Strategies / Momentum / RSI Moving Average Crossover Filter

RSI Moving Average Crossover Filter

Buys when the short EMA of RSI(16) is above its 29-period average and the close is above the 8-period EMA. Closes the position when the RSI EMA falls back below its average.

MomentumLong onlySwingGold4 hours

1.38Profit factor

2,899Net profit EUR

40.55%Win rate

794Trades

-728Max drawdown

3.65Avg trade

Best run of 21. Gold, 4 hours, spread 0.6, from run pf:2026-10-12-GOLD-4h.tsv:3.

Entry rules, long

The close is above the 8-period EMA of the close.
A buy is taken only when no long position is open.

Exit rules

The 12-period EMA of RSI(16) drops below the 29-period SMA of RSI(16).

Test conditions

Period	Up to 2026-10-12
Instrument	Gold, 4 hours
Spread	0.6 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
GoldBest run	4 hours	1.38	794	40.55	2,899 EUR	-728
Gold	1 hour	1.34	2,862	40.36	4,852 EUR	-461
Nasdaq 100	1 hour	1.18	2,968	39.96	16,468 EUR	-2,793
USD/JPY	1 hour	1.16	3,427	39.77	1,029,260 USD	-169,830
USD/JPY	Daily	n/a	331	44.11	800,420 USD	-500,800
USD/JPY	30 min	n/a	4,940	38.18	311,600 USD	-290,330
Silver	4 hours	n/a	782	39.13	32,297 USD	-12,245
Nikkei 225	4 hours	n/a	662	41.99	29,325 USD	-9,892
Nikkei 225	1 hour	n/a	2,395	39.67	27,714 USD	-7,827
Dow Jones	Daily	n/a	391	44.76	26,938 EUR	-7,752
DAX 40	1 hour	n/a	2,709	40.72	16,707 EUR	-5,044
Nikkei 225	Daily	n/a	302	43.38	15,248 USD	-14,706
Nasdaq 100	4 hours	n/a	807	41.76	13,770 EUR	-4,203
DAX 40	Daily	n/a	374	47.33	12,616 EUR	-4,387
Dow Jones	1 hour	n/a	994	42.25	11,422 EUR	-10,108
DAX 40	4 hours	n/a	759	42.42	9,281 EUR	-4,306
Dow Jones	4 hours	n/a	268	42.16	9,090 EUR	-7,910
S&P 500	Daily	n/a	384	43.23	2,889 EUR	-1,304
Gold	Daily	n/a	340	41.76	2,653 EUR	-1,524
S&P 500	4 hours	n/a	829	43.18	1,904 EUR	-1,230
S&P 500	1 hour	n/a	3,020	40.23	1,529 EUR	-911

Charts

Results by run

Top 10 of 21 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// RSI Moving Average Crossover Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[16](close)
emav = ExponentialAverage[12](myRsi)
smav = Average[29](myRsi)
ema = ExponentialAverage[8](close)

10 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

RSIEMASMA

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 Moving Average Crossover 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 21 market and timeframe combinations. The best run was Gold, 4 hours, with a profit factor of 1.38 over 794 trades.

How large was the drawdown?

The best run had a maximum drawdown of 728 EUR at the tested position size, against a net result of 2,899 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

MACD Histogram Zero Line Long

Also a momentum strategy.

1.39 PF · 637 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

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