Strategies / Momentum / Smoothed MACD Turn With RSI

Smoothed MACD Turn With RSI

Buys when a smoothed MACD line turns up with RSI(14) below 90. Sells short when it turns down with RSI(14) above 44, and each opposite turn reverses the position.

MomentumLong & shortSwingSilver1 hour

2.60Profit factor

609,516Net profit USD

50.14%Win rate

5,812Trades

-21,893Max drawdown

105Avg trade

Best run of 13. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:9.

Entry rules, long

RSI(14) is below 90.

Entry rules, short

RSI(14) is above 44.

Exit rules

A short closes when RSI(14) falls below 44 or the smoothed MACD line turns up.
An opposite signal reverses the position.

Test conditions

Period	Up to 2026-10-12
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	1 hour	2.60	5,812	50.14	609,516 USD	-21,893
S&P 500	Daily	1.40	778	52.57	4,690 EUR	-875
Gold	Daily	1.36	649	53.31	3,071 EUR	-605
Nikkei 225	4 hours	n/a	1,245	52.77	34,709 USD	-12,545
Nikkei 225	Daily	n/a	573	54.62	29,376 USD	-14,454
Dow Jones	Daily	n/a	727	54.88	21,287 EUR	-7,564
Silver	Daily	n/a	573	51.66	21,087 USD	-18,107
Dow Jones	1 hour	n/a	2,047	52.32	14,293 EUR	-14,245
Dow Jones	4 hours	n/a	493	51.12	11,719 EUR	-9,387
Nasdaq 100	4 hours	n/a	1,594	50.31	9,820 EUR	-5,868
DAX 40	1 hour	n/a	5,606	52.68	9,726 EUR	-4,722
DAX 40	4 hours	n/a	1,516	53.69	9,488 EUR	-4,893
FTSE 100	Daily	n/a	599	54.26	4,964 EUR	-3,116

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Smoothed MACD Turn With RSI
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

macdraw = ExponentialAverage[12](close) - ExponentialAverage[26](close)
haa = 2 * WeightedAverage[18](macdraw) - WeightedAverage[36](macdraw)
ha = WeightedAverage[6](haa)
hba = 2 * WeightedAverage[18](ha) - WeightedAverage[36](ha)
hb = WeightedAverage[6](hba)
hca = 2 * WeightedAverage[18](hb) - WeightedAverage[36](hb)
hc = WeightedAverage[6](hca)
thma = 3 * ha - hc
lr = LinearRegression[10](thma) - LinearRegressionSlope[10](thma)
chg = lr - lr[1]
myRsi = RSI[14](close)

19 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

MACDEMAHull MAWMALinear RegressionRSI

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 Smoothed MACD Turn With RSI 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 13 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 2.60 over 5,812 trades.

How large was the drawdown?

The best run had a maximum drawdown of 21,893 USD at the tested position size, against a net result of 609,516 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

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

MACD Crossover ATR Bracket

Also a momentum strategy.

2.54 PF · 1,094 trades

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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.com Stats Docs