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Strategies / Pattern / RSI Peak Trough Six Bar Hold

RSI Peak Trough Six Bar Hold

Buys when RSI(12) forms a trough with the prior reading below 25, and sells short on a peak above 75, taking signals only while flat. Each position closes 6 bars after its signal bar.

PatternLong & shortSwingNasdaq 1004 hours
n/aProfit factor
6,076Net profit EUR
46.29%Win rate
620Trades
-2,278Max drawdown
9.80Avg trade

Best run of 4. Nasdaq 100, 4 hours, spread 3, from run sweeps:2026-10-12-NAS100-4h-opt.tsv:24.

Entry rules, long

  2. Signals are taken only when no position is open.

Entry rules, short

  2. Signals are taken only when no position is open.

Exit rules

  1. The position closes at market 6 bars after the signal bar.

Test conditions

PeriodUp to 2026-10-12
InstrumentNasdaq 100, 4 hours
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
Nasdaq 100Best run4 hoursn/a 62046.296,076 EUR-2,278
Dow Jones4 hoursn/a 18254.4010,258 EUR-3,880
US Crude Oil4 hoursn/a 42852.103,832 EUR-2,474
FTSE 100Dailyn/a 15356.212,093 EUR-1,548

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Peak Trough Six Bar Hold
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE xbar = -100
ONCE ybar = -100

myRsi = RSI[12](close)

23 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

RSI
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 Peak Trough Six Bar Hold 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 4 market and timeframe combinations. The best run by trade count was Nasdaq 100, 4 hours, with 620 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,278 EUR at the tested position size, against a net result of 6,076 EUR.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

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.comStatsDocs