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Strategies / Momentum / MACD RSI Volume Confirmation

MACD RSI Volume Confirmation

Buys when at least two of three signals fire on the same bar: RSI crossing over 30, the MACD histogram crossing over 0, or relative volume crossing over 2. Closes when at least two of the matching exit crosses occur, and only long trades are taken.

MomentumLong onlySwingNasdaq 1001 hour
1.89Profit factor
20,144Net profit EUR
59.89%Win rate
187Trades
-4,562Max drawdown
108Avg trade

Best run of 61. Nasdaq 100, 1 hour, spread 3, from run pf:2026-10-05-NAS100-1h.tsv:11.

Entry rules, long

  2. RSI(14) crosses over 30.
  3. The MACD histogram, the MACD line minus its 9 period EMA, crosses over 0.
  4. Relative volume, volume divided by its 14 period SMA, crosses over 2.

Exit rules

  2. RSI(14) crosses under 70.
  3. The MACD histogram crosses under 0.
  4. Relative volume crosses under 5.

Test conditions

PeriodUp to 2026-10-05
InstrumentNasdaq 100, 1 hour
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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run1 hour1.89 18759.8920,144 EUR-4,562
DAX 4015 min1.68 40757.4918,977 EUR-2,905
USD/JPY4 hoursn/a 3467.65573,970 USD-181,380
USD/JPY30 minn/a 15860.13438,070 USD-250,230
USD/JPY15 minn/a 13167.94376,650 USD-236,320
USD/JPY10 minn/a 13863.04346,170 USD-202,590
USD/JPY2 minn/a 13068.4699,850 USD-74,560
Nikkei 225Dailyn/a 5100.0053,201 USD-8,666
Nikkei 22510 minn/a 31557.4644,436 USD-12,472
Nikkei 2254 hoursn/a 3177.4240,949 USD-11,811
Nikkei 22515 minn/a 32656.4437,660 USD-10,485
Silver5 minn/a 10061.0035,673 USD-13,495
Nikkei 22530 minn/a 31453.8231,182 USD-11,392
Silver2 minn/a 8174.0730,981 USD-20,448
Nasdaq 1004 hoursn/a 5479.6327,248 EUR-5,672
Dow Jones15 minn/a 25360.0824,866 EUR-10,351
Silver30 minn/a 13854.3520,586 USD-19,007
Nikkei 2251 hourn/a 16656.6320,059 USD-11,135
DAX 401 hourn/a 18665.0517,950 EUR-4,946
Dow Jones4 hoursn/a 1973.6817,049 EUR-9,071
Silver10 minn/a 10661.3216,483 USD-10,177
US Crude OilDailyn/a 887.5015,682 EUR-3,837
Nasdaq 10015 minn/a 30560.0015,188 EUR-6,418
Dow JonesDailyn/a 683.3314,896 EUR-5,239
Nasdaq 10030 minn/a 29764.9813,099 EUR-7,129
DAX 404 hoursn/a 2580.0012,565 EUR-5,779
Nasdaq 10010 minn/a 25658.2011,862 EUR-6,226
Dow Jones1 hourn/a 10757.0110,730 EUR-10,018
Nikkei 2252 minn/a 28254.2610,029 USD-9,356
Dow Jones10 minn/a 28154.099,892 EUR-9,411
Nasdaq 1005 minn/a 22261.719,878 EUR-5,346
Nasdaq 1002 minn/a 19763.459,526 EUR-3,744
SilverDailyn/a 683.338,263 USD-5,790
DAX 4030 minn/a 24858.877,658 EUR-5,223
DAX 405 minn/a 29858.396,929 EUR-3,451
Brent Crude30 minn/a 18458.706,267 EUR-5,334
Nasdaq 1001 minn/a 20560.005,570 EUR-2,923
DAX 4010 minn/a 36256.085,279 EUR-4,427
S&P 5004 hoursn/a 4178.054,960 EUR-1,298
FTSE 10030 minn/a 26657.144,940 EUR-2,537
Nasdaq 1003 minn/a 19856.064,647 EUR-4,303
Dow Jones1 minn/a 22158.374,025 EUR-3,300
FTSE 1001 hourn/a 18257.143,986 EUR-2,031
FTSE 100Dailyn/a 5100.003,490 EUR-2,893
S&P 5001 hourn/a 20961.723,355 EUR-1,279
FTSE 1005 minn/a 29357.683,324 EUR-1,166
S&P 50030 minn/a 26659.403,279 EUR-1,489
FTSE 10010 minn/a 34758.793,231 EUR-1,396
Gold30 minn/a 13462.692,867 EUR-1,097
DAX 402 minn/a 28653.152,465 EUR-2,037
Gold1 hourn/a 9763.922,342 EUR-1,204
Nasdaq 100Dailyn/a 2100.002,342 EUR-1,800
S&P 5005 minn/a 22664.161,977 EUR-1,093
S&P 50015 minn/a 31962.381,897 EUR-1,620
FTSE 1003 minn/a 23658.471,837 EUR-1,250
Gold10 minn/a 11265.181,836 EUR-1,218
Gold5 minn/a 7770.131,540 EUR-1,471
Gold4 hoursn/a 3076.671,462 EUR-1,445
S&P 500Dailyn/a 4100.001,384 EUR-283
FTSE 1002 minn/a 24058.331,273 EUR-1,171
S&P 5001 minn/a 19356.99568 EUR-465

Charts

Results by run

Top 10 of 61 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 Volume Confirmation
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)

28 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

RSIMACDSMAEMAVolume
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 1 hour · older data -29.20 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 114,000 bars.

Nasdaq 100 · 1 hour

Bars available114,000
Net, standard 200,000-bar run20,144.30 EUR
Net, long run20,115.10 EUR
Net on the older data alone-29.20 EUR
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 Volume Confirmation 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 61 market and timeframe combinations. The best run was Nasdaq 100, 1 hour, with a profit factor of 1.89 over 187 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,562 EUR at the tested position size, against a net result of 20,144 EUR.

Does it trade long, short or both?

It only takes long 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.comStatsDocs