Strategies / Pattern / RSI Divergence With Exit Levels

RSI Divergence With Exit Levels

Buys when a bullish RSI divergence appears with RSI(14) below 35, and sells short on the bearish mirror with RSI above 76. Longs close at RSI 80 and shorts close at RSI 54.1.

PatternLong & shortIntradayNasdaq 10030 min

n/aProfit factor

6,355Net profit EUR

72.26%Win rate

137Trades

-4,324Max drawdown

46.39Avg trade

Best run of 51. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-07-NAS100-30m-opt.tsv:15.

Entry rules, long

The previous pivot must be 5 to 60 bars earlier.
On the confirmation bar, RSI(14) is below 35 and no long is open.

Entry rules, short

The previous pivot must be 5 to 60 bars earlier, RSI(14) is above 76 on the confirmation bar, and no short is open.

Exit rules

A short closes at market when RSI(14) falls to 54.1 or lower.

Test conditions

Period	Up to 2026-10-07
Instrument	Nasdaq 100, 30 minutes
Spread	3 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	n/a	137	72.26	6,355 EUR	-4,324
USD/JPY	4 hours	n/a	21	71.43	253,210 USD	-188,420
USD/JPY	5 min	n/a	89	70.79	140,810 USD	-85,800
EUR/USD	Daily	n/a	8	75.00	51,832 USD	-37,590
EUR/USD	10 min	n/a	102	56.86	26,290 USD	-8,866
EUR/USD	15 min	n/a	102	54.90	25,673 USD	-20,156
Nikkei 225	10 min	n/a	108	63.89	25,275 USD	-7,554
Dow Jones	Daily	n/a	6	83.33	23,153 EUR	-7,942
Nikkei 225	15 min	n/a	122	63.93	22,355 USD	-10,256
Silver	4 hours	n/a	25	88.00	21,840 USD	-7,883
Nikkei 225	5 min	n/a	102	68.63	19,911 USD	-8,869
Silver	30 min	n/a	99	65.66	17,186 USD	-12,192
Nikkei 225	4 hours	n/a	13	84.62	14,135 USD	-7,775
Silver	1 hour	n/a	80	66.25	13,921 USD	-8,176
Dow Jones	15 min	n/a	97	70.10	12,508 EUR	-11,098
Nikkei 225	3 min	n/a	115	65.22	11,846 USD	-7,695
Dow Jones	4 hours	n/a	6	83.33	11,720 EUR	-9,071
Nasdaq 100	4 hours	n/a	22	72.73	10,532 EUR	-4,478
Dow Jones	1 hour	n/a	33	69.70	9,419 EUR	-9,243
DAX 40	1 hour	n/a	73	67.12	8,876 EUR	-5,761
Dow Jones	2 min	n/a	94	68.09	8,722 EUR	-2,399
Nasdaq 100	15 min	n/a	127	70.08	8,510 EUR	-4,337
Nikkei 225	2 min	n/a	108	62.96	8,372 USD	-6,931
DAX 40	Daily	n/a	8	87.50	7,965 EUR	-1,208
DAX 40	4 hours	n/a	15	73.33	7,610 EUR	-5,779
Nasdaq 100	1 hour	n/a	81	72.84	7,557 EUR	-5,940
DAX 40	10 min	n/a	108	70.37	7,208 EUR	-3,785
FTSE 100	Daily	n/a	3	100.00	6,827 EUR	-3,226
DAX 40	30 min	n/a	128	66.41	6,736 EUR	-5,879
Brent Crude	30 min	n/a	76	75.00	6,573 EUR	-4,402
FTSE 100	30 min	n/a	102	73.53	5,805 EUR	-1,853
Silver	Daily	n/a	6	66.67	5,751 USD	-5,040
Nasdaq 100	5 min	n/a	103	62.14	5,049 EUR	-2,909
Nasdaq 100	2 min	n/a	94	62.77	4,621 EUR	-2,062
S&P 500	4 hours	n/a	20	95.00	4,099 EUR	-994
GBP/USD	15 min	n/a	103	64.08	3,371 USD	-1,934
S&P 500	30 min	n/a	115	73.04	2,471 EUR	-1,211
FTSE 100	10 min	n/a	86	67.44	2,343 EUR	-1,372
S&P 500	Daily	n/a	6	100.00	2,238 EUR	-1,190
DAX 40	1 min	n/a	79	65.82	2,020 EUR	-1,043
US Crude Oil	1 min	n/a	77	59.74	1,849 EUR	-1,373
S&P 500	1 hour	n/a	61	70.49	1,701 EUR	-1,211
FTSE 100	5 min	n/a	106	70.75	1,698 EUR	-922
S&P 500	15 min	n/a	124	66.94	1,483 EUR	-1,153
FTSE 100	3 min	n/a	87	64.37	1,292 EUR	-940
Gold	1 hour	n/a	77	67.53	1,283 EUR	-604
Gold	3 min	n/a	80	67.50	780 EUR	-729
Gold	2 min	n/a	72	62.50	712 EUR	-613
FTSE 100	1 min	n/a	91	64.84	592 EUR	-476
S&P 500	1 min	n/a	58	56.90	459 EUR	-203
Nasdaq 100	Daily	n/a	1	100.00	229 EUR	-210

Charts

Results by run

Top 10 of 51 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Divergence With Exit Levels
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastpl = -1
ONCE prevplrsi = 0
ONCE prevpllow = 0
ONCE lastph = -1
ONCE prevphrsi = 0
ONCE prevphhigh = 0

myRsi = RSI[14](close)
rlo = lowest[5](myRsi)
rhi = highest[5](myRsi)

bull = 0
bear = 0

36 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

RSI

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 4,324 EUR is large next to the net profit of 6,355 EUR.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run RSI Divergence With Exit Levels 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 51 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 137 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,324 EUR at the tested position size, against a net result of 6,355 EUR.

Does it trade long, short or both?

It trades both long and short.

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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