Strategies / Trend / RSI Trend Filter Trailing Stop

RSI Trend Filter Trailing Stop

Buys one contract when RSI(14) is above 50 and the 9-period SMA is above the 100-period SMA. The position is exited only by a 5% trailing stop.

TrendLong onlySwingSilver4 hours

14.47Profit factor

1,183,018Net profit USD

40.22%Win rate

363Trades

-11,268Max drawdown

3,259Avg trade

Best run of 78. Silver, 4 hours, spread 2, from run pf:2026-10-12-SILVER-4h.tsv:3.

Entry rules, long

Entries are checked only after bar 100, and only when no long is open.

Exit rules

No other exit condition is set.

Test conditions

Period	Up to 2026-10-12
Instrument	Silver, 4 hours
Spread	2 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	4 hours	14.47	363	40.22	1,183,018 USD	-11,268
Silver	1 hour	10.58	492	39.02	1,679,381 USD	-52,903
EUR/USD	3 min	2.84	101	41.58	485,207 USD	-46,951
S&P 500	4 hours	1.97	117	45.30	4,472 EUR	-958
Silver	Daily	1.47	521	38.20	41,144 USD	-9,077
USD/JPY	Daily	n/a	100	43.00	1,254,230 USD	-632,580
USD/JPY	30 min	n/a	52	46.15	642,500 USD	-260,240
USD/JPY	10 min	n/a	20	60.00	481,590 USD	-249,520
USD/JPY	15 min	n/a	26	50.00	437,070 USD	-244,340
EUR/USD	5 min	n/a	73	39.73	271,918 USD	-57,597
EUR/USD	2 min	n/a	77	38.96	263,811 USD	-66,518
EUR/USD	10 min	n/a	57	36.84	162,475 USD	-66,115
EUR/USD	15 min	n/a	41	39.02	104,076 USD	-60,221
EUR/USD	30 min	n/a	56	33.93	70,155 USD	-44,301
EUR/USD	Daily	n/a	96	37.50	54,505 USD	-43,099
Nikkei 225	Daily	n/a	220	38.64	35,522 USD	-14,864
Nikkei 225	1 hour	n/a	194	40.72	34,782 USD	-18,516
Nikkei 225	10 min	n/a	92	42.39	34,387 USD	-13,023
Nikkei 225	4 hours	n/a	135	47.41	33,435 USD	-11,838
Nikkei 225	30 min	n/a	222	42.34	31,009 USD	-17,317
Nikkei 225	3 min	n/a	44	43.18	27,328 USD	-13,500
Nikkei 225	15 min	n/a	133	39.10	25,049 USD	-15,268
Nikkei 225	5 min	n/a	64	48.44	24,971 USD	-14,705
Silver	15 min	n/a	267	38.20	24,524 USD	-22,762
Silver	30 min	n/a	441	37.19	23,959 USD	-21,481
Nikkei 225	2 min	n/a	32	43.75	23,955 USD	-12,822
Dow Jones	15 min	n/a	73	43.84	19,154 EUR	-9,906
Dow Jones	10 min	n/a	42	40.48	19,149 EUR	-8,245
Dow Jones	4 hours	n/a	38	44.74	17,934 EUR	-9,287
Dow Jones	1 hour	n/a	58	48.28	17,670 EUR	-8,413
Dow Jones	Daily	n/a	234	39.32	16,472 EUR	-6,457
Nasdaq 100	4 hours	n/a	159	40.88	16,464 EUR	-5,734
Nikkei 225	1 min	n/a	18	38.89	16,290 USD	-13,178
Nasdaq 100	15 min	n/a	146	38.36	15,777 EUR	-7,343
Nasdaq 100	1 hour	n/a	239	37.66	15,301 EUR	-6,741
Nasdaq 100	10 min	n/a	93	37.63	14,395 EUR	-7,843
Dow Jones	30 min	n/a	66	42.42	14,028 EUR	-10,019
Dow Jones	5 min	n/a	18	55.56	13,783 EUR	-7,907
Nasdaq 100	30 min	n/a	216	39.35	13,101 EUR	-7,377
Nasdaq 100	5 min	n/a	38	47.37	12,855 EUR	-5,023
