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Strategies / Momentum / RSI Trend Breakout Long

RSI Trend Breakout Long

The strategy buys when RSI(14) crosses above 34 with the close above its 200-bar SMA. It exits when RSI reaches 50, falls to 30, or after RSI has reached 50, the close drops below its lowest close since entry.

MomentumLong onlySwingSilver1 hour
20.54Profit factor
564,475Net profit USD
59.13%Win rate
438Trades
-6,219Max drawdown
1,289Avg trade

Best run of 15. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:1.

Entry rules, long

  1. RSI(14) crosses above 34 while the close is above the 200-bar SMA.

Exit rules

  2. RSI(14) falls to 30 or lower, which closes the long.
  3. After RSI has reached 50, a close below the lowest close since entry closes the long.

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 hour20.54 43859.13564,475 USD-6,219
USD/JPY4 hoursn/a 15160.93136,270 USD-97,650
EUR/USDDailyn/a 4372.0935,229 USD-4,885
EUR/USD1 hourn/a 65162.6710,502 USD-6,209
SilverDailyn/a 3366.677,111 USD-2,708
Nikkei 2254 hoursn/a 12662.706,071 USD-3,748
Dow JonesDailyn/a 8568.243,767 EUR-2,938
Dow Jones1 hourn/a 18465.763,123 EUR-1,040
GBP/USDDailyn/a 4573.333,027 USD-1,147
Nasdaq 1004 hoursn/a 19170.682,707 EUR-1,780
DAX 404 hoursn/a 15466.232,573 EUR-1,033
GBP/USD4 hoursn/a 19363.211,751 USD-1,351
DAX 40Dailyn/a 6765.671,682 EUR-1,612
GoldDailyn/a 4465.91631 EUR-124
Gold4 hoursn/a 13262.88458 EUR-374

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Trend Breakout Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE act = 0
ONCE tsok = 0
ONCE ts = 0
ONCE lcok = 0
ONCE lc = 0

sma = Average[200](close)
myRsi = RSI[14](close)

28 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

RSISMA
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 Trend Breakout Long 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 15 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 20.54 over 438 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,219 USD at the tested position size, against a net result of 564,475 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

Momentum RMI Reversal Long

Also a momentum strategy.

16.53 PF · 110 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.comStatsDocs