Strategies / Trend / MACD RSI Trend Filter

MACD RSI Trend Filter

Buys when the close is above the 200 period EMA, the MACD line crosses above its signal line and RSI is between 50 and 65. Sells short on the mirror setup, with RSI between 35 and 50.

TrendLong & shortSwingUSD/JPYDaily

1.64Profit factor

1,675,130Net profit USD

37.43%Win rate

334Trades

-327,250Max drawdown

5,015Avg trade

Best run of 19. USD/JPY, Daily, spread 1, from run pf:2026-10-05-USDJPY-D.tsv:18.

Entry rules, long

The close is above the 200 period EMA.
RSI(14) is above 50 and below 65.

Entry rules, short

The close is below the 200 period EMA.
RSI(14) is above 35 and below 50.

Exit rules

A short closes when RSI(14) falls below 25 or the MACD line crosses over its signal line.

Test conditions

Period	Up to 2026-10-05
Instrument	USD/JPY, Daily
Spread	1 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.64	334	37.43	1,675,130 USD	-327,250
Gold	4 hours	1.44	657	38.20	1,943 EUR	-322
US Crude Oil	1 hour	1.16	1,897	36.27	9,633 EUR	-2,382
USD/JPY	1 hour	n/a	3,192	33.33	257,260 USD	-166,110
USD/JPY	4 hours	n/a	830	35.90	255,010 USD	-147,120
EUR/USD	Daily	n/a	344	37.50	83,261 USD	-32,320
EUR/USD	1 hour	n/a	3,845	33.60	65,404 USD	-61,534
Nikkei 225	Daily	n/a	269	37.92	25,884 USD	-11,892
Silver	Daily	n/a	342	33.63	20,044 USD	-8,524
DAX 40	4 hours	n/a	744	37.77	7,000 EUR	-3,211
Nasdaq 100	4 hours	n/a	698	37.39	6,046 EUR	-2,329
US Crude Oil	4 hours	n/a	579	37.82	5,895 EUR	-3,812
Brent Crude	4 hours	n/a	445	36.63	5,800 EUR	-3,132
Dow Jones	Daily	n/a	376	41.49	5,206 EUR	-4,979
GBP/USD	Daily	n/a	358	39.66	5,098 USD	-3,261
Dow Jones	4 hours	n/a	230	38.70	5,080 EUR	-3,135
DAX 40	Daily	n/a	387	39.02	4,632 EUR	-2,736
GBP/USD	4 hours	n/a	1,067	36.18	3,475 USD	-2,559
S&P 500	Daily	n/a	383	37.34	1,065 EUR	-848

Charts

Results by run

Top 10 of 19 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 RSI Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[200](close)
myMacd = MACDLine[12,26,9](close)
sig = ExponentialAverage[9](myMacd)
myRsi = RSI[14](close)

21 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

MACDEMARSI

Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data 0.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available	12,000
Net, standard 200,000-bar run	1,675,130.00 USD
Net, long run	1,675,130.00 USD
Net on the older data alone	0.00 USD

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 RSI Trend 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 19 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.64 over 334 trades.

How large was the drawdown?

The best run had a maximum drawdown of 327,250 USD at the tested position size, against a net result of 1,675,130 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

Ichimoku Cloud Chikou Touch

Also a trend strategy.

1.64 PF · 503 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