RSI Kiss buys when RSI(14) falls below 30 and sells short when it rises above 70. Longs close once RSI reaches 60, shorts once it drops to 40, and an opposite signal reverses the trade.
Best run of 10. FTSE 100, 15 min, spread 2, from run sweeps:2026-09-25-FTSE100-15m-opt.tsv:2.
| Period | Up to 2026-09-25 |
| Instrument | FTSE 100, 15 minutes |
| Spread | 2 points |
| Contracts | 1 |
| 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 | 2026-09-25 |
| positionSize Contracts per trade | 1 |
| rsiPeriod RSI length | 14 |
| oversoldLevel Buy below this RSI level | 30 |
| overboughtLevel Sell short above this RSI level | 70 |
| longExitLevel Close longs at or above this RSI level | 60 |
| shortExitLevel Close shorts at or below this RSI level | 40 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| FTSE 100Best run | 15 min | n/a | 2,362 | 65.50 | 2,688 EUR | -2,216 |
| EUR/USD | 15 min | n/a | 2,290 | 63.49 | 45,451 USD | -27,782 |
| EUR/USD | 10 min | n/a | 2,247 | 63.82 | 41,955 USD | -27,877 |
| Dow Jones | Daily | n/a | 166 | 68.67 | 29,431 EUR | -9,548 |
| Nikkei 225 | 4 hours | n/a | 331 | 64.35 | 19,852 USD | -12,141 |
| Silver | 1 min | n/a | 2,011 | 66.88 | 10,112 USD | -6,058 |
| FTSE 100 | Daily | n/a | 127 | 61.42 | 5,444 EUR | -3,863 |
| FTSE 100 | 1 hour | n/a | 1,394 | 65.49 | 4,527 EUR | -2,169 |
| Dow Jones | 1 min | n/a | 2,103 | 64.62 | 4,250 EUR | -3,089 |
| FTSE 100 | 10 min | n/a | 2,301 | 64.93 | 1,838 EUR | -1,258 |
Charts
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // RSI Kiss // ProRealAlgos Strategy Library | prorealalgos.com // Type: Mean reversion // Direction: Long & short // Timeframe tested: 15 minutes // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade rsiPeriod = 14 // RSI length oversoldLevel = 30 // buy below this overboughtLevel = 70 // sell short above this longExitLevel = 60 // close longs at or above this shortExitLevel = 40 // close shorts at or below this // --- Indicators --- rsiValue = RSI[rsiPeriod](close)
25 more lines: the entry and exit rules.
Read this first
Questions
Yes. Entries, RSI exits and reversals are automated. Since there is no stop, add your own risk limit.
FTSE 100 15 minutes made 2,688.30 EUR over 2362 trades. Other runs covered EUR/USD, Dow Jones, Nikkei 225, Silver and FTSE 100 on several timeframes, all positive in the table.
With 1 contract and a 2 point spread, the FTSE 100 15 minute run had a max drawdown of 2,216.10 EUR.
RSI(14) on 15 minutes reaches 30 or 70 several times a week on FTSE 100, giving enough trades to judge the idea. It was also run from 1 minute up to Daily.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
