Strategies / Mean reversion / RSI And CCI Oversold Reversal

RSI And CCI Oversold Reversal

Buys when the 14 period RSI is below 30 and the 14 period CCI is below -100 at the same time. Closes the long when RSI rises above 70 and CCI rises above 100.

Mean reversionLong onlySwingNikkei 2254 hours

3.01Profit factor

51,299Net profit USD

75.00%Win rate

120Trades

-9,360Max drawdown

427Avg trade

Best run of 39. Nikkei 225, 4 hours, spread 10, from run pf:2026-10-04-NIKKEI-4h.tsv:4.

Entry rules, long

CCI (14) is below -100.
Entries are only checked after bar 40.

Exit rules

RSI (14) is above 70 and CCI (14) is above 100, closing the long.

Test conditions

Period	Up to 2026-10-04
Instrument	Nikkei 225, 4 hours
Spread	10 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nikkei 225Best run	4 hours	3.01	120	75.00	51,299 USD	-9,360
Nasdaq 100	4 hours	2.84	161	76.40	18,391 EUR	-4,546
FTSE 100	10 min	1.32	767	68.06	4,431 EUR	-1,049
USD/JPY	1 hour	n/a	583	63.81	316,830 USD	-229,030
Dow Jones	Daily	n/a	56	80.36	48,604 EUR	-8,988
EUR/USD	10 min	n/a	733	62.62	32,920 USD	-10,666
Nikkei 225	1 hour	n/a	417	66.67	27,577 USD	-9,373
Nikkei 225	15 min	n/a	816	64.83	27,423 USD	-13,655
Nikkei 225	30 min	n/a	801	65.79	23,099 USD	-9,953
DAX 40	Daily	n/a	60	71.67	18,642 EUR	-4,933
Nikkei 225	10 min	n/a	809	65.14	17,136 USD	-10,426
Dow Jones	1 hour	n/a	194	71.65	15,997 EUR	-9,943
DAX 40	4 hours	n/a	142	71.13	14,979 EUR	-5,393
Silver	Daily	n/a	51	70.59	12,999 USD	-8,384
Nasdaq 100	Daily	n/a	42	83.33	12,501 EUR	-4,231
Dow Jones	30 min	n/a	351	67.52	12,034 EUR	-8,593
DAX 40	1 hour	n/a	503	67.20	9,841 EUR	-6,007
Dow Jones	15 min	n/a	660	66.36	9,578 EUR	-8,514
Dow Jones	10 min	n/a	794	66.12	9,458 EUR	-6,903
FTSE 100	Daily	n/a	38	84.21	8,517 EUR	-3,190
Nasdaq 100	15 min	n/a	826	64.89	8,503 EUR	-5,841
Nasdaq 100	1 hour	n/a	553	67.81	7,917 EUR	-6,981
Dow Jones	1 min	n/a	682	66.57	6,704 EUR	-3,230
DAX 40	30 min	n/a	832	65.26	5,993 EUR	-4,716
FTSE 100	1 hour	n/a	466	68.45	5,269 EUR	-2,663
DAX 40	10 min	n/a	783	66.03	5,197 EUR	-3,534
FTSE 100	4 hours	n/a	118	70.34	4,929 EUR	-2,806
S&P 500	4 hours	n/a	141	74.47	3,604 EUR	-1,298
FTSE 100	5 min	n/a	819	67.52	3,519 EUR	-911
FTSE 100	30 min	n/a	788	66.62	3,347 EUR	-2,872
S&P 500	Daily	n/a	53	79.25	3,327 EUR	-955
S&P 500	30 min	n/a	792	67.05	3,172 EUR	-1,062
FTSE 100	15 min	n/a	767	66.62	2,877 EUR	-2,672
S&P 500	1 hour	n/a	554	68.95	2,862 EUR	-1,398
S&P 500	10 min	n/a	791	66.12	1,888 EUR	-1,076
S&P 500	15 min	n/a	785	66.37	1,330 EUR	-1,155
Gold	4 hours	n/a	139	58.99	1,296 EUR	-744
GBP/USD	5 min	n/a	739	64.68	1,174 USD	-791
S&P 500	1 min	n/a	608	66.28	716 EUR	-343

Charts

Results by run

Top 10 of 39 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

// ==============================================================
// RSI And CCI Oversold Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
tp = (high + low + close) / 3
sma = Average[14](tp)
devsum = 0
FOR myK = 0 TO 13 DO
    devsum = devsum + ABS(tp[myK] - sma)
NEXT
myCci = 0

12 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

RSICCISMA

Longer historyRe-run on up to 1,000,000 barsNikkei 225 · 4 hours · older data 0.00 USD

Nikkei 225 had no history beyond the standard run, so both runs used 22,000 bars.

Nikkei 225 · 4 hours

Bars available	22,000
Net, standard 200,000-bar run	51,298.70 USD
Net, long run	51,298.70 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 RSI And CCI Oversold Reversal 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 39 market and timeframe combinations. The best run was Nikkei 225, 4 hours, with a profit factor of 3.01 over 120 trades.

How large was the drawdown?

The best run had a maximum drawdown of 9,360 USD at the tested position size, against a net result of 51,299 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

RSI Zone Reversal

Also a mean reversion strategy.

3.00 PF · 120 trades

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