Strategies / Momentum / MACD Crossover With RSI Filter

MACD Crossover With RSI Filter

Buys when the MACD line crosses over its 9-period signal line after RSI(14) was at or below 30 within the last five prior bars. Closes the long on a MACD cross under the signal after RSI was at or above 70, with a 99% stop.

MomentumLong onlyIntradayDAX 4030 min

n/aProfit factor

7,897Net profit EUR

65.38%Win rate

520Trades

-5,407Max drawdown

15.19Avg trade

Best run of 37. DAX 40, 30 min, spread 3, from run sweeps:2026-10-04-DAX40-30m-opt.tsv:33.

Entry rules, long

RSI(14) was at or below 30 on at least one of the five prior bars

Exit rules

A stop loss 99% below the entry price

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	520	65.38	7,897 EUR	-5,407
USD/JPY	4 hours	n/a	93	70.97	350,500 USD	-313,510
USD/JPY	15 min	n/a	456	66.45	264,060 USD	-227,470
Nikkei 225	30 min	n/a	507	64.10	35,864 USD	-10,358
Nikkei 225	1 hour	n/a	278	70.86	27,465 USD	-9,798
Silver	4 hours	n/a	92	63.04	24,929 USD	-10,196
Dow Jones	Daily	n/a	32	78.12	24,392 EUR	-7,927
Nikkei 225	4 hours	n/a	70	72.86	23,859 USD	-9,991
Dow Jones	4 hours	n/a	33	72.73	21,677 EUR	-8,850
Nikkei 225	5 min	n/a	508	66.14	19,999 USD	-7,865
DAX 40	4 hours	n/a	94	72.34	17,225 EUR	-4,247
Nasdaq 100	1 hour	n/a	359	70.19	17,029 EUR	-4,854
Nasdaq 100	30 min	n/a	507	67.65	15,591 EUR	-5,770
Dow Jones	30 min	n/a	215	66.98	14,918 EUR	-9,058
Nasdaq 100	4 hours	n/a	101	78.22	13,540 EUR	-4,101
Dow Jones	15 min	n/a	417	64.75	13,278 EUR	-7,873
Nikkei 225	15 min	n/a	505	60.59	13,068 USD	-12,758
Dow Jones	10 min	n/a	497	62.37	10,880 EUR	-7,670
DAX 40	Daily	n/a	36	77.78	10,141 EUR	-4,661
Nasdaq 100	10 min	n/a	497	61.57	9,359 EUR	-5,437
Nasdaq 100	15 min	n/a	518	62.36	9,159 EUR	-4,633
US Crude Oil	Daily	n/a	29	65.52	8,320 EUR	-7,501
Brent Crude	30 min	n/a	323	66.87	6,811 EUR	-4,695
Dow Jones	1 min	n/a	438	65.53	6,767 EUR	-3,379
Nasdaq 100	3 min	n/a	463	65.44	5,284 EUR	-4,260
S&P 500	4 hours	n/a	92	75.00	4,253 EUR	-1,200
FTSE 100	Daily	n/a	22	81.82	3,449 EUR	-3,381
S&P 500	1 hour	n/a	353	70.25	2,351 EUR	-1,299
FTSE 100	5 min	n/a	487	64.48	2,213 EUR	-1,287
S&P 500	30 min	n/a	484	67.15	1,931 EUR	-1,261
Gold	1 hour	n/a	314	61.15	1,866 EUR	-855
S&P 500	Daily	n/a	34	79.41	1,843 EUR	-1,134
FTSE 100	10 min	n/a	475	62.74	1,780 EUR	-1,321
S&P 500	10 min	n/a	494	62.96	1,455 EUR	-971
Gold	4 hours	n/a	92	70.65	955 EUR	-800
S&P 500	2 min	n/a	411	60.34	614 EUR	-452
S&P 500	1 min	n/a	378	62.96	550 EUR	-392

Charts

Results by run

Top 10 of 37 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Crossover With RSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

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

wasdown = 0
wasup = 0
FOR myI = 1 TO 5 DO

20 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

MACDRSIEMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 5,407 EUR is large next to the net profit of 7,897 EUR.

Questions

About this strategy

Can I run MACD Crossover With RSI Filter 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 37 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 520 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,407 EUR at the tested position size, against a net result of 7,897 EUR.

Does it trade long, short or both?

It only takes long trades.

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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.com Stats Docs

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