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Strategies / Trend / SMA Crossover With RSI Exit

SMA Crossover With RSI Exit

The strategy buys when the close crosses above its 14-bar simple moving average. It sells when RSI(14) crosses below 70, rises above 75, or the close crosses below the 7-bar average of lows or the 14-bar average.

TrendLong onlySwingSilver1 hour
2.13Profit factor
458,692Net profit USD
23.52%Win rate
8,999Trades
-112,669Max drawdown
50.97Avg trade

Best run of 10. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:14.

Entry rules, long

  1. The close crosses over the 14-bar simple moving average

Exit rules

  2. RSI(14) is above 75
  3. The close crosses under the 7-bar simple moving average of lows
  4. The close crosses under the 14-bar simple moving average

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 1 hour
Spread2 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
SilverBest run1 hour2.13 8,99923.52458,692 USD-112,669
Nikkei 225Dailyn/a 81635.7843,878 USD-12,377
Dow JonesDailyn/a 1,00732.5717,640 EUR-7,007
Nikkei 2254 hoursn/a 1,83131.5713,034 USD-12,232
Nasdaq 100Dailyn/a 79333.809,939 EUR-3,765
DAX 404 hoursn/a 2,08832.617,022 EUR-3,274
Brent Crude4 hoursn/a 1,20531.206,253 EUR-5,224
Nasdaq 1004 hoursn/a 2,09433.335,662 EUR-4,699
S&P 500Dailyn/a 1,05434.352,467 EUR-1,112
Gold4 hoursn/a 2,15929.501,766 EUR-860

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

maf = Average[14](close)
masl = Average[7](low)
myRsi = RSI[14](close)

12 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 Crossover With RSI Exit 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 Silver, 1 hour, with a profit factor of 2.13 over 8,999 trades.

How large was the drawdown?

The best run had a maximum drawdown of 112,669 USD at the tested position size, against a net result of 458,692 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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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