Strategies / Trend / SAR Flip With RSI Filter

SAR Flip With RSI Filter

Buys 1 contract when a bullish Parabolic SAR flip coincides with the 14 period RSI below 30. Sells the long when a bearish SAR flip coincides with RSI above 70.

TrendLong onlyIntradayNikkei 22530 min

n/aProfit factor

23,138Net profit USD

76.00%Win rate

25Trades

-11,908Max drawdown

926Avg trade

Best run of 52. Nikkei 225, 30 min, spread 10, from run sweeps:2026-10-04-NIKKEI-30m-opt.tsv:42.

Entry rules, long

One of the 2 prior bars was an up candle, with its close above its open.
The current bar is a down candle, with its open above its close.
The 14 period RSI is below 30.

Exit rules

One of the 2 prior bars was a down candle, with its open above its close.
The current bar is an up candle, with its close above its open.
The 14 period RSI is above 70.

Test conditions

Period	Up to 2026-10-04
Instrument	Nikkei 225, 30 minutes
Spread	10 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nikkei 225Best run	30 min	n/a	25	76.00	23,138 USD	-11,908
USD/JPY	1 hour	n/a	13	69.23	404,430 USD	-204,860
USD/JPY	15 min	n/a	17	58.82	295,300 USD	-153,440
USD/JPY	10 min	n/a	15	80.00	248,100 USD	-152,550
USD/JPY	2 min	n/a	14	71.43	163,680 USD	-58,870
Nikkei 225	15 min	n/a	17	76.47	26,507 USD	-8,012
Nikkei 225	10 min	n/a	21	61.90	23,645 USD	-14,550
Nikkei 225	5 min	n/a	19	73.68	21,324 USD	-9,221
Nikkei 225	1 hour	n/a	10	80.00	21,045 USD	-11,792
Nikkei 225	3 min	n/a	20	80.00	15,388 USD	-7,795
Dow Jones	Daily	n/a	2	100.00	13,911 EUR	-5,235
Nikkei 225	4 hours	n/a	2	100.00	12,807 USD	-5,971
DAX 40	1 hour	n/a	20	75.00	12,585 EUR	-3,097
Nasdaq 100	1 hour	n/a	14	85.71	11,491 EUR	-4,177
DAX 40	30 min	n/a	24	66.67	10,099 EUR	-5,810
Nasdaq 100	30 min	n/a	20	70.00	9,379 EUR	-7,600
US Crude Oil	30 min	n/a	16	62.50	9,142 EUR	-4,576
DAX 40	4 hours	n/a	3	100.00	9,119 EUR	-2,574
DAX 40	10 min	n/a	18	61.11	9,000 EUR	-4,419
Silver	15 min	n/a	13	53.85	8,555 USD	-5,170
Brent Crude	30 min	n/a	12	83.33	8,185 EUR	-5,707
US Crude Oil	15 min	n/a	15	73.33	7,840 EUR	-3,964
Dow Jones	2 min	n/a	21	61.90	6,972 EUR	-5,266
Brent Crude	2 min	n/a	18	77.78	6,672 EUR	-3,460
DAX 40	Daily	n/a	1	100.00	6,208 EUR	-3,553
Dow Jones	4 hours	n/a	1	100.00	6,151 EUR	-2,658
US Crude Oil	10 min	n/a	22	68.18	6,095 EUR	-3,749
FTSE 100	Daily	n/a	1	100.00	5,612 EUR	-1,160
Brent Crude	15 min	n/a	17	70.59	5,449 EUR	-5,088
Dow Jones	1 min	n/a	15	60.00	5,133 EUR	-2,421
Nasdaq 100	4 hours	n/a	7	100.00	4,868 EUR	-2,995
Brent Crude	4 hours	n/a	2	100.00	4,790 EUR	-4,261
S&P 500	1 hour	n/a	17	82.35	4,577 EUR	-849
Nasdaq 100	1 min	n/a	18	66.67	4,004 EUR	-2,979
Nasdaq 100	3 min	n/a	19	68.42	3,764 EUR	-3,429
FTSE 100	30 min	n/a	21	61.90	3,653 EUR	-1,360
S&P 500	15 min	n/a	25	76.00	3,627 EUR	-1,319
S&P 500	Daily	n/a	1	100.00	3,554 EUR	-1,222
S&P 500	30 min	n/a	25	84.00	3,105 EUR	-1,570
S&P 500	10 min	n/a	16	68.75	2,310 EUR	-448
S&P 500	4 hours	n/a	5	80.00	2,089 EUR	-628
FTSE 100	10 min	n/a	19	68.42	2,078 EUR	-901
Gold	5 min	n/a	14	92.86	2,011 EUR	-632
DAX 40	1 min	n/a	13	61.54	1,439 EUR	-1,337
Gold	3 min	n/a	14	64.29	1,424 EUR	-1,054
Gold	Daily	n/a	2	50.00	1,278 EUR	-444
Gold	10 min	n/a	20	65.00	1,187 EUR	-616
Gold	1 hour	n/a	15	73.33	1,185 EUR	-569
GBP/USD	5 min	n/a	13	92.31	1,162 USD	-590
Gold	15 min	n/a	15	73.33	1,017 EUR	-453
Gold	4 hours	n/a	4	75.00	882 EUR	-292
GBP/USD	3 min	n/a	9	77.78	882 USD	-776

Charts

Results by run

Top 10 of 52 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SAR Flip With RSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
mySar = SAR[0.02,0.02,0.2]

23 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

Parabolic SARRSI

Read this firstKnown weaknesses4 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 25 trades, which is a small sample to judge it on.
The maximum drawdown of 11,908 USD is large next to the net profit of 23,138 USD.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run SAR Flip With RSI 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 52 market and timeframe combinations. The best run by trade count was Nikkei 225, 30 minutes, with 25 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,908 USD at the tested position size, against a net result of 23,138 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

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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.com Stats Docs