The books... not free though
The idea buys when the close dips below the 9-period SMA during an uptrend where the 50-period SMA is above the 100-period SMA and RSI(14) is above 50. It exits when RSI(14) falls below 30 or rises above 70.
Best run of 25. Silver, 1 hour, spread 2, from run pf:2026-10-13-SILVER-1h.tsv:3.
| Period | Up to 2026-10-13 |
| Instrument | Silver, 1 hour |
| Spread | 2 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 | 2026-10-13 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| SilverBest run | 1 hour | 4.37 | 1,429 | 62.14 | 563,696 USD | -20,423 |
| S&P 500 | Daily | 2.36 | 235 | 75.74 | 4,973 EUR | -830 |
| S&P 500 | 4 hours | 1.36 | 448 | 69.20 | 2,711 EUR | -586 |
| USD/JPY | Daily | n/a | 149 | 66.44 | 947,480 USD | -499,150 |
| USD/JPY | 30 min | n/a | 2,285 | 63.89 | 302,930 USD | -117,000 |
| USD/JPY | 10 min | n/a | 2,217 | 63.78 | 178,390 USD | -99,050 |
| EUR/USD | Daily | n/a | 118 | 65.25 | 86,714 USD | -40,195 |
| Nikkei 225 | Daily | n/a | 156 | 73.08 | 58,251 USD | -9,867 |
| Silver | 4 hours | n/a | 392 | 68.11 | 35,059 USD | -9,120 |
| Nasdaq 100 | Daily | n/a | 189 | 77.25 | 17,173 EUR | -4,597 |
| Dow Jones | 4 hours | n/a | 146 | 71.23 | 16,416 EUR | -5,474 |
| Dow Jones | 30 min | n/a | 989 | 62.99 | 9,389 EUR | -6,937 |
| Nasdaq 100 | 4 hours | n/a | 512 | 69.53 | 8,263 EUR | -3,781 |
| Dow Jones | 1 hour | n/a | 542 | 64.02 | 6,999 EUR | -5,839 |
| Dow Jones | 15 min | n/a | 1,825 | 61.92 | 6,814 EUR | -6,515 |
| Dow Jones | 10 min | n/a | 2,164 | 61.65 | 6,743 EUR | -6,284 |
| DAX 40 | 15 min | n/a | 2,273 | 63.09 | 5,791 EUR | -3,098 |
| FTSE 100 | Daily | n/a | 147 | 70.75 | 5,697 EUR | -2,534 |
| Dow Jones | 5 min | n/a | 2,037 | 61.12 | 4,607 EUR | -4,301 |
| Nasdaq 100 | 15 min | n/a | 2,477 | 63.18 | 3,145 EUR | -2,685 |
| Nasdaq 100 | 2 min | n/a | 2,020 | 62.03 | 2,084 EUR | -1,726 |
| Gold | Daily | n/a | 150 | 69.33 | 1,576 EUR | -900 |
| Gold | 4 hours | n/a | 446 | 69.28 | 1,441 EUR | -545 |
| Gold | 10 min | n/a | 2,101 | 61.64 | 975 EUR | -552 |
| Gold | 15 min | n/a | 2,142 | 61.58 | 912 EUR | -629 |
Charts
Top 10 of 25 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // SMA Pullback Cross In Uptrend // ProRealAlgos Strategy Library | prorealalgos.com // Type: Mean reversion // Direction: Long only // Timeframe tested: 1 hour // ============================================================== DEFPARAM CumulateOrders = false smaf = Average[9](close) smam = Average[50](close) smas = Average[100](close) myRsi = RSI[14](close)
10 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 25 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 4.37 over 1,429 trades.
The best run had a maximum drawdown of 20,423 USD at the tested position size, against a net result of 563,696 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
