Strategies / Momentum / RSI MACD Histogram Filter

RSI MACD Histogram Filter

Buys 1 contract when the 14 period RSI is below 30 and the MACD line is above its signal line. Sells the long when the RSI is above 70 and the MACD line is below its signal line.

MomentumLong onlyIntradayNasdaq 10030 min

n/aProfit factor

11,363Net profit EUR

71.84%Win rate

103Trades

-4,266Max drawdown

110Avg trade

Best run of 57. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-03-NAS100-30m-opt.tsv:63.

Entry rules, long

The MACD line (24, 52, 18) is above its 18 period EMA signal line.

Exit rules

The MACD line is below its 18 period EMA signal line, closing the long.

Test conditions

Period	Up to 2026-10-03
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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	n/a	103	71.84	11,363 EUR	-4,266
USD/JPY	15 min	n/a	70	68.57	289,460 USD	-208,960
USD/JPY	30 min	n/a	61	81.97	221,970 USD	-215,180
USD/JPY	2 min	n/a	29	58.62	71,110 USD	-51,940
Nikkei 225	30 min	n/a	62	69.35	41,035 USD	-10,763
Nikkei 225	10 min	n/a	75	68.00	24,581 USD	-10,943
Nikkei 225	3 min	n/a	58	68.97	20,929 USD	-6,320
Nikkei 225	1 hour	n/a	23	69.57	20,329 USD	-7,886
Nikkei 225	15 min	n/a	83	65.06	19,360 USD	-11,671
Nikkei 225	5 min	n/a	58	68.97	17,721 USD	-12,448
Silver	3 min	n/a	36	69.44	15,685 USD	-14,241
Dow Jones	1 hour	n/a	20	70.00	15,298 EUR	-9,535
Silver	Daily	n/a	2	50.00	14,909 USD	-7,543
Dow Jones	5 min	n/a	50	74.00	14,362 EUR	-4,428
Nikkei 225	2 min	n/a	56	62.50	14,322 USD	-7,125
Dow Jones	15 min	n/a	71	69.01	12,452 EUR	-10,360
Nasdaq 100	1 hour	n/a	49	83.67	11,747 EUR	-3,772
Dow Jones	3 min	n/a	47	72.34	10,635 EUR	-6,240
Silver	4 hours	n/a	12	66.67	10,366 USD	-7,924
Nasdaq 100	5 min	n/a	68	73.53	10,251 EUR	-6,454
Nikkei 225	4 hours	n/a	4	100.00	10,214 USD	-5,032
Brent Crude	4 hours	n/a	6	100.00	10,097 EUR	-4,261
Nasdaq 100	10 min	n/a	89	67.42	9,135 EUR	-4,882
Nasdaq 100	15 min	n/a	102	66.67	8,949 EUR	-5,071
DAX 40	30 min	n/a	91	69.23	8,247 EUR	-4,993
Brent Crude	Daily	n/a	3	100.00	7,646 EUR	-4,139
Dow Jones	10 min	n/a	70	61.43	7,259 EUR	-6,550
Nasdaq 100	2 min	n/a	46	69.57	6,263 EUR	-2,277
DAX 40	10 min	n/a	61	60.66	6,251 EUR	-3,013
Nasdaq 100	3 min	n/a	54	61.11	6,116 EUR	-4,610
Dow Jones	2 min	n/a	43	55.81	6,001 EUR	-3,520
Brent Crude	10 min	n/a	68	64.71	5,414 EUR	-4,707
Brent Crude	5 min	n/a	65	69.23	5,099 EUR	-2,098
Brent Crude	3 min	n/a	57	54.39	4,948 EUR	-2,319
Dow Jones	4 hours	n/a	2	100.00	4,884 EUR	-3,592
Gold	Daily	n/a	2	100.00	4,189 EUR	-857
FTSE 100	1 hour	n/a	36	80.56	4,172 EUR	-3,135
US Crude Oil	10 min	n/a	74	60.81	3,942 EUR	-3,204
FTSE 100	30 min	n/a	74	75.68	3,825 EUR	-2,600
S&P 500	30 min	n/a	81	77.78	3,605 EUR	-1,063
US Crude Oil	2 min	n/a	36	52.78	3,432 EUR	-2,616
US Crude Oil	1 min	n/a	31	51.61	3,351 EUR	-1,479
Nasdaq 100	4 hours	n/a	8	87.50	3,262 EUR	-2,995
Gold	15 min	n/a	63	69.84	3,222 EUR	-735
S&P 500	15 min	n/a	86	70.93	2,698 EUR	-1,124
Nasdaq 100	1 min	n/a	37	64.86	2,640 EUR	-1,874
FTSE 100	10 min	n/a	65	67.69	2,527 EUR	-929
S&P 500	1 hour	n/a	43	79.07	2,386 EUR	-1,058
S&P 500	5 min	n/a	50	66.00	2,317 EUR	-896
FTSE 100	5 min	n/a	48	75.00	1,610 EUR	-1,605
Gold	10 min	n/a	53	58.49	1,209 EUR	-501
S&P 500	10 min	n/a	67	61.19	1,161 EUR	-1,140
S&P 500	3 min	n/a	39	76.92	1,106 EUR	-850
S&P 500	2 min	n/a	37	72.97	1,054 EUR	-442
FTSE 100	1 min	n/a	38	68.42	809 EUR	-495
Gold	1 hour	n/a	46	78.26	774 EUR	-380
S&P 500	1 min	n/a	21	71.43	338 EUR	-315

Charts

Results by run

Top 10 of 57 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI MACD Histogram Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = MACDLine[24,52,18](close)
signal = ExponentialAverage[18](myMacd)
myRsi = RSI[14](close)

9 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

EMAMACDRSI

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
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 MACD Histogram 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 57 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 103 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,266 EUR at the tested position size, against a net result of 11,362 EUR.

Does it trade long, short or both?

It only takes long trades.

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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