Strategies / Mean reversion / RSI Dip Moving Average Cross

RSI Dip Moving Average Cross

Buys when RSI(14) is below 40 and falls more than 3 points in one bar as the 50-period SMA crosses below the 100-period SMA. Closes the long when RSI(14) is above 65 and the 9-period SMA crosses above the 50-period SMA.

Mean reversionLong onlyIntradayFTSE 1003 min

n/aProfit factor

1,821Net profit EUR

67.67%Win rate

133Trades

-538Max drawdown

13.69Avg trade

Best run of 45. FTSE 100, 3 min, spread 2, from run sweeps:2026-10-11-FTSE100-3m-opt.tsv:7.

Entry rules, long

RSI(14) is below 40.
RSI(14) has fallen more than 3 points from the previous bar.

Exit rules

No stop loss or profit target is set.

Test conditions

Period	Up to 2026-10-11
Instrument	FTSE 100, 3 minutes
Spread	2 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
FTSE 100Best run	3 min	n/a	133	67.67	1,821 EUR	-538
USD/JPY	4 hours	n/a	19	57.89	405,610 USD	-132,800
USD/JPY	30 min	n/a	99	60.61	274,890 USD	-129,470
Nikkei 225	15 min	n/a	118	67.80	25,519 USD	-3,928
Nikkei 225	4 hours	n/a	15	66.67	18,647 USD	-9,552
Nikkei 225	30 min	n/a	96	65.62	17,030 USD	-5,252
Dow Jones	Daily	n/a	9	100.00	16,730 EUR	-5,036
Nasdaq 100	Daily	n/a	2	100.00	13,478 EUR	-5,520
Nasdaq 100	4 hours	n/a	14	85.71	12,946 EUR	-2,636
DAX 40	Daily	n/a	6	50.00	11,168 EUR	-4,293
Nikkei 225	2 min	n/a	94	62.77	11,022 USD	-6,720
Silver	Daily	n/a	9	33.33	10,700 USD	-7,310
GBP/USD	Daily	n/a	8	62.50	9,085 USD	-2,980
Nikkei 225	1 hour	n/a	53	58.49	8,104 USD	-7,172
Silver	15 min	n/a	94	58.51	7,271 USD	-5,261
Dow Jones	1 hour	n/a	22	72.73	6,932 EUR	-4,430
US Crude Oil	5 min	n/a	102	71.57	6,357 EUR	-3,396
DAX 40	30 min	n/a	110	70.91	6,257 EUR	-3,649
Brent Crude	3 min	n/a	114	65.79	5,857 EUR	-1,707
Nasdaq 100	1 hour	n/a	78	70.51	5,810 EUR	-3,460
US Crude Oil	4 hours	n/a	13	69.23	5,275 EUR	-2,571
Dow Jones	5 min	n/a	118	64.41	4,380 EUR	-4,061
Nasdaq 100	15 min	n/a	129	62.79	4,312 EUR	-3,681
US Crude Oil	10 min	n/a	113	69.91	3,895 EUR	-2,389
US Crude Oil	30 min	n/a	96	62.50	3,654 EUR	-2,270
Nasdaq 100	3 min	n/a	108	67.59	3,176 EUR	-2,018
DAX 40	1 min	n/a	112	72.32	2,870 EUR	-856
FTSE 100	Daily	n/a	7	85.71	2,501 EUR	-2,127
FTSE 100	15 min	n/a	116	62.93	2,379 EUR	-1,459
Brent Crude	2 min	n/a	108	61.11	2,360 EUR	-1,334
Brent Crude	4 hours	n/a	12	66.67	2,235 EUR	-2,185
FTSE 100	30 min	n/a	123	64.23	1,848 EUR	-1,368
US Crude Oil	3 min	n/a	103	55.34	1,429 EUR	-1,259
S&P 500	5 min	n/a	116	65.52	1,312 EUR	-542
S&P 500	1 hour	n/a	69	65.22	1,278 EUR	-1,128
S&P 500	10 min	n/a	117	61.54	1,275 EUR	-866
Gold	30 min	n/a	111	59.46	1,112 EUR	-475
FTSE 100	5 min	n/a	115	59.13	1,063 EUR	-426
FTSE 100	10 min	n/a	120	68.33	1,059 EUR	-667
Gold	5 min	n/a	99	71.72	1,035 EUR	-269
S&P 500	2 min	n/a	114	64.91	771 EUR	-382
Gold	1 hour	n/a	63	61.90	693 EUR	-606
FTSE 100	1 min	n/a	103	66.99	650 EUR	-240
S&P 500	1 min	n/a	104	62.50	520 EUR	-209
GBP/USD	2 min	n/a	112	65.18	425 USD	-283

Charts

Results by run

Top 10 of 45 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Dip Moving Average Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
smaa = Average[50](close)
smab = Average[100](close)
smac = Average[9](close)

10 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

RSISMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run RSI Dip Moving Average Cross 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 45 market and timeframe combinations. The best run by trade count was FTSE 100, 3 minutes, with 133 trades.

How large was the drawdown?

The best run had a maximum drawdown of 538 EUR at the tested position size, against a net result of 1,821 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

DAX Survivor

Best run on the same market, FTSE 100.

1.17 PF · 1,514 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 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.com Stats Docs