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Strategies / Momentum / MACD RSI Stochastic Long Short

MACD RSI Stochastic Long Short

Buys on a MACD histogram cross above a small negative threshold or RSI(15) cross above 31 with smoothed stochastic RSI below 61. Sells on a histogram cross below 0 or a price cross under its average with smoothed stochastic RSI above 61.

MomentumLong & shortIntradayEUR/USD10 min
n/aProfit factor
141,930Net profit USD
52.10%Win rate
3,931Trades
-72,025Max drawdown
36.11Avg trade

Best run of 3. EUR/USD, 10 min, spread 1, from run sweeps:2026-10-12-EURUSD-10m-opt.tsv:2.

Entry rules, long

  2. The smoothed stochastic RSI is below 61.
  3. The RSI(15) has had a non-flat 10 bar range on each of the last 4 bars.
  4. A buy is not taken on a bar where a sell signal also fires, and both close any open position instead.

Entry rules, short

  2. Or the close minus the 17 bar average of OHLC4 crosses under -0.01% of the close, with the smoothed stochastic RSI above 61.

Exit rules

  1. A long closes at a 6% stop from entry, and a short at an 8% stop from entry.

Test conditions

PeriodUp to 2026-10-12
InstrumentEUR/USD, 10 minutes
Spread1 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest run10 minn/a 3,93152.10141,930 USD-72,025
EUR/USD3 minn/a 3,58546.92238,103 USD-153,552
SilverDailyn/a 1,03338.7235,916 USD-24,467

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD RSI Stochastic Long Short
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

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[10](rs)
rhi = highest[10](rs)

34 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 72,025 USD is large next to the net profit of 141,930 USD.

Questions

About this strategy

Can I run MACD RSI Stochastic Long Short 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 3 market and timeframe combinations. The best run by trade count was EUR/USD, 10 minutes, with 3,931 trades.

How large was the drawdown?

The best run had a maximum drawdown of 72,025 USD at the tested position size, against a net result of 141,930 USD.

Does it trade long, short or both?

It trades both long and short.

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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.comStatsDocs