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Strategies / Trend / EMA Trend RSI Cross Bracket

EMA Trend RSI Cross Bracket

The strategy buys when RSI(14) crosses above 40 during an uptrend, where the 21-period EMA is above the 50-period EMA and the close is above the 21-period EMA. It sells short when RSI(14) crosses below 60 in a downtrend, with ATR-based stops and targets.

TrendLong & shortIntradayUS Crude Oil10 min
n/aProfit factor
819Net profit EUR
32.14%Win rate
196Trades
-725Max drawdown
4.18Avg trade

Best run of 6. US Crude Oil, 10 min, spread 3, from run sweeps:2026-10-07-CRUDE-10m-opt.tsv:3.

Entry rules, long

  1. The 21-period EMA is above the 50-period EMA
  3. The close is above the 21-period EMA

Entry rules, short

  1. The 21-period EMA is below the 50-period EMA
  3. The close is below the 21-period EMA

Exit rules

  2. The target is 3.0 times the 14-period ATR from the fill price
  3. An opposite signal reverses the position

Test conditions

PeriodUp to 2026-10-07
InstrumentUS Crude Oil, 10 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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
US Crude OilBest run10 minn/a 19632.14819 EUR-725
Silver4 hoursn/a 3627.78234,855 USD-2,131
Nikkei 2251 hourn/a 9434.043,860 USD-2,042
Dow Jones4 hoursn/a 1154.552,284 EUR-546
S&P 500Dailyn/a 1050.00294 EUR-209
Gold4 hoursn/a 2650.0087.90 EUR-63.50

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Trend RSI Cross Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[21](close)
emaslow = ExponentialAverage[50](close)
myRsi = RSI[14](close)
myAtr = AverageTrueRange[14](close)

19 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

EMARSIATR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 725 EUR is large next to the net profit of 819 EUR.

Questions

About this strategy

Can I run EMA Trend RSI Cross Bracket 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 6 market and timeframe combinations. The best run by trade count was US Crude Oil, 10 minutes, with 196 trades.

How large was the drawdown?

The best run had a maximum drawdown of 725 EUR at the tested position size, against a net result of 819 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