US Crude Oil	Daily	n/a	571	41.16	11,710 EUR	-5,716
DAX 40	1 hour	n/a	226	38.94	11,312 EUR	-5,403
Brent Crude	Daily	n/a	223	41.26	11,180 EUR	-5,093
DAX 40	30 min	n/a	194	39.69	10,733 EUR	-5,341
DAX 40	15 min	n/a	106	41.51	10,416 EUR	-5,205
Nasdaq 100	3 min	n/a	28	35.71	9,567 EUR	-4,364
Nasdaq 100	Daily	n/a	318	41.19	8,790 EUR	-6,432
DAX 40	5 min	n/a	30	53.33	7,297 EUR	-3,880
DAX 40	10 min	n/a	60	41.67	7,294 EUR	-4,845
Nasdaq 100	2 min	n/a	16	43.75	6,843 EUR	-3,954
Nasdaq 100	1 min	n/a	9	44.44	6,779 EUR	-3,793
Dow Jones	2 min	n/a	6	50.00	5,973 EUR	-5,741
Dow Jones	1 min	n/a	2	50.00	5,316 EUR	-4,224
S&P 500	30 min	n/a	139	41.73	4,047 EUR	-1,617
FTSE 100	30 min	n/a	134	43.28	4,006 EUR	-1,684
S&P 500	1 hour	n/a	178	41.01	3,733 EUR	-1,595
S&P 500	15 min	n/a	94	39.36	3,480 EUR	-1,486
FTSE 100	10 min	n/a	33	48.48	3,459 EUR	-1,217
Gold	30 min	n/a	150	45.33	3,389 EUR	-1,255
Gold	1 hour	n/a	190	42.11	3,206 EUR	-1,433
FTSE 100	5 min	n/a	14	57.14	3,099 EUR	-1,250
FTSE 100	1 hour	n/a	163	41.72	3,073 EUR	-2,828
Gold	15 min	n/a	80	47.50	3,030 EUR	-1,457
S&P 500	Daily	n/a	223	39.91	3,030 EUR	-965
S&P 500	10 min	n/a	53	43.40	2,970 EUR	-1,687
S&P 500	5 min	n/a	21	52.38	2,910 EUR	-1,115
Gold	10 min	n/a	60	46.67	2,813 EUR	-1,257
Gold	Daily	n/a	309	39.81	2,700 EUR	-987
FTSE 100	15 min	n/a	74	41.89	2,689 EUR	-1,716
Gold	5 min	n/a	41	56.10	2,637 EUR	-1,307
Gold	4 hours	n/a	155	40.65	2,589 EUR	-1,205
DAX 40	1 min	n/a	6	83.33	2,067 EUR	-1,797
FTSE 100	3 min	n/a	11	45.45	1,944 EUR	-1,289
Gold	3 min	n/a	35	45.71	1,849 EUR	-1,208
S&P 500	3 min	n/a	16	43.75	1,806 EUR	-1,151
FTSE 100	2 min	n/a	7	71.43	1,418 EUR	-1,211
S&P 500	2 min	n/a	6	66.67	1,280 EUR	-632
S&P 500	1 min	n/a	2	100.00	1,204 EUR	-405

Charts

Results by run

Top 10 of 78 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// RSI Trend Filter Trailing Stop
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
smafast = Average[9](close)
smaslow = Average[100](close)
buyma = close / smafast

8 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

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 Trend Filter Trailing Stop 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 78 market and timeframe combinations. The best run was Silver, 4 hours, with a profit factor of 14.47 over 363 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,268 USD at the tested position size, against a net result of 1,183,018 USD.

Does it trade long, short or both?

It only takes long trades.

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

Fast EMA Crossover With Stop

Also a trend strategy.

12.33 PF · 1,009 trades

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.com Stats Docs