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Strategies / Momentum / Relative Strength MACD Long

Relative Strength MACD Long

The strategy measures price against its 300 bar high, then buys when the MACD of that ratio is above its 10 period signal line. It sells when the histogram turns negative, with an 8% stop loss from entry.

MomentumLong onlySwingUSD/JPY1 hour
n/aProfit factor
450,920Net profit USD
37.45%Win rate
4,985Trades
-229,630Max drawdown
90.46Avg trade

Best run of 17. USD/JPY, 1 hour, spread 1, from run sweeps:2026-10-11-USDJPY-1h-opt.tsv:81.

Entry rules, long

  2. No long position is open.

Exit rules

  2. A stop loss sits 8% below the entry price.

Test conditions

PeriodUp to 2026-10-11
InstrumentUSD/JPY, 1 hour
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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run1 hourn/a 4,98537.45450,920 USD-229,630
Silver4 hoursn/a 1,07838.2244,831 USD-11,712
Dow JonesDailyn/a 56740.3924,121 EUR-6,756
SilverDailyn/a 46634.7623,507 USD-15,519
Nikkei 225Dailyn/a 43138.2820,859 USD-10,983
Nikkei 2254 hoursn/a 93038.8220,002 USD-9,200
Nasdaq 1004 hoursn/a 1,18040.2512,240 EUR-4,345
DAX 401 hourn/a 3,99237.3011,565 EUR-4,546
DAX 404 hoursn/a 1,10940.499,939 EUR-4,701
DAX 40Dailyn/a 55542.169,428 EUR-3,690
Dow Jones4 hoursn/a 36940.118,860 EUR-7,357
Brent Crude4 hoursn/a 62342.706,650 EUR-4,313
Gold4 hoursn/a 1,11541.352,992 EUR-764
S&P 500Dailyn/a 56939.372,324 EUR-768
S&P 5004 hoursn/a 1,19340.401,830 EUR-1,237
GoldDailyn/a 51838.611,803 EUR-904
Gold1 hourn/a 4,33735.351,511 EUR-929

Charts

Results by run

Top 10 of 17 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Relative Strength MACD Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

rs = close / highest[300](high)
fast = ExponentialAverage[14](rs)
slow = ExponentialAverage[26](rs)
myMacd = fast - slow
signal = ExponentialAverage[10](myMacd)
hist = myMacd - signal

11 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

MACDEMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 229,630 USD is large next to the net profit of 450,920 USD.

Questions

About this strategy

Can I run Relative Strength MACD 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 17 market and timeframe combinations. The best run by trade count was USD/JPY, 1 hour, with 4,985 trades.

How large was the drawdown?

The best run had a maximum drawdown of 229,630 USD at the tested position size, against a net result of 450,920 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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Uses the same indicator.

6.80 PF · 7,305 trades

Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 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