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Strategies / Trend / Ichimoku Cloud RSI MACD Cross

Ichimoku Cloud RSI MACD Cross

Goes long when price is above both Ichimoku spans, RSI is above 30 and MACD crosses above its signal line, and short on the mirror conditions. A MACD cross in the opposite direction closes the trade.

TrendLong & shortSwingUSD/JPY1 hour
n/aProfit factor
444,130Net profit USD
34.08%Win rate
5,190Trades
-298,490Max drawdown
85.57Avg trade

Best run of 14. USD/JPY, 1 hour, spread 1, from run sweeps:2026-10-11-USDJPY-1h-opt.tsv:45.

Entry rules, long

  1. The close is above both Ichimoku spans A and B as calculated for the current bar.
  2. The 14-period RSI is above 30.
  4. Signals are only checked after 60 bars.

Entry rules, short

  1. The close is below both Ichimoku spans A and B as calculated for the current bar.
  2. The 14-period RSI is below 70.

Exit rules

  2. A short is closed at market when the MACD line crosses over its signal line.
  3. An opposite entry signal reverses the position.

Test conditions

PeriodUp to 2026-10-11
InstrumentUSD/JPY, 1 hour
Spread1 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
USD/JPYBest run1 hourn/a 5,19034.08444,130 USD-298,490
USD/JPYDailyn/a 52234.481,372,160 USD-582,750
USD/JPY4 hoursn/a 1,33237.99623,280 USD-271,100
EUR/USDDailyn/a 52737.19114,658 USD-32,026
SilverDailyn/a 47533.8929,581 USD-22,891
Silver4 hoursn/a 1,17633.1623,366 USD-12,282
Nikkei 225Dailyn/a 42436.7918,754 USD-15,123
GBP/USDDailyn/a 52439.318,921 USD-4,286
Dow Jones4 hoursn/a 39736.027,186 EUR-5,854
DAX 404 hoursn/a 1,17837.526,545 EUR-3,794
GBP/USD4 hoursn/a 1,68535.553,521 USD-3,128
Gold4 hoursn/a 1,15935.982,266 EUR-599
GoldDailyn/a 52337.481,934 EUR-1,630
Gold1 hourn/a 4,49731.781,555 EUR-891

Charts

Results by run

Top 10 of 14 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Ichimoku Cloud RSI MACD Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

tenkan = (highest[9](high) + lowest[9](low)) / 2
kijun = (highest[26](high) + lowest[26](low)) / 2
spana = (tenkan + kijun) / 2
spanb = (highest[52](high) + lowest[52](low)) / 2
myRsi = RSI[14](close)
myMacd = MACDLine[12,26,9](close)
sig = ExponentialAverage[9](myMacd)

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

IchimokuRSIMACDEMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 298,490 USD is large next to the net profit of 444,130 USD.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Ichimoku Cloud RSI MACD Cross 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 14 market and timeframe combinations. The best run by trade count was USD/JPY, 1 hour, with 5,190 trades.

How large was the drawdown?

The best run had a maximum drawdown of 298,490 USD at the tested position size, against a net result of 444,130 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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See how ProRealAlgos combines strategies like this into one automated portfolio.

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