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Strategies / Momentum / RSI MACD Histogram Oscillator Cross

RSI MACD Histogram Oscillator Cross

Buys 1 contract when the MACD histogram is negative, the Awesome Oscillator crosses above zero, and the 16 period RSI is below 45. Sells the long when the histogram is positive, the Awesome Oscillator crosses below zero, and RSI is above 45.

MomentumLong onlyIntradayNikkei 2253 min
n/aProfit factor
10,916Net profit USD
66.67%Win rate
66Trades
-8,153Max drawdown
165Avg trade

Best run of 28. Nikkei 225, 3 min, spread 10, from run sweeps:2026-10-04-NIKKEI-3m-opt.tsv:20.

Entry rules, long

  1. The MACD histogram, MACD (5, 10, 4) minus its 4 period EMA, is below zero.
  3. The 16 period RSI is below 45.

Exit rules

  1. The MACD histogram is above zero.
  3. The 16 period RSI is above 45.

Test conditions

PeriodUp to 2026-10-04
InstrumentNikkei 225, 3 minutes
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best run3 minn/a 6666.6710,916 USD-8,153
Dow Jones1 hourn/a 1872.2211,205 EUR-5,507
Nasdaq 1004 hoursn/a 683.339,887 EUR-3,540
Nikkei 22510 minn/a 5662.509,189 USD-4,200
US Crude OilDailyn/a 366.678,952 EUR-3,837
Nasdaq 1001 hourn/a 2770.377,388 EUR-2,706
Dow Jones15 minn/a 6066.677,261 EUR-3,533
Dow Jones10 minn/a 6460.947,204 EUR-2,353
Silver3 minn/a 4663.046,698 USD-4,492
Nasdaq 10030 minn/a 5773.685,778 EUR-5,655
Nasdaq 10015 minn/a 5267.315,161 EUR-1,748
DAX 4030 minn/a 6567.693,784 EUR-1,706
Nasdaq 1005 minn/a 4965.313,718 EUR-1,304
Nasdaq 1002 minn/a 5158.823,511 EUR-1,055
DAX 4015 minn/a 4967.353,095 EUR-2,651
S&P 50015 minn/a 6369.842,636 EUR-644
FTSE 10030 minn/a 5560.002,487 EUR-1,281
Dow Jones1 minn/a 4860.422,267 EUR-1,063
EUR/USD2 minn/a 5549.092,082 USD-1,630
DAX 403 minn/a 4963.271,738 EUR-989
Dow Jones3 minn/a 4555.561,698 EUR-1,441
DAX 402 minn/a 4165.851,154 EUR-1,089
GBP/USD5 minn/a 6460.94997 USD-287
S&P 5004 hoursn/a 683.33682 EUR-520
Gold4 hoursn/a 875.00678 EUR-256
Gold30 minn/a 6566.15561 EUR-384
FTSE 1002 minn/a 6058.33497 EUR-358
GoldDailyn/a 475.00395 EUR-122

Charts

Results by run

Top 10 of 28 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI MACD Histogram Oscillator Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

hl = (high + low) / 2
ao = Average[5](hl) - Average[34](hl)
myMacd = MACDLine[5,10,4](close)
signal = ExponentialAverage[4](myMacd)
hist = myMacd - signal
myRsi = RSI[16](close)

aoup = 0
aodown = 0

19 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

Awesome OscillatorEMAMACDRSI
Read this firstKnown weaknesses4 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The best run has only 66 trades, which is a small sample to judge it on.
  • The maximum drawdown of 8,153 USD is large next to the net profit of 10,916 USD.
  • 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 Oscillator Cross 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 28 market and timeframe combinations. The best run by trade count was Nikkei 225, 3 minutes, with 66 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,153 USD at the tested position size, against a net result of 10,916 USD.

Does it trade long, short or both?

It only takes long trades.

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

ATR Momentum

Also a momentum strategy.

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