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Strategies / Mean reversion / RSI Two Pullback Above Trend

RSI Two Pullback Above Trend

Buys one contract when the 2-period RSI falls below 5 while the close is above the 200-period SMA. Sells when the close rises above the 5-period SMA, with no stop or target.

Mean reversionLong onlyIntradayUSD/JPY30 min
n/aProfit factor
181,270Net profit USD
67.43%Win rate
2,413Trades
-71,900Max drawdown
75.12Avg trade

Best run of 10. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-12-USDJPY-30m-opt.tsv:14.

Entry rules, long

  2. Entries are checked only after bar 200.

Exit rules

  1. A long is sold at market when the close is above the 5-period SMA.

Test conditions

PeriodUp to 2026-10-12
InstrumentUSD/JPY, 30 minutes
Spread1 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
USD/JPYBest run30 minn/a 2,41367.43181,270 USD-71,900
Nikkei 225Dailyn/a 14072.1420,838 USD-4,579
EUR/USD4 hoursn/a 55564.6815,184 USD-10,065
Dow JonesDailyn/a 25267.469,699 EUR-3,577
Nasdaq 100Dailyn/a 18065.004,680 EUR-2,311
GBP/USD4 hoursn/a 55864.521,526 USD-976
Brent Crude4 hoursn/a 20268.321,270 EUR-1,261
S&P 500Dailyn/a 26269.851,270 EUR-618
FTSE 100Dailyn/a 17667.05990 EUR-988
S&P 5004 hoursn/a 52566.10298 EUR-293

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Two Pullback Above Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[2](close)
mafive = Average[5](close)
malong = Average[200](close)

9 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run RSI Two Pullback Above Trend 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 10 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 2,413 trades.

How large was the drawdown?

The best run had a maximum drawdown of 71,900 USD at the tested position size, against a net result of 181,270 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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EMA 8 21 RSI Filtered Bracket

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ATR Band

Also a mean reversion strategy.

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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