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Strategies / Mean reversion / RSI 20 80 Time Stop

RSI 20 80 Time Stop

Goes long when the 14 period RSI falls below 20 and short when it rises above 80. Each position closes when the RSI moves back past its threshold or after more than 5 bars since the RSI crossed the level.

Mean reversionLong & shortSwingSilver1 hour
15.54Profit factor
549,717Net profit USD
50.72%Win rate
836Trades
-20,178Max drawdown
658Avg trade

Best run of 10. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:21.

Entry rules, long

  1. The 14 period RSI is below 20 and no long is open

Entry rules, short

  1. The 14 period RSI is above 80 and no short is open

Exit rules

  2. More than 5 bars pass since the RSI crossed under 20, which closes the long
  3. The RSI falls below 80 and closes the short
  4. More than 5 bars pass since the RSI crossed over 80, which closes the short

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 1 hour
Spread2 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
SilverBest run1 hour15.54 83650.72549,717 USD-20,178
EUR/USDDailyn/a 5474.0737,872 USD-4,072
EUR/USD30 minn/a 1,00661.2314,930 USD-10,007
SilverDailyn/a 7163.3813,079 USD-8,976
Nikkei 225Dailyn/a 6163.9310,984 USD-2,735
US Crude OilDailyn/a 3778.384,743 EUR-406
Brent Crude4 hoursn/a 8078.752,072 EUR-770
Nasdaq 100Dailyn/a 5550.911,661 EUR-857
FTSE 100Dailyn/a 3876.321,427 EUR-338
S&P 500Dailyn/a 5750.88808 EUR-86.67

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI 20 80 Time Stop
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE bsdn = -1
ONCE bsup = -1

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

RSI
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 RSI 20 80 Time Stop 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 10 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 15.54 over 836 trades.

How large was the drawdown?

The best run had a maximum drawdown of 20,178 USD at the tested position size, against a net result of 549,716 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Fair Value Gap RSI Reversion

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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