdown of 283,420 USD at the tested position size, against a net result of 301,660 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 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.com Stats Docs