Strategies / Trend / SMA Cross With RSI and MACD

SMA Cross With RSI and MACD

Buys when SMA(50) crosses above SMA(200), or when RSI(14) is below 30 and MACD crosses above its signal line. Sells on the opposite crossover, or when RSI(14) is above 70 with MACD crossing below its signal.

TrendLong onlySwingNikkei 2251 hour

1.55Profit factor

36,857Net profit USD

45.89%Win rate

316Trades

-6,422Max drawdown

117Avg trade

Best run of 44. Nikkei 225, 1 hour, spread 10, from run pf:2026-10-10-NIKKEI-1h.tsv:1.

Entry rules, long

RSI(14) is below 30 and the MACD line (12, 26) crosses over its 9-period EMA signal line.
Entries are only taken after bar 200 and only when flat.

Exit rules

The position is also sold when RSI(14) is above 70 and the MACD line crosses under its 9-period EMA signal line.
A 5% stop loss sits below the entry price and a 10% profit target sits above it.

Test conditions

Period	Up to 2026-10-10
Instrument	Nikkei 225, 1 hour
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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nikkei 225Best run	1 hour	1.55	316	45.89	36,857 USD	-6,422
Gold	3 min	1.30	608	38.49	1,805 EUR	-404
USD/JPY	10 min	n/a	592	45.10	453,520 USD	-155,150
USD/JPY	15 min	n/a	593	41.65	318,860 USD	-200,140
EUR/USD	Daily	n/a	38	42.11	57,296 USD	-22,966
EUR/USD	2 min	n/a	661	29.95	53,582 USD	-14,485
Dow Jones	4 hours	n/a	28	64.29	24,695 EUR	-5,077
Nikkei 225	15 min	n/a	636	42.14	22,408 USD	-8,559
EUR/USD	3 min	n/a	655	31.76	22,192 USD	-14,504
Silver	2 min	n/a	625	38.40	20,019 USD	-15,064
Dow Jones	1 hour	n/a	140	49.29	18,459 EUR	-4,800
Silver	4 hours	n/a	113	41.59	16,152 USD	-5,550
Silver	1 hour	n/a	393	38.17	16,009 USD	-7,306
Nikkei 225	1 min	n/a	611	39.28	15,508 USD	-4,070
Silver	3 min	n/a	624	35.74	14,937 USD	-11,349
Nikkei 225	2 min	n/a	629	37.20	14,088 USD	-10,370
Dow Jones	Daily	n/a	41	43.90	9,866 EUR	-3,515
Nasdaq 100	4 hours	n/a	92	52.17	8,573 EUR	-3,004
DAX 40	10 min	n/a	603	41.13	8,526 EUR	-2,587
Dow Jones	30 min	n/a	269	43.49	8,409 EUR	-8,132
Brent Crude	10 min	n/a	628	41.88	8,196 EUR	-3,183
DAX 40	30 min	n/a	660	42.58	7,940 EUR	-3,035
Nasdaq 100	15 min	n/a	594	45.79	7,818 EUR	-5,506
DAX 40	4 hours	n/a	99	50.51	7,814 EUR	-3,158
GBP/USD	Daily	n/a	41	48.78	7,727 USD	-2,742
Brent Crude	15 min	n/a	635	40.31	6,810 EUR	-3,467
Dow Jones	5 min	n/a	656	37.96	6,567 EUR	-5,325
Brent Crude	4 hours	n/a	52	50.00	6,033 EUR	-2,070
US Crude Oil	10 min	n/a	587	40.72	5,843 EUR	-4,215
Nasdaq 100	5 min	n/a	649	40.06	5,545 EUR	-3,781
Nasdaq 100	2 min	n/a	599	37.90	5,537 EUR	-3,405
US Crude Oil	4 hours	n/a	73	47.95	4,781 EUR	-2,735
Nasdaq 100	Daily	n/a	30	46.67	4,595 EUR	-979
S&P 500	4 hours	n/a	87	56.32	3,554 EUR	-592
Brent Crude	2 min	n/a	598	36.45	3,117 EUR	-2,143
FTSE 100	4 hours	n/a	100	42.00	2,876 EUR	-2,395
S&P 500	Daily	n/a	32	71.88	2,842 EUR	-392
Gold	1 hour	n/a	369	42.01	2,398 EUR	-743
Gold	4 hours	n/a	109	44.95	1,769 EUR	-466
Gold	5 min	n/a	611	38.30	1,626 EUR	-745
Gold	10 min	n/a	629	39.11	1,525 EUR	-1,207
Gold	2 min	n/a	644	36.34	1,119 EUR	-609
S&P 500	1 hour	n/a	405	44.94	1,045 EUR	-807
Gold	Daily	n/a	31	51.61	711 EUR	-315

Charts

Results by run

Top 10 of 44 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

// ==============================================================
// SMA Cross With RSI and MACD
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

smafast = Average[50](close)
smaslow = Average[200](close)
myRsi = RSI[14](close)
macdl = MACDline[12,26,9](close)
signal = ExponentialAverage[9](macdl)

16 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

SMARSIMACD

Longer historyRe-run on up to 1,000,000 barsNikkei 225 · 1 hour · older data 0.00 USD

Nikkei 225 had no history beyond the standard run, so both runs used 90,000 bars.

Nikkei 225 · 1 hour

Bars available	90,000
Net, standard 200,000-bar run	36,857.00 USD
Net, long run	36,857.00 USD
Net on the older data alone	0.00 USD

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 SMA Cross With RSI and MACD 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 44 market and timeframe combinations. The best run was Nikkei 225, 1 hour, with a profit factor of 1.55 over 316 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,422 USD at the tested position size, against a net result of 36,857 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

Short EMA Crossover Trend

Also a trend strategy.

1.56 PF · 333 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