Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Momentum / RSI Fifty Cross With ATR Filter

RSI Fifty Cross With ATR Filter

The strategy buys when RSI(14) crosses above 50 with the close above the 200-period EMA and ATR above its 20-period average. It sells short on the mirror RSI cross below 50, and closes a trade when the close moves back through the 50-period EMA.

MomentumLong & shortSwingNikkei 225Daily
1.64Profit factor
33,126Net profit USD
29.13%Win rate
206Trades
-8,267Max drawdown
161Avg trade

Best run of 9. Nikkei 225, Daily, spread 10, from run pf:2026-10-05-NIKKEI-D.tsv:8.

Entry rules, long

  1. The close is above the 200-period EMA
  3. The 14-period ATR is above its 20-period average

Entry rules, short

  1. The close is below the 200-period EMA
  3. The 14-period ATR is above its 20-period average

Exit rules

  2. A short is closed when the close rises above the 50-period EMA, unless a reversal entry fires
  3. An opposite entry reverses the position

Test conditions

PeriodUp to 2026-10-05
InstrumentNikkei 225, Daily
Spread10 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best runDaily1.64 20629.1333,126 USD-8,267
USD/JPYDailyn/a 27928.321,586,530 USD-512,200
USD/JPY1 hourn/a 2,67124.63320,040 USD-223,360
Dow JonesDailyn/a 28732.4017,557 EUR-6,455
DAX 40Dailyn/a 31829.259,336 EUR-4,774
Nasdaq 100Dailyn/a 25429.538,981 EUR-4,116
US Crude Oil4 hoursn/a 51126.428,630 EUR-4,151
S&P 500Dailyn/a 33428.142,440 EUR-841
Gold4 hoursn/a 56828.871,651 EUR-782

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Fifty Cross With ATR Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ematrend = ExponentialAverage[200](close)
emaexit = ExponentialAverage[50](close)
myRsi = RSI[14](close)
myAtr = AverageTrueRange[14](close)
atrsma = Average[20](myAtr)

24 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

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

Nikkei 225 had no history beyond the standard run, so both runs used 11,000 bars.

Nikkei 225 · Daily

Bars available11,000
Net, standard 200,000-bar run33,125.50 USD
Net, long run33,125.50 USD
Net on the older data alone0.00 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 Fifty Cross With ATR Filter 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 9 market and timeframe combinations. The best run was Nikkei 225, Daily, with a profit factor of 1.64 over 206 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,267 USD at the tested position size, against a net result of 33,126 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

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

Stochastic Reversal With Psychological Line

Also a momentum strategy.

1.63 PF · 367 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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