Strategies / Trend / SMA Cross With RSI Filter

SMA Cross With RSI Filter

Buys when a 21-period simple average crosses above a 120-period simple average with RSI at or above 60, and sells short on the mirror cross with RSI at or below 40. Any opposite cross closes the open trade.

TrendLong & shortIntradayGold2 min

n/aProfit factor

1,162Net profit EUR

33.41%Win rate

1,350Trades

-516Max drawdown

0.86Avg trade

Best run of 14. Gold, 2 min, spread 0.6, from run sweeps:2026-10-12-GOLD-2m-opt.tsv:9.

Entry rules, long

The 14-period RSI is at or above 60.
Signals are only checked after 125 bars.

Entry rules, short

The 14-period RSI is at or below 40.

Exit rules

If RSI is at or below 40 on that cross, the position reverses into a short.
A short is closed at market on any cross of the 21-period simple average over the 120-period simple average.
If RSI is at or above 60 on that cross, the position reverses into a long.

Test conditions

Period	Up to 2026-10-12
Instrument	Gold, 2 minutes
Spread	0.6 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
GoldBest run	2 min	n/a	1,350	33.41	1,162 EUR	-516
Silver	1 hour	n/a	830	32.17	27,121 USD	-20,911
Silver	3 min	n/a	1,247	33.12	16,839 USD	-10,773
Dow Jones	1 hour	n/a	289	38.75	15,355 EUR	-8,563
Nikkei 225	2 min	n/a	1,278	34.04	11,951 USD	-10,052
Nasdaq 100	Daily	n/a	68	45.59	11,264 EUR	-5,115
US Crude Oil	Daily	n/a	86	41.86	11,049 EUR	-6,760
Brent Crude	Daily	n/a	35	45.71	9,254 EUR	-6,013
DAX 40	10 min	n/a	1,291	35.86	4,652 EUR	-4,443
S&P 500	Daily	n/a	99	39.39	2,566 EUR	-1,431
Gold	Daily	n/a	90	32.22	2,162 EUR	-1,315
Gold	30 min	n/a	1,295	35.68	2,091 EUR	-1,351
Gold	1 hour	n/a	818	36.31	1,999 EUR	-825
Gold	4 hours	n/a	235	35.74	1,715 EUR	-1,024

Charts

Results by run

Top 10 of 14 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SMA Cross With RSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 2 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

tenkan = Average[21](close)
kijun = Average[120](close)
myRsi = RSI[14](close)

24 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

SMARSI

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 SMA Cross 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 14 market and timeframe combinations. The best run by trade count was Gold, 2 minutes, with 1,350 trades.

How large was the drawdown?

The best run had a maximum drawdown of 516 EUR at the tested position size, against a net result of 1,162 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 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