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Strategies / Trend / RSI Midline Trend Following

RSI Midline Trend Following

Buys when RSI(14) crosses above 50 while still below 70 and the close is above its 50-period SMA. Closes the long when RSI(14) crosses below 45 or the close crosses below the SMA.

TrendLong onlyIntradayDAX 4030 min
n/aProfit factor
6,823Net profit EUR
23.95%Win rate
4,780Trades
-3,236Max drawdown
1.43Avg trade

Best run of 23. DAX 40, 30 min, spread 3, from run sweeps:2026-10-12-DAX40-30m-opt.tsv:17.

Entry rules, long

  2. The close is above the 50-period SMA on the same bar.
  3. A buy is taken only when no long position is open.

Exit rules

  1. RSI(14) crosses under 45.

Test conditions

PeriodUp to 2026-10-12
InstrumentDAX 40, 30 minutes
Spread3 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run30 minn/a 4,78023.956,823 EUR-3,236
USD/JPYDailyn/a 34024.71609,930 USD-509,900
USD/JPY1 hourn/a 3,12423.78490,970 USD-163,610
USD/JPY30 minn/a 4,68822.35379,880 USD-289,520
USD/JPY4 hoursn/a 82424.88219,620 USD-213,810
EUR/USDDailyn/a 26125.2990,682 USD-39,394
EUR/USD4 hoursn/a 99523.9246,214 USD-37,022
SilverDailyn/a 26624.4437,619 USD-23,162
Nikkei 225Dailyn/a 27527.6437,027 USD-10,304
Nikkei 2254 hoursn/a 60225.4222,773 USD-9,026
Silver4 hoursn/a 72222.9920,977 USD-17,636
Dow JonesDailyn/a 33330.0318,661 EUR-5,875
Nikkei 2251 hourn/a 2,24622.6613,270 USD-11,207
Brent CrudeDailyn/a 13129.7711,704 EUR-4,071
Nasdaq 100Dailyn/a 27128.7810,225 EUR-5,127
DAX 404 hoursn/a 72927.167,980 EUR-3,819
Nasdaq 1004 hoursn/a 70426.566,195 EUR-3,551
Nasdaq 1001 hourn/a 2,77124.545,522 EUR-3,582
US Crude OilDailyn/a 27628.995,319 EUR-4,278
DAX 40Dailyn/a 34626.594,842 EUR-4,127
GoldDailyn/a 33027.582,938 EUR-809
Gold4 hoursn/a 67126.832,465 EUR-720
S&P 500Dailyn/a 35827.091,707 EUR-866

Charts

Results by run

Top 10 of 23 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Midline Trend Following
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

sma = Average[50](close)
myRsi = RSI[14](close)

11 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

RSISMA
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 Midline Trend Following 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 23 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 4,780 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,236 EUR at the tested position size, against a net result of 6,823 EUR.

Does it trade long, short or both?

It only takes long 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