Strategies / Mean reversion / RSI Midline Bollinger Band Cross

RSI Midline Bollinger Band Cross

Buys 1 contract when the 6 period RSI crosses up through 50 while the close crosses above the lower Bollinger Band. Sells the long when the RSI crosses down through 50 while the close crosses above the upper band.

Mean reversionLong onlyIntradayUSD/JPY30 min

n/aProfit factor

765,030Net profit USD

100.00%Win rate

1Trades

-260,990Max drawdown

765,030Avg trade

Best run of 67. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-04-USDJPY-30m-opt.tsv:32.

Entry rules, long

The 6 period RSI moves from below 50 to 50 or above on this bar.

Exit rules

The 6 period RSI moves from above 50 to 50 or below on this bar.

Test conditions

Period	Up to 2026-10-04
Instrument	USD/JPY, 30 minutes
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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	30 min	n/a	1	100.00	765,030 USD	-260,990
USD/JPY	4 hours	n/a	1	100.00	515,500 USD	-483,860
USD/JPY	1 hour	n/a	1	100.00	514,510 USD	-484,160
USD/JPY	10 min	n/a	1	100.00	484,300 USD	-246,630
USD/JPY	15 min	n/a	1	100.00	456,230 USD	-245,400
Nikkei 225	1 hour	n/a	1	100.00	60,898 USD	-12,691
Nikkei 225	4 hours	n/a	1	100.00	60,377 USD	-11,811
Nikkei 225	30 min	n/a	1	100.00	60,203 USD	-12,879
Dow Jones	Daily	n/a	1	100.00	50,114 EUR	-11,142
Nikkei 225	15 min	n/a	1	100.00	47,453 USD	-13,076
Nikkei 225	Daily	n/a	1	100.00	42,347 USD	-20,137
Nikkei 225	10 min	n/a	1	100.00	40,385 USD	-12,992
Nikkei 225	5 min	n/a	1	100.00	33,973 USD	-13,126
Dow Jones	4 hours	n/a	1	100.00	31,589 EUR	-8,258
Nasdaq 100	Daily	n/a	1	100.00	30,419 EUR	-5,914
Nikkei 225	3 min	n/a	1	100.00	30,323 USD	-13,081
Nasdaq 100	4 hours	n/a	1	100.00	29,264 EUR	-5,975
Nasdaq 100	1 hour	n/a	1	100.00	29,147 EUR	-6,233
Nasdaq 100	30 min	n/a	1	100.00	28,790 EUR	-6,277
Nikkei 225	2 min	n/a	1	100.00	27,452 USD	-13,121
Dow Jones	1 hour	n/a	1	100.00	24,570 EUR	-8,876
DAX 40	Daily	n/a	1	100.00	24,534 EUR	-5,862
Nasdaq 100	15 min	n/a	1	100.00	23,355 EUR	-6,288
Dow Jones	15 min	n/a	1	100.00	22,640 EUR	-11,342
Dow Jones	30 min	n/a	1	100.00	21,900 EUR	-11,222
DAX 40	30 min	n/a	1	100.00	19,643 EUR	-5,810
DAX 40	1 hour	n/a	1	100.00	19,574 EUR	-5,810
DAX 40	4 hours	n/a	1	100.00	18,646 EUR	-5,779
Dow Jones	10 min	n/a	1	100.00	17,226 EUR	-8,394
Nasdaq 100	10 min	n/a	1	100.00	16,832 EUR	-6,298
Nikkei 225	1 min	n/a	1	100.00	16,218 USD	-13,148
Nasdaq 100	5 min	n/a	1	100.00	14,006 EUR	-5,875
Dow Jones	5 min	n/a	1	100.00	13,580 EUR	-8,419
DAX 40	15 min	n/a	1	100.00	12,773 EUR	-5,814
DAX 40	10 min	n/a	1	100.00	10,034 EUR	-4,474
FTSE 100	Daily	n/a	1	100.00	8,803 EUR	-3,643
Nasdaq 100	3 min	n/a	1	100.00	8,679 EUR	-5,834
DAX 40	5 min	n/a	1	100.00	8,595 EUR	-4,463
S&P 500	Daily	n/a	1	100.00	7,590 EUR	-1,238
Nasdaq 100	2 min	n/a	1	100.00	7,440 EUR	-3,756
Nasdaq 100	1 min	n/a	1	100.00	6,603 EUR	-3,760
S&P 500	30 min	n/a	1	100.00	6,545 EUR	-1,319
S&P 500	1 hour	n/a	1	100.00	6,427 EUR	-1,317
S&P 500	4 hours	n/a	1	100.00	6,252 EUR	-1,298
Dow Jones	2 min	n/a	1	100.00	5,703 EUR	-5,676
FTSE 100	4 hours	n/a	1	100.00	5,623 EUR	-3,319
FTSE 100	1 hour	n/a	1	100.00	5,557 EUR	-3,326
FTSE 100	30 min	n/a	1	100.00	5,085 EUR	-3,080
Dow Jones	1 min	n/a	1	100.00	5,016 EUR	-4,166
S&P 500	15 min	n/a	1	100.00	4,916 EUR	-1,319
Gold	Daily	n/a	1	100.00	4,063 EUR	-1,534
Gold	4 hours	n/a	1	100.00	3,560 EUR	-1,586
FTSE 100	10 min	n/a	1	100.00	3,551 EUR	-1,320
S&P 500	10 min	n/a	1	100.00	3,537 EUR	-1,323
Gold	1 hour	n/a	1	100.00	3,535 EUR	-1,599
Gold	30 min	n/a	1	100.00	3,029 EUR	-1,624
S&P 500	5 min	n/a	1	100.00	2,938 EUR	-1,332
FTSE 100	5 min	n/a	1	100.00	2,872 EUR	-1,320
Gold	15 min	n/a	1	100.00	2,800 EUR	-1,628
Gold	10 min	n/a	1	100.00	2,310 EUR	-1,629
DAX 40	1 min	n/a	1	100.00	2,149 EUR	-1,782
Gold	5 min	n/a	1	100.00	2,115 EUR	-1,631
FTSE 100	3 min	n/a	1	100.00	1,755 EUR	-1,372
S&P 500	3 min	n/a	1	100.00	1,614 EUR	-1,338
FTSE 100	2 min	n/a	1	100.00	1,299 EUR	-1,265
S&P 500	2 min	n/a	1	100.00	1,267 EUR	-699
S&P 500	1 min	n/a	1	100.00	1,053 EUR	-396

Charts

Results by run

Top 10 of 67 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Midline Bollinger Band Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[6](close)
mid = Average[200](close)
sd = STD[200](close)
upper = mid + 2 * sd
lower = mid - 2 * sd

13 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

Bollinger BandsRSIStandard Deviation

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 1 trades, which is a small sample to judge it on.
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 Midline Bollinger Band 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 67 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 1 trades.

How large was the drawdown?

The best run had a maximum drawdown of 260,990 USD at the tested position size, against a net result of 765,030 USD.

Does it trade long, short or both?

It only takes long trades.

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

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 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