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Strategies / Momentum / RSI EMA Crossover Reversal

RSI EMA Crossover Reversal

The strategy trades crossings of a smoothed RSI through the 50 level, reversing any open position in the opposite direction. Each trade uses a stop and target of 0.435%, from the entry price.

MomentumLong & shortIntradayUSD/JPY30 min
n/aProfit factor
268,870Net profit USD
40.94%Win rate
3,547Trades
-189,340Max drawdown
75.80Avg trade

Best run of 3. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-10-USDJPY-30m-opt.tsv:11.

Entry rules, long

  2. Long entries are only taken after the first 70 bars and when no long position is open.

Entry rules, short

  2. Short entries are only taken after the first 70 bars and when no short position is open.

Exit rules

  2. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, 30 minutes
Spread1 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run30 minn/a 3,54740.94268,870 USD-189,340
USD/JPY4 hoursn/a 83551.02147,540 USD-87,770
GBP/USDDailyn/a 28852.431,253 USD-689

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI EMA Crossover Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

longema = ExponentialAverage[20](RSI[10](close))
shortema = ExponentialAverage[30](RSI[30](close))

14 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

RSIEMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 189,340 USD is large next to the net profit of 268,870 USD.

Questions

About this strategy

Can I run RSI EMA Crossover 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 3 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 3,547 trades.

How large was the drawdown?

The best run had a maximum drawdown of 189,340 USD at the tested position size, against a net result of 268,870 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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ATR Momentum

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n/a PF · 15,021 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.comStatsDocs