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Strategies / Mean reversion / RSI Recovery With Trend Filter

RSI Recovery With Trend Filter

Buys when the 4-period RSI crosses back above 15 while the bar low stays above the 100-period exponential average. Sells when RSI crosses above 85 or the low drops below that average, with a 10% trailing stop.

Mean reversionLong onlySwingSilver1 hour
27.31Profit factor
567,523Net profit USD
40.65%Win rate
310Trades
-6,529Max drawdown
1,831Avg trade

Best run of 13. Silver, 1 hour, spread 2, from run pf:2026-10-05-SILVER-1h.tsv:1.

Entry rules, long

  2. The bar low is above the 100-period exponential moving average
  3. Volume is greater than 0

Exit rules

  2. The bar low falls below the 100-period exponential moving average
  3. A 10% trailing stop follows the open trade

Test conditions

PeriodUp to 2026-10-05
InstrumentSilver, 1 hour
Spread2 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run1 hour27.31 31040.65567,523 USD-6,529
USD/JPYDailyn/a 1450.0054,640 USD-50,360
Dow JonesDailyn/a 955.564,600 EUR-1,890
Dow Jones4 hoursn/a 4946.944,422 EUR-2,698
Nikkei 2254 hoursn/a 6046.674,416 USD-3,542
EUR/USDDailyn/a 1040.004,398 USD-4,225
SilverDailyn/a 837.502,023 USD-1,459
US Crude Oil4 hoursn/a 7146.481,973 EUR-866
US Crude Oil1 hourn/a 24241.741,776 EUR-1,512
Brent Crude1 hourn/a 17638.071,368 EUR-873
GBP/USDDailyn/a 1540.00712 USD-418
S&P 500Dailyn/a 955.56494 EUR-274
Gold4 hoursn/a 10744.86282 EUR-148

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Recovery With Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[4](close)
ema = ExponentialAverage[100](close)

10 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

RSIEMAVolume
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run RSI Recovery With Trend 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 13 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 27.31 over 310 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,528 USD at the tested position size, against a net result of 567,522 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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SMA Crossover With RSI Exit

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RSI 20 80 Time Stop

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

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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