Strategies / Trend / EMA Trend StochRSI Filter

EMA Trend StochRSI Filter

Buys when the 28-bar EMA is above the 48-bar EMA and the Stochastic RSI is below 0.8. Sells when the 28-bar EMA falls below the 48-bar EMA and the Stochastic RSI is above 0.2.

TrendLong onlySwingS&P 500Daily

2.71Profit factor

4,779Net profit EUR

36.67%Win rate

120Trades

-952Max drawdown

39.82Avg trade

Best run of 40. S&P 500, Daily, spread 1, from run pf:2026-10-05-USA500-D.tsv:8.

Entry rules, long

The Stochastic RSI, the position of RSI(14) within its 14-bar range, is below 0.8.

Exit rules

The 28-bar EMA is below the 48-bar EMA and the Stochastic RSI is above 0.2.

Test conditions

Period	Up to 2026-10-05
Instrument	S&P 500, Daily
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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	Daily	2.71	120	36.67	4,779 EUR	-952
Dow Jones	Daily	2.12	121	36.36	23,379 EUR	-5,802
USD/JPY	Daily	n/a	93	37.63	1,217,720 USD	-468,560
USD/JPY	30 min	n/a	1,553	32.58	610,590 USD	-217,040
USD/JPY	4 hours	n/a	311	31.19	500,510 USD	-261,900
USD/JPY	1 hour	n/a	1,107	33.79	462,460 USD	-271,560
USD/JPY	10 min	n/a	1,633	32.76	336,930 USD	-170,140
USD/JPY	15 min	n/a	1,596	33.02	284,700 USD	-220,470
Nikkei 225	Daily	n/a	89	31.46	48,624 USD	-11,480
EUR/USD	5 min	n/a	1,712	27.16	34,393 USD	-27,455
Nikkei 225	4 hours	n/a	211	35.55	32,469 USD	-8,860
Nikkei 225	2 min	n/a	1,584	31.06	19,612 USD	-6,279
Nikkei 225	1 hour	n/a	809	32.76	18,193 USD	-13,618
Nikkei 225	3 min	n/a	1,611	31.04	16,839 USD	-8,102
Nasdaq 100	Daily	n/a	88	43.18	15,102 EUR	-5,818
US Crude Oil	Daily	n/a	90	34.44	13,397 EUR	-4,711
Nasdaq 100	4 hours	n/a	252	40.08	11,959 EUR	-6,563
Dow Jones	1 hour	n/a	322	35.40	10,779 EUR	-6,523
Nasdaq 100	15 min	n/a	1,591	32.68	10,375 EUR	-3,230
DAX 40	Daily	n/a	129	39.53	10,209 EUR	-5,310
DAX 40	15 min	n/a	1,578	33.27	9,822 EUR	-3,004
Nasdaq 100	1 hour	n/a	942	35.14	9,558 EUR	-5,605
Nasdaq 100	10 min	n/a	1,593	31.64	9,442 EUR	-3,723
Nasdaq 100	30 min	n/a	1,538	34.27	8,142 EUR	-5,451
Dow Jones	4 hours	n/a	82	48.78	7,588 EUR	-6,991
Nasdaq 100	5 min	n/a	1,568	30.80	7,381 EUR	-4,340
Brent Crude	Daily	n/a	43	30.23	6,609 EUR	-6,316
DAX 40	30 min	n/a	1,582	32.05	6,541 EUR	-5,383
DAX 40	4 hours	n/a	251	34.26	5,802 EUR	-4,971
DAX 40	10 min	n/a	1,624	30.97	5,639 EUR	-2,962
Gold	Daily	n/a	112	43.75	3,348 EUR	-1,225
S&P 500	4 hours	n/a	251	40.64	2,706 EUR	-1,071
Gold	1 hour	n/a	952	34.03	2,690 EUR	-1,181
Gold	15 min	n/a	1,651	27.92	2,257 EUR	-670
Gold	30 min	n/a	1,565	30.93	2,177 EUR	-888
Gold	4 hours	n/a	266	33.83	1,982 EUR	-1,587
Gold	10 min	n/a	1,662	28.52	1,770 EUR	-662
Gold	3 min	n/a	1,672	29.31	1,420 EUR	-614
S&P 500	15 min	n/a	1,592	32.04	1,398 EUR	-890
Gold	5 min	n/a	1,652	31.84	1,314 EUR	-948

Charts

Results by run

Top 10 of 40 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 StochRSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[28](close)
emaslow = ExponentialAverage[48](close)
myRsi = RSI[14](close)
rsihi = Highest[14](myRsi)
rsilo = Lowest[14](myRsi)
valid = 0
stoch = 0

13 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

EMARSIStochastic

Longer historyRe-run on up to 1,000,000 barsS&P 500 · Daily · older data 59.21 EUR

S&P 500 had no history beyond the standard run, so both runs used 14,000 bars.

S&P 500 · Daily

Bars available	14,000
Net, standard 200,000-bar run	4,778.75 EUR
Net, long run	4,837.96 EUR
Net on the older data alone	59.21 EUR

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Trend StochRSI Filter 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 40 market and timeframe combinations. The best run was S&P 500, Daily, with a profit factor of 2.71 over 120 trades.

How large was the drawdown?

The best run had a maximum drawdown of 952 EUR at the tested position size, against a net result of 4,779 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

Ichimoku Cloud StochRSI Filter

Also a trend strategy.

2.70 PF · 148 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

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