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 / Trend / EMA Trend RSI Bracket Long

EMA Trend RSI Bracket Long

The strategy buys when the 21-period EMA is above the 89-period EMA, the close is above the 21-period EMA, RSI(14) is between 55 and 75, and ATR is above its 20-bar average. It exits only at a 2.5 ATR stop or 4 ATR target.

TrendLong onlySwingNikkei 2254 hours
1.58Profit factor
45,915Net profit USD
48.33%Win rate
360Trades
-6,336Max drawdown
128Avg trade

Best run of 18. Nikkei 225, 4 hours, spread 10, from run pf:2026-10-05-NIKKEI-4h.tsv:9.

Entry rules, long

  2. The 14-period RSI is between 55 and 75, inclusive.
  3. The 14-period ATR is above its 20-bar average.
  4. When flat, one contract is bought at market with a stop 2.5 ATR away and a target 4 ATR away.

Exit rules

  1. No other exit applies, so the trade closes only at the stop or target.

Test conditions

PeriodUp to 2026-10-05
InstrumentNikkei 225, 4 hours
Spread10 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best run4 hours1.58 36048.3345,915 USD-6,336
Nikkei 225Daily1.52 18150.8339,017 USD-7,596
USD/JPYDaily1.50 1,39946.39105,600 USD-5,550
Nasdaq 1004 hours1.35 54742.2311,839 EUR-2,298
S&P 5004 hours1.27 48541.032,289 EUR-477
SilverDailyn/a 20739.6118,626 USD-11,579
Dow JonesDailyn/a 23049.1316,337 EUR-6,218
Dow Jones15 minn/a 2,19939.529,757 EUR-5,853
Dow Jones4 hoursn/a 14642.478,769 EUR-5,224
DAX 404 hoursn/a 44340.636,994 EUR-3,050
Nasdaq 100Dailyn/a 25044.406,600 EUR-5,246
Nasdaq 1001 hourn/a 1,92336.975,069 EUR-3,642
Nasdaq 10015 minn/a 2,77238.964,863 EUR-3,188
Gold4 hoursn/a 53644.031,934 EUR-695
GoldDailyn/a 24944.981,698 EUR-1,194
S&P 500Dailyn/a 26946.471,651 EUR-884
Gold1 hourn/a 1,76040.111,601 EUR-1,009
Gold30 minn/a 2,71038.601,019 EUR-866

Charts

Results by run

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

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// EMA Trend RSI Bracket Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

emaf = ExponentialAverage[21](close)
emas = ExponentialAverage[89](close)
myRsi = RSI[14](close)
myAtr = AverageTrueRange[14](close)
atravg = Average[20](myAtr)

14 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

ATREMARSISMA
Longer historyRe-run on up to 1,000,000 barsNikkei 225 · 4 hours · older data 1,266.90 USD

Nikkei 225 had no history beyond the standard run, so both runs used 22,000 bars.

Nikkei 225 · 4 hours

Bars available22,000
Net, standard 200,000-bar run45,914.50 USD
Net, long run47,181.40 USD
Net on the older data alone1,266.90 USD
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run EMA Trend RSI Bracket 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 18 market and timeframe combinations. The best run was Nikkei 225, 4 hours, with a profit factor of 1.58 over 360 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,336 USD at the tested position size, against a net result of 45,914 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

EMA 50/200 Cross With Stop

Also a trend strategy.

1.58 PF · 304 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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