Strategies / Mean reversion / MACD Bollinger Band RSI Reversion

MACD Bollinger Band RSI Reversion

Buys when the MACD line crosses over its 9-period signal line while RSI(14) is below 50 and the close is below its 20-period average. Exits when RSI(14) is above 70 and the close is above the upper Bollinger Band, holding one contract long only.

Mean reversionLong onlyIntradayDAX 4030 min

n/aProfit factor

7,864Net profit EUR

68.69%Win rate

757Trades

-5,190Max drawdown

10.39Avg trade

Best run of 38. DAX 40, 30 min, spread 3, from run sweeps:2026-10-04-DAX40-30m-opt.tsv:32.

Entry rules, long

RSI(14) is below 50 and the close is below its 20-period simple moving average
Since the latest close below the lower Bollinger Band (20 periods, 2 standard deviations), at least half the bars, minus 1, closed above the prior close

Exit rules

RSI(14) is above 70 and the close is above the upper Bollinger Band (20 periods, 2 standard deviations), closing the long

Test conditions

Period	Up to 2026-10-04
Instrument	DAX 40, 30 minutes
Spread	3 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

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	30 min	n/a	757	68.69	7,864 EUR	-5,190
USD/JPY	4 hours	n/a	136	65.44	276,750 USD	-264,180
Nikkei 225	1 hour	n/a	397	70.78	40,407 USD	-10,728
Nikkei 225	10 min	n/a	752	69.02	35,688 USD	-11,302
EUR/USD	15 min	n/a	741	64.51	33,469 USD	-12,762
Nikkei 225	4 hours	n/a	100	71.00	26,803 USD	-8,845
Dow Jones	Daily	n/a	43	86.05	26,135 EUR	-11,142
Dow Jones	1 hour	n/a	179	74.30	19,028 EUR	-9,739
Nikkei 225	15 min	n/a	742	66.31	19,019 USD	-10,270
Dow Jones	15 min	n/a	611	70.87	17,618 EUR	-9,149
Nikkei 225	30 min	n/a	715	65.73	16,970 USD	-9,886
Nasdaq 100	30 min	n/a	741	71.12	16,422 EUR	-4,454
Nasdaq 100	Daily	n/a	36	86.11	14,265 EUR	-4,516
Nasdaq 100	4 hours	n/a	124	75.81	13,766 EUR	-5,672
DAX 40	Daily	n/a	51	74.51	13,303 EUR	-5,475
Dow Jones	30 min	n/a	311	71.38	11,644 EUR	-10,055
Nasdaq 100	1 hour	n/a	516	69.57	9,430 EUR	-5,453
Dow Jones	10 min	n/a	714	70.45	9,212 EUR	-7,676
Nasdaq 100	15 min	n/a	740	68.78	8,761 EUR	-4,638
DAX 40	4 hours	n/a	116	70.69	8,526 EUR	-4,306
US Crude Oil	Daily	n/a	47	74.47	7,741 EUR	-7,501
FTSE 100	Daily	n/a	36	86.11	6,213 EUR	-3,289
Dow Jones	2 min	n/a	670	68.66	5,729 EUR	-3,982
DAX 40	10 min	n/a	723	68.33	5,504 EUR	-3,638
FTSE 100	30 min	n/a	747	69.75	5,074 EUR	-2,622
DAX 40	15 min	n/a	723	69.43	5,047 EUR	-4,666
S&P 500	30 min	n/a	715	71.75	4,049 EUR	-1,024
S&P 500	4 hours	n/a	115	75.65	4,040 EUR	-1,205
FTSE 100	1 hour	n/a	438	71.23	3,845 EUR	-2,984
S&P 500	1 hour	n/a	516	72.87	3,071 EUR	-1,300
S&P 500	Daily	n/a	42	80.95	2,918 EUR	-1,124
US Crude Oil	5 min	n/a	697	67.29	2,846 EUR	-2,814
FTSE 100	10 min	n/a	702	69.94	2,744 EUR	-1,124
FTSE 100	5 min	n/a	712	66.43	2,287 EUR	-850
S&P 500	15 min	n/a	720	71.25	2,086 EUR	-1,064
S&P 500	10 min	n/a	702	69.52	1,772 EUR	-1,098
GBP/USD	5 min	n/a	680	64.12	641 USD	-609
S&P 500	1 min	n/a	612	67.97	469 EUR	-421

Charts

Results by run

Top 10 of 38 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Bollinger Band RSI Reversion
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE since = -1

myMacd = MACDline[12,26,9](close)
signal = ExponentialAverage[9](myMacd)
basis = Average[20](close)
dev = 2 * STD[20](close)
upper = basis + dev
lower = basis - dev
myRsi = RSI[14](close)

27 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

MACDRSIBollinger BandsSMAStandard Deviation

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 5,190 EUR is large next to the net profit of 7,864 EUR.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run MACD Bollinger Band RSI Reversion 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 38 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 757 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,190 EUR at the tested position size, against a net result of 7,864 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

Heikin Ashi Color Flip

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1.12 PF · 3,692 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

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