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 / Momentum / MACD Cross RSI Extreme Reversal

MACD Cross RSI Extreme Reversal

Buys when the MACD crosses over its signal line after RSI(14) was at or below 30 within the last 11 bars. Sells short on the mirrored cross after RSI was at or above 70, with a 50% stop and a 50% profit target.

MomentumLong & shortIntradayFTSE 1005 min
n/aProfit factor
2,130Net profit EUR
61.59%Win rate
1,518Trades
-1,676Max drawdown
1.40Avg trade

Best run of 4. FTSE 100, 5 min, spread 2, from run sweeps:2026-10-04-FTSE100-5m-opt.tsv:16.

Entry rules, long

  2. RSI(14) was at or below 30 at some point in the last 11 bars, including the current bar

Entry rules, short

  2. RSI(14) was at or above 70 at some point in the last 11 bars, including the current bar

Exit rules

  2. A stop loss 50% from the entry price
  3. A profit target 50% from the entry price

Test conditions

PeriodUp to 2026-10-04
InstrumentFTSE 100, 5 minutes
Spread2 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
FTSE 100Best run5 minn/a 1,51861.592,130 EUR-1,676
EUR/USD2 minn/a 1,33657.0439,227 USD-27,892
Dow JonesDailyn/a 9765.9818,405 EUR-11,733
DAX 404 hoursn/a 26363.8811,126 EUR-6,544

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Cross RSI Extreme Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 5 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
myMacd = MACDline[12,26,9](close)
signal = ExponentialAverage[9](myMacd)

17 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

MACDRSIEMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,676 EUR is large next to the net profit of 2,130 EUR.

Questions

About this strategy

Can I run MACD Cross RSI Extreme Reversal 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 4 market and timeframe combinations. The best run by trade count was FTSE 100, 5 minutes, with 1,518 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,676 EUR at the tested position size, against a net result of 2,130 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

DAX Survivor

Best run on the same market, FTSE 100.

1.17 PF · 1,514 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

Want strategies that are already part of a live portfolio? Join the ProRealAlgos waitlist.

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