Strategies / Trend / RSI Index EMA Direction

RSI Index EMA Direction

Buys when the smoothed RSI index first rises above 60 while the 20-period EMA is rising and the close is above the 50-period SMA. Sells short on the mirrored conditions, and any position closes when the EMA direction changes.

TrendLong & shortSwingUSD/JPYDaily

1.38Profit factor

2,439,190Net profit USD

32.39%Win rate

707Trades

-462,920Max drawdown

3,450Avg trade

Best run of 6. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:47.

Entry rules, long

The 20-period EMA is higher than each of its previous 3 values.
The close is above the 50-period SMA.

Entry rules, short

The 20-period EMA is lower than each of its previous 3 values.
The close is below the 50-period SMA.

Exit rules

A short closes when the 20-period EMA direction changes, unless a long signal fires on that bar.

Test conditions

Period	Up to 2026-10-12
Instrument	USD/JPY, Daily
Spread	1 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.38	707	32.39	2,439,190 USD	-462,920
USD/JPY	1 hour	n/a	7,113	31.15	613,280 USD	-256,790
EUR/USD	Daily	n/a	674	35.01	108,072 USD	-55,647
GBP/USD	Daily	n/a	743	34.32	11,848 USD	-10,875
Gold	4 hours	n/a	1,584	33.46	1,931 EUR	-911
Gold	Daily	n/a	730	31.51	1,441 EUR	-874

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Index EMA Direction
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[6](close)
rsindex = ExponentialAverage[3](myRsi)
mamed = ExponentialAverage[20](close)
maslow = Average[50](close)

dir = 0

27 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

EMARSISMA

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 Index EMA Direction 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 6 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.38 over 707 trades.

How large was the drawdown?

The best run had a maximum drawdown of 462,920 USD at the tested position size, against a net result of 2,439,190 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

Ichimoku SSL Trend Hold

Also a trend strategy.

1.38 PF · 908 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