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Strategies / Trend / EMA Stochastic RSI MACD Trend

EMA Stochastic RSI MACD Trend

The strategy buys when price crosses above a 5-period EMA while longer trend, RSI and stochastic filters all agree, and sells short on the mirror setup. Each trade takes profit at a fixed 0.87 percent move from the fill.

TrendLong & shortIntradayDAX 4030 min
n/aProfit factor
7,865Net profit EUR
71.22%Win rate
674Trades
-4,298Max drawdown
11.67Avg trade

Best run of 18. DAX 40, 30 min, spread 3, from run sweeps:2026-10-12-DAX40-30m-opt.tsv:29.

Entry rules, long

  2. The 5-period EMA is at or above the 10-period EMA, and the 80-period EMA is at or above the 162-period EMA.
  3. Both RSIs (240 and 9 periods) are at or below 80.
  4. The slow stochastic (162, 48, 48) has %K at or above %D and at or below 80.
  5. The fast stochastic (10, 3, 3) has %K at or above %D and at or below 80.
  6. The 12-period EMA is at or above the 26-period EMA.

Entry rules, short

  2. The 5-period EMA is at or below the 10-period EMA, and the 80-period EMA is at or below the 162-period EMA.
  3. Both RSIs (240 and 9 periods) are at or above 20.
  4. The slow stochastic (162, 48, 48) has %K at or below %D and at or above 20.
  5. The fast stochastic (10, 3, 3) has %K at or below %D and at or above 20.
  6. The 12-period EMA is at or below the 26-period EMA.

Exit rules

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

Test conditions

PeriodUp to 2026-10-12
InstrumentDAX 40, 30 minutes
Spread3 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
DAX 40Best run30 minn/a 67471.227,865 EUR-4,298
USD/JPYDailyn/a 5496.30381,840 USD-108,120
USD/JPY4 hoursn/a 12178.51179,180 USD-149,560
USD/JPY2 minn/a 42434.67140,490 USD-69,190
DAX 401 hourn/a 37181.4010,127 EUR-4,496
Dow Jones1 hourn/a 14076.439,000 EUR-4,789
Dow Jones10 minn/a 51952.998,149 EUR-6,439
Silver4 hoursn/a 14591.034,387 USD-3,169
Nasdaq 1001 minn/a 41741.254,101 EUR-2,333
GBP/USD1 hourn/a 62061.454,005 USD-3,561
FTSE 10030 minn/a 65765.753,302 EUR-2,199
US Crude Oil2 minn/a 58959.422,712 EUR-2,081
Dow JonesDailyn/a 5394.342,668 EUR-2,173
FTSE 10015 minn/a 60155.072,645 EUR-2,103
Brent CrudeDailyn/a 22100.001,517 EUR-1,459
Nasdaq 100Dailyn/a 36100.001,345 EUR-628
S&P 500Dailyn/a 3897.37407 EUR-122
GoldDailyn/a 57100.00405 EUR-211

Charts

Results by run

Top 10 of 18 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Stochastic RSI MACD Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE rawslow = 50
ONCE rawfast = 50

hs = highest[162](high)
ls = lowest[162](low)

37 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

EMAMACDRSIStochastic
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 4,298 EUR is large next to the net profit of 7,865 EUR.
  • 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 MACD Trend 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 18 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 674 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,298 EUR at the tested position size, against a net result of 7,865 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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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