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Strategies / Mean reversion / MACD RSI Pullback Long

MACD RSI Pullback Long

The strategy buys when the MACD line crosses above its 9 period signal line while below zero and RSI is under 50. It closes the long when the MACD line crosses below its signal while above zero.

Mean reversionLong onlyIntradayNikkei 2255 min
n/aProfit factor
15,114Net profit USD
58.82%Win rate
1,394Trades
-9,579Max drawdown
10.84Avg trade

Best run of 22. Nikkei 225, 5 min, spread 10, from run sweeps:2026-10-11-NIKKEI-5m-opt.tsv:33.

Entry rules, long

  2. The MACD line is below zero.
  3. The 14 period RSI is below 50.
  4. No long position is open.

Exit rules

  1. The MACD line crosses below its signal line while above zero, closing the long.

Test conditions

PeriodUp to 2026-10-11
InstrumentNikkei 225, 5 minutes
Spread10 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best run5 minn/a 1,39458.8215,114 USD-9,579
Nikkei 2251 hourn/a 70362.4531,746 USD-9,862
Dow JonesDailyn/a 8778.1627,556 EUR-5,719
Nikkei 2254 hoursn/a 18167.4023,080 USD-10,935
Nikkei 225Dailyn/a 7671.0520,786 USD-14,815
Dow Jones1 hourn/a 29863.0918,911 EUR-8,400
SilverDailyn/a 10958.7215,861 USD-10,142
Dow Jones30 minn/a 55260.8714,952 EUR-8,380
Nasdaq 100Dailyn/a 6373.0214,156 EUR-4,159
Nasdaq 1001 hourn/a 86561.3912,714 EUR-4,378
Nasdaq 1004 hoursn/a 21067.1411,872 EUR-4,521
Nasdaq 10030 minn/a 1,29858.7810,852 EUR-4,325
Nikkei 22530 minn/a 1,37257.5110,542 USD-10,124
DAX 401 hourn/a 81165.479,339 EUR-5,325
DAX 404 hoursn/a 20160.208,646 EUR-4,583
DAX 40Dailyn/a 9168.138,560 EUR-4,246
FTSE 100Dailyn/a 7969.626,834 EUR-2,647
FTSE 1004 hoursn/a 20066.003,996 EUR-2,253
S&P 5001 hourn/a 86466.093,599 EUR-1,062
S&P 50030 minn/a 1,31459.513,334 EUR-1,155
S&P 500Dailyn/a 9075.563,243 EUR-880
S&P 5004 hoursn/a 20667.482,451 EUR-1,180

Charts

Results by run

Top 10 of 22 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD RSI Pullback Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 5 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

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

10 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 weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 9,579 USD is large next to the net profit of 15,114 USD.
  • 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 RSI Pullback Long 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 22 market and timeframe combinations. The best run by trade count was Nikkei 225, 5 minutes, with 1,394 trades.

How large was the drawdown?

The best run had a maximum drawdown of 9,579 USD at the tested position size, against a net result of 15,114 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

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