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Strategies / Momentum / MACD Momentum Long With Stochastic RSI

MACD Momentum Long With Stochastic RSI

Buys when the MACD histogram crosses above a small negative threshold or RSI(15) crosses above 31, with smoothed stochastic RSI below 61. Closes the long when the histogram crosses below 0, or price crosses under its average while the smoothed stochastic RSI is above 61.

MomentumLong onlySwingDow JonesDaily
1.58Profit factor
28,068Net profit EUR
43.20%Win rate
581Trades
-5,769Max drawdown
48.31Avg trade

Best run of 13. Dow Jones, Daily, spread 3, from run pf:2026-10-13-DOW30-D.tsv:4.

Entry rules, long

  2. The 4 bar average of a 9 bar stochastic of RSI(15) is below 61.
  3. The RSI(15) has had a non-flat 9 bar range on each of the last 4 bars.

Exit rules

  2. Or the close minus the 17 bar average of OHLC4 crosses under 0, while the smoothed stochastic RSI is above 61.
  3. A 7% stop loss sits below the entry price.

Test conditions

PeriodUp to 2026-10-13
InstrumentDow Jones, Daily
Spread3 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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest runDaily1.58 58143.2028,068 EUR-5,769
EUR/USD5 minn/a 1,77037.9160,723 USD-55,510
SilverDailyn/a 45839.3041,786 USD-12,580
Dow Jones4 hoursn/a 38348.5616,334 EUR-7,856
Nasdaq 1004 hoursn/a 1,20746.6414,293 EUR-5,665
Nikkei 2254 hoursn/a 94542.3312,225 USD-7,719
DAX 404 hoursn/a 1,13345.4511,269 EUR-4,342
Brent CrudeDailyn/a 20139.807,104 EUR-3,515
Nasdaq 100Dailyn/a 44640.365,013 EUR-4,998
US Crude Oil4 hoursn/a 90040.894,404 EUR-3,162
Gold4 hoursn/a 1,10042.092,169 EUR-1,049
S&P 5004 hoursn/a 1,18845.201,721 EUR-1,217
S&P 500Dailyn/a 62338.361,146 EUR-1,034

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE sincebad = 1000

myMacd = ExponentialAverage[11](close) - ExponentialAverage[18](close)
amacd = ExponentialAverage[6](myMacd)
delta = myMacd - amacd
mthr = -0.02 / 100 * close

rs = RSI[15](close)
rlo = lowest[9](rs)
rhi = highest[9](rs)

27 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

EMAMACDRSIStochasticSMA
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run MACD Momentum Long With Stochastic 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 13 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 1.58 over 581 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,769 EUR at the tested position size, against a net result of 28,068 EUR.

Does it trade long, short or both?

It only takes long trades.

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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