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Strategies / Mean reversion / RSI Reversal Asymmetric Exit

RSI Reversal Asymmetric Exit

Buys when RSI(14) crosses below 30 and sells short when it crosses above 68, with an opposite signal reversing. Longs exit when RSI(14) is above 45, and shorts exit when RSI(14) is below 56.

Mean reversionLong & shortSwingSilver1 hour
3.60Profit factor
508,133Net profit USD
60.04%Win rate
2,265Trades
-68,559Max drawdown
224Avg trade

Best run of 6. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:22.

Entry rules, long

  1. RSI(14) crosses below 30.

Entry rules, short

  1. RSI(14) crosses above 68.

Exit rules

  2. A short closes when RSI(14) is below 56, unless a long signal fires on that bar.
  3. An opposite signal reverses the position, and no stop or target is set.

Test conditions

PeriodUp to 2026-10-12
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run1 hour3.60 2,26560.04508,133 USD-68,559
Dow JonesDailyn/a 28162.2815,635 EUR-9,174
Nasdaq 1004 hoursn/a 73462.135,546 EUR-5,333
FTSE 100Dailyn/a 22570.675,000 EUR-2,268
FTSE 1004 hoursn/a 58863.952,755 EUR-1,914
S&P 5004 hoursn/a 71565.731,898 EUR-1,114

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Reversal Asymmetric Exit
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)

17 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
  • 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 Reversal Asymmetric Exit 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 6 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 3.60 over 2,265 trades.

How large was the drawdown?

The best run had a maximum drawdown of 68,558 USD at the tested position size, against a net result of 508,133 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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SMA Crossover With RSI Exit

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Four Period RSI Pullback

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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