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 / Pattern / Hull Smoothed RSI Bullish Divergence

Hull Smoothed RSI Bullish Divergence

Buys one contract when RSI(14) is below 30 and a Hull-smoothed RSI shows a bullish divergence over the last 24 bars. Exits when RSI(14) rises above 65, or at a 1.75% stop or 3% target from entry.

PatternLong onlyIntradayUS Crude Oil30 min
n/aProfit factor
1,788Net profit EUR
53.02%Win rate
364Trades
-1,701Max drawdown
4.91Avg trade

Best run of 22. US Crude Oil, 30 min, spread 3, from run sweeps:2026-10-11-CRUDE-30m-opt.tsv:13.

Entry rules, long

  1. RSI(14) is below 30, and the Hull-smoothed RSI is below 35.
  2. The Hull-smoothed RSI has fallen for at least 3 bars in a row, and its lowest value over the last 25 bars is below 25.
  4. A long is bought when no long is open. A repeat signal while long re-sets the stop and target from the new close.

Exit rules

  2. A stop 1.75% below and a target 3% above the entry price are set.

Test conditions

PeriodUp to 2026-10-11
InstrumentUS Crude Oil, 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
US Crude OilBest run30 minn/a 36453.021,788 EUR-1,701
Nikkei 2253 minn/a 26764.048,325 USD-3,960
Nikkei 2254 hoursn/a 4751.066,884 USD-2,101
Silver5 minn/a 21463.086,778 USD-4,262
Dow Jones15 minn/a 24963.866,058 EUR-5,768
Dow Jones30 minn/a 13265.155,183 EUR-3,359
DAX 401 hourn/a 24357.204,251 EUR-1,762
US Crude Oil1 hourn/a 20650.003,695 EUR-1,218
Brent Crude2 minn/a 23767.512,533 EUR-835
Brent Crude10 minn/a 29257.882,186 EUR-1,339
Brent Crude30 minn/a 21655.562,005 EUR-1,918
Dow JonesDailyn/a 3040.001,989 EUR-1,320
Brent Crude1 hourn/a 13744.531,805 EUR-1,544
Dow Jones3 minn/a 23064.351,794 EUR-1,680
Brent Crude4 hoursn/a 4645.651,625 EUR-1,024
S&P 5004 hoursn/a 5451.851,210 EUR-285
US Crude Oil5 minn/a 26960.221,117 EUR-1,070
SilverDailyn/a 2646.15932 USD-664
FTSE 100Dailyn/a 1650.00793 EUR-207
S&P 50030 minn/a 29861.74756 EUR-549
DAX 40Dailyn/a 2548.00755 EUR-566
S&P 500Dailyn/a 4425.00181 EUR-160

Charts

Results by run

Top 10 of 22 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Hull Smoothed RSI Bullish Divergence
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE downlen = 0

myRsi = RSI[14](close)
srsi = WeightedAverage[3](2 * WeightedAverage[5](myRsi) - WeightedAverage[10](myRsi))

35 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

RSIHull MA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,701 EUR is large next to the net profit of 1,788 EUR.

Questions

About this strategy

Can I run Hull Smoothed RSI Bullish Divergence 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 22 market and timeframe combinations. The best run by trade count was US Crude Oil, 30 minutes, with 364 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,701 EUR at the tested position size, against a net result of 1,788 EUR.

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

Short Term RSI Pullback Long Short

Best run on the same market, US Crude Oil.

1.33 PF · 493 trades

Breakout Reversal

Also a pattern strategy.

n/a PF · 459 trades

Put your name on the ProRealAlgos waitlist to trade a tested portfolio instead of single strategies.

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