Strategies / Trend / SMA Trend RSI Pullback

SMA Trend RSI Pullback

The strategy buys after a green bar when the 10-period SMA is above the 30-period SMA and RSI(8) is between 25 and 40. It sells short after a red bar when the SMA order reverses and RSI(8) is between 60 and 75.

TrendLong & shortIntradayEUR/USD3 min

n/aProfit factor

45,692Net profit USD

51.60%Win rate

1,440Trades

-27,539Max drawdown

31.73Avg trade

Best run of 14. EUR/USD, 3 min, spread 1, from run sweeps:2026-10-04-EURUSD-3m-opt.tsv:2.

Entry rules, long

Conditions are read from the prior bar, and no long is open.

Entry rules, short

Exit rules

An opposite entry closes the trade and reverses it.

Test conditions

Period	Up to 2026-10-04
Instrument	EUR/USD, 3 minutes
Spread	1 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	3 min	n/a	1,440	51.60	45,692 USD	-27,539
USD/JPY	30 min	n/a	1,388	54.54	578,680 USD	-275,220
Nikkei 225	4 hours	n/a	225	62.22	28,101 USD	-23,175
Nikkei 225	1 hour	n/a	762	54.07	26,505 USD	-26,494
Nikkei 225	30 min	n/a	1,381	52.93	25,945 USD	-11,504
Silver	15 min	n/a	1,253	53.07	24,394 USD	-17,219
GBP/USD	Daily	n/a	126	61.90	15,608 USD	-12,375
DAX 40	30 min	n/a	1,371	55.94	15,472 EUR	-6,797
Dow Jones	15 min	n/a	1,143	56.61	13,600 EUR	-10,397
GBP/USD	4 hours	n/a	428	59.35	12,373 USD	-3,946
Nasdaq 100	1 hour	n/a	829	52.47	7,551 EUR	-5,985
FTSE 100	15 min	n/a	1,421	53.55	4,424 EUR	-2,114
Gold	Daily	n/a	144	56.25	1,793 EUR	-1,717
Gold	5 min	n/a	1,362	55.51	1,243 EUR	-1,241

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 Trend RSI Pullback
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

fast = Average[10](close)
slow = Average[30](close)
rsival = RSI[8](close)

12 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 weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 27,539 USD is large next to the net profit of 45,692 USD.
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 Trend RSI Pullback 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 EUR/USD, 3 minutes, with 1,440 trades.

How large was the drawdown?

The best run had a maximum drawdown of 27,539 USD at the tested position size, against a net result of 45,692 USD.

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

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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