Strategies / Mean reversion / RSI Reclaim With Fixed Brackets

RSI Reclaim With Fixed Brackets

Buys when RSI(14) moves above 30 while its 2-period SMA was still at or below 30, and sells short on the mirror at 70. Each position has a 1% stop loss and a 1% profit target from entry.

Mean reversionLong & shortIntradayDow Jones1 min

n/aProfit factor

3,945Net profit EUR

63.82%Win rate

633Trades

-2,359Max drawdown

6.23Avg trade

Best run of 2. Dow Jones, 1 min, spread 3, from run sweeps:2026-10-11-DOW30-1m-opt.tsv:20.

Entry rules, long

A long is opened when no long is open, and it reverses any open short. Entries are checked only after bar 50.

Entry rules, short

A short is opened when no short is open, and it reverses any open long. Entries are checked only after bar 50.

Exit rules

Each position closes at a 1% stop loss or a 1% profit target, both measured from the entry price.

Test conditions

Period	Up to 2026-10-11
Instrument	Dow Jones, 1 minute
Spread	3 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Dow JonesBest run	1 min	n/a	633	63.82	3,945 EUR	-2,359
GBP/USD	Daily	n/a	162	53.09	1,970 USD	-1,781

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Reclaim With Fixed Brackets
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 1 minute
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
rsism = Average[2](myRsi)
hc = highest[50](close)
lc = lowest[50](close)

15 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

RSISMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 2,359 EUR is large next to the net profit of 3,945 EUR.

Questions

About this strategy

Can I run RSI Reclaim With Fixed Brackets 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 2 market and timeframe combinations. The best run by trade count was Dow Jones, 1 minute, with 633 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,359 EUR at the tested position size, against a net result of 3,945 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 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