Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / SMA Crossover RSI Filter ATR Bracket

SMA Crossover RSI Filter ATR Bracket

The strategy buys when price crosses above a 20-bar simple moving average while RSI(14) is above 50, and sells short when price crosses below it with RSI(14) below 50. Each trade has a stop and target 1 x ATR(14) from entry.

TrendLong & shortSwingDow Jones4 hours
n/aProfit factor
5,948Net profit EUR
49.56%Win rate
797Trades
-4,879Max drawdown
7.46Avg trade

Best run of 1. Dow Jones, 4 hours, spread 3, from run sweeps:2026-10-12-DOW30-4h-opt.tsv:29.

Entry rules, long

  2. RSI(14) is above 50

Entry rules, short

  2. RSI(14) is below 50

Exit rules

  2. An opposite signal closes the trade and reverses it

Test conditions

PeriodUp to 2026-10-12
InstrumentDow Jones, 4 hours
Spread3 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
Dow JonesBest run4 hoursn/a 79749.565,948 EUR-4,879

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SMA Crossover RSI Filter ATR Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
sma = Average[20](close)
myAtr = AverageTrueRange[14](close)
dist = myAtr * 1.0

13 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

SMARSIATR
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 4,879 EUR is large next to the net profit of 5,948 EUR.
  • It was only tested on Dow Jones, so there is no evidence from other markets.

Questions

About this strategy

Can I run SMA Crossover RSI Filter ATR Bracket 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 one combination, Dow Jones, 4 hours, with 797 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,879 EUR at the tested position size, against a net result of 5,948 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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