Rock Climber buys when RSI(6) crosses above 60 while price is above the 25 period SMA. It sells on a bearish Heikin Ashi candle with an upper wick, when Parabolic SAR flips above price, or at an 80 unit stop. It is a long only momentum strategy tested mostly on 4 hour and daily bars.
Best run of 12. Nikkei 225, 4 hours, spread 10, from run pf:2026-09-24-NIKKEI-4h.tsv:1.
| Period | Up to 2026-09-24 |
| Instrument | Nikkei 225, 4 hours |
| Spread | 10 points |
| Contracts | 1 |
| 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 | 2026-09-24 |
| positionSize Contracts per trade | 1 |
| sarStart SAR first argument | 0.09 |
| sarStep SAR second argument | 0.08 |
| sarLimit SAR maximum | 0.2 |
| rsiPeriod RSI length | 6 |
| rsiEntryLevel RSI entry level | 60 |
| trendPeriod Trend SMA length | 25 |
| stopLossDistance Protective stop in price units | 80 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nikkei 225Best run | 4 hours | 1.44 | 1,644 | 31.33 | 34,841 USD | -3,190 |
| DAX 40 | 4 hours | 1.17 | 1,881 | 38.17 | 10,489 EUR | -2,599 |
| USD/JPY | 4 hours | n/a | 2,080 | 39.52 | 353,390 JPY | -162,510 |
| EUR/USD | Daily | n/a | 745 | 39.46 | 36,892 USD | -27,413 |
| Silver | 4 hours | n/a | 1,848 | 34.15 | 23,967 USD | -13,223 |
| Dow Jones | Daily | n/a | 1,052 | 30.42 | 11,600 EUR | -3,792 |
| GBP/USD | Daily | n/a | 797 | 41.78 | 9,886 USD | -6,783 |
| Nasdaq 100 | 4 hours | n/a | 1,997 | 35.50 | 8,381 EUR | -2,586 |
| Nikkei 225 | Daily | n/a | 393 | 16.03 | 4,850 USD | -3,605 |
| Nasdaq 100 | Daily | n/a | 769 | 33.81 | 2,942 EUR | -2,584 |
| Gold | 4 hours | n/a | 1,825 | 38.25 | 2,055 EUR | -757 |
| Gold | Daily | n/a | 796 | 37.31 | 1,494 EUR | -670 |
Charts
Above 1.0 made money, below 1.0 lost money.
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // Rock Climber // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: 4 hours // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade sarStart = 0.09 // Parabolic SAR first argument sarStep = 0.08 // Parabolic SAR second argument sarLimit = 0.2 // Parabolic SAR maximum acceleration rsiPeriod = 6 // RSI length rsiEntryLevel = 60 // buy when RSI crosses above this trendPeriod = 25 // close must be above this SMA stopLossDistance = 80 // protective stop, in price units // --- Indicators --- sarValue = SAR[sarStart, sarStep, sarLimit] // Heikin Ashi candle built from TotalPrice. IF BarIndex = 0 THEN haClose = TotalPrice haOpen = open ELSE haClose = TotalPrice haOpen = (haOpen[1] + haClose[1]) / 2 ENDIF haHigh = Max(high, Max(haOpen, haClose)) haLow = Min(low, Min(haOpen, haClose)) rsiValue = RSI[rsiPeriod](close) trendMA = Average[trendPeriod](close)
18 more lines: the entry and exit rules.
Read this first
Questions
Yes, it uses RSI, SMA, Heikin Ashi and Parabolic SAR, all available in ProOrder. The rewrite is not compile checked yet.
Eleven runs on DAX 40, USD/JPY, EUR/USD, Silver, Dow Jones, GBP/USD, Nasdaq 100, Nikkei 225 and Gold were all profitable. Nikkei 225 4 hours was best at USD 34,840.6 over 1,644 trades.
The best run had a max drawdown of USD 3,189.8. USD/JPY 4 hours reached JPY 162,510.
RSI(6) on 4 hour bars catches multi day pushes without the noise of short intraday bars. Most tests use 4 hours or Daily.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
