Strategies / Momentum / MACD Histogram Long With RSI

MACD Histogram Long With RSI

The system buys when the MACD histogram crosses above zero or RSI(14) crosses below 30. It closes the long when RSI(14) crosses above 70, or when ADX(14) crosses below 25, the histogram crosses below zero and close crosses below the upper Bollinger Band on the same bar.

MomentumLong onlySwingDow JonesDaily

6.06Profit factor

54,545Net profit EUR

84.21%Win rate

152Trades

-11,142Max drawdown

359Avg trade

Best run of 35. Dow Jones, Daily, spread 3, from run pf:2026-10-12-DOW30-D.tsv:35.

Entry rules, long

RSI(14) crosses below 30.

Exit rules

On the same bar, ADX(14) crosses below 25, the histogram crosses below 0 and close crosses below the upper Bollinger Band.

Test conditions

Period	Up to 2026-10-12
Instrument	Dow Jones, Daily
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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Dow JonesBest run	Daily	6.06	152	84.21	54,545 EUR	-11,142
S&P 500	Daily	3.43	174	85.63	5,040 EUR	-1,238
S&P 500	30 min	1.28	1,778	73.90	4,564 EUR	-1,036
USD/JPY	1 hour	n/a	1,295	72.28	329,940 USD	-295,830
USD/JPY	10 min	n/a	1,752	74.32	207,820 USD	-163,830
Nikkei 225	4 hours	n/a	273	78.02	47,248 USD	-11,960
Nikkei 225	30 min	n/a	1,855	71.05	33,832 USD	-13,189
Nikkei 225	1 hour	n/a	973	70.91	30,868 USD	-11,163
Nikkei 225	10 min	n/a	1,819	71.85	22,746 USD	-10,714
Dow Jones	15 min	n/a	1,439	74.50	22,716 EUR	-10,109
Nikkei 225	15 min	n/a	1,810	70.99	22,213 USD	-12,944
Nasdaq 100	4 hours	n/a	395	77.22	21,396 EUR	-6,210
Dow Jones	10 min	n/a	1,717	73.15	19,606 EUR	-7,943
Dow Jones	30 min	n/a	754	74.54	19,202 EUR	-8,382
Nasdaq 100	Daily	n/a	146	83.56	19,026 EUR	-5,520
Dow Jones	4 hours	n/a	119	78.15	16,409 EUR	-11,316
DAX 40	4 hours	n/a	326	76.99	15,851 EUR	-5,875
Nasdaq 100	30 min	n/a	1,813	72.15	13,953 EUR	-6,793
DAX 40	Daily	n/a	177	80.79	12,425 EUR	-5,808
DAX 40	1 hour	n/a	1,112	74.01	11,768 EUR	-5,669
FTSE 100	Daily	n/a	114	84.21	10,093 EUR	-3,590
Nasdaq 100	1 hour	n/a	1,315	72.62	9,628 EUR	-6,527
Nasdaq 100	15 min	n/a	1,852	73.65	8,876 EUR	-7,475
Nasdaq 100	10 min	n/a	1,796	73.66	8,359 EUR	-4,979
FTSE 100	4 hours	n/a	282	74.47	6,015 EUR	-3,099
DAX 40	15 min	n/a	1,787	72.41	5,297 EUR	-5,221
FTSE 100	1 hour	n/a	1,009	72.35	4,920 EUR	-3,070
DAX 40	10 min	n/a	1,677	71.91	4,556 EUR	-4,402
S&P 500	4 hours	n/a	353	77.62	4,242 EUR	-1,298
FTSE 100	30 min	n/a	1,687	70.18	3,821 EUR	-3,180
S&P 500	1 hour	n/a	1,293	74.63	2,984 EUR	-1,801
S&P 500	15 min	n/a	1,821	75.01	2,859 EUR	-1,267
S&P 500	10 min	n/a	1,760	71.70	1,751 EUR	-1,364
Gold	Daily	n/a	141	76.60	1,603 EUR	-1,408
FTSE 100	10 min	n/a	1,630	69.94	1,345 EUR	-1,335

Charts

Results by run

Top 10 of 35 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// MACD Histogram Long With RSI
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
myAdx = ADX[14]
myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
delta = myMacd - ExponentialAverage[9](myMacd)
upper = Average[20](close) + 2 * STD[20](close)

12 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

MACDRSIADXBollinger Bands

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run MACD Histogram Long With RSI 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 35 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 6.06 over 152 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,142 EUR at the tested position size, against a net result of 54,545 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

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

MACD Threshold Long Signal

Also a momentum strategy.

5.57 PF · 706 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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