The books... not free though
Buys when MACD is above zero and above its signal line, the upper 12-bar Bollinger band is rising, and RSI(7) is above 70. Sells when RSI(7) is above 80, with a 25% stop and 1% target on each trade.
Best run of 17. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-04-USDJPY-30m-opt.tsv:53.
| Period | Up to 2026-10-04 |
| Instrument | USD/JPY, 30 minutes |
| 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 | 2026-10-04 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| USD/JPYBest run | 30 min | n/a | 5,006 | 70.91 | 557,210 USD | -224,100 |
| Dow Jones | Daily | n/a | 901 | 84.91 | 33,422 EUR | -8,598 |
| Nikkei 225 | 4 hours | n/a | 1,054 | 74.86 | 28,324 USD | -16,993 |
| Dow Jones | 4 hours | n/a | 456 | 80.70 | 21,925 EUR | -8,499 |
| Dow Jones | 15 min | n/a | 3,951 | 71.63 | 16,571 EUR | -13,053 |
| Nasdaq 100 | 4 hours | n/a | 1,603 | 67.62 | 14,883 EUR | -5,762 |
| Dow Jones | 1 hour | n/a | 1,286 | 72.55 | 12,300 EUR | -9,209 |
| Nasdaq 100 | Daily | n/a | 836 | 78.11 | 11,771 EUR | -6,074 |
| Dow Jones | 10 min | n/a | 4,593 | 69.98 | 9,373 EUR | -8,090 |
| DAX 40 | 4 hours | n/a | 1,295 | 74.83 | 7,610 EUR | -5,374 |
| FTSE 100 | Daily | n/a | 598 | 81.10 | 6,972 EUR | -4,185 |
| DAX 40 | Daily | n/a | 893 | 76.60 | 5,690 EUR | -5,300 |
| S&P 500 | Daily | n/a | 846 | 75.41 | 4,559 EUR | -1,280 |
| S&P 500 | 4 hours | n/a | 1,318 | 69.65 | 2,834 EUR | -1,566 |
| Gold | 4 hours | n/a | 1,397 | 75.45 | 2,456 EUR | -1,232 |
| Gold | 1 hour | n/a | 3,612 | 67.55 | 2,265 EUR | -1,520 |
| Gold | Daily | n/a | 849 | 79.74 | 1,394 EUR | -1,360 |
Charts
Top 10 of 17 runs. The full list is in the table above.
The code
// ============================================================== // MACD And RSI Momentum // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: 30 minutes // ============================================================== DEFPARAM CumulateOrders = false myMacd = MACDLine[12,26,9](close) signal = ExponentialAverage[9](myMacd) myRsi = RSI[7](close) mid = Average[12](close) sd = STD[12](close) * SQRT(12 / 11) upper = mid + 2 * sd
11 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 17 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 5,006 trades.
The best run had a maximum drawdown of 224,100 USD at the tested position size, against a net result of 557,210 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
