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Strategies / Trend / SMA Cross With RSI Re-entry

SMA Cross With RSI Re-entry

It buys when SMA(11) crosses above SMA(82) with RSI(14) below 75, and sells short on the mirror cross with RSI(14) above 25. It takes profit at RSI(14) above 80 for longs and below 20 for shorts, then re-enters on a later RSI reading.

TrendLong & shortSwingEUR/USDDaily
1.56Profit factor
195,450Net profit USD
36.56%Win rate
279Trades
-37,371Max drawdown
701Avg trade

Best run of 10. EUR/USD, Daily, spread 1, from run pf:2026-10-12-EURUSD-D.tsv:8.

Entry rules, long

  2. If RSI(14) is above 75 at the cross, the long waits until RSI(14) is below 75.
  3. After a take profit, the long re-enters when RSI(14) is below 60 while flat.

Entry rules, short

  2. If RSI(14) is below 25 at the cross, the short waits until RSI(14) is above 25.
  3. After a cover, the short re-enters when RSI(14) is above 40 while flat.

Exit rules

  2. The short is covered when RSI(14) is below 20.
  3. An opposite SMA cross reverses the position.

Test conditions

PeriodUp to 2026-10-12
InstrumentEUR/USD, Daily
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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest runDaily1.56 27936.56195,450 USD-37,371
USD/JPYDaily1.49 27736.822,263,100 USD-500,080
USD/JPY1 hourn/a 3,12734.47422,820 USD-337,980
USD/JPY4 hoursn/a 81634.68385,040 USD-343,060
Nikkei 225Dailyn/a 22835.0933,857 USD-20,825
US Crude OilDailyn/a 23137.6625,360 EUR-7,749
US Crude Oil4 hoursn/a 52034.8113,970 EUR-9,439
Brent CrudeDailyn/a 11936.1311,022 EUR-8,995
S&P 500Dailyn/a 31032.582,482 EUR-2,024
GoldDailyn/a 33134.441,839 EUR-1,323

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// SMA Cross With RSI Re-entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE longf = 0
ONCE shortf = 0
ONCE longpend = 0
ONCE shortpend = 0
ONCE longob = 0
ONCE shortos = 0

smafast = Average[11](close)
smaslow = Average[82](close)
myRsi = RSI[14](close)

waslong = LongOnMarket
wasshort = ShortOnMarket
flat = NOT LongOnMarket AND NOT ShortOnMarket

54 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

SMARSI
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run SMA Cross With RSI Re-entry 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 was EUR/USD, Daily, with a profit factor of 1.56 over 279 trades.

How large was the drawdown?

The best run had a maximum drawdown of 37,371 USD at the tested position size, against a net result of 195,450 USD.

Does it trade long, short or both?

It trades both long and short.

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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.comStatsDocs