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Strategies / Momentum / Smoothed RSI Cross Trend Entry

Smoothed RSI Cross Trend Entry

Buys when a 9-period average of RSI(14) crosses above 45 while price is above the 200-period SMA and ADX(14) is above 20. Sells when that RSI average rises above 75 or price falls below the 50-period SMA.

MomentumLong onlySwingUS Crude Oil1 hour
n/aProfit factor
2,390Net profit EUR
28.91%Win rate
384Trades
-1,235Max drawdown
6.22Avg trade

Best run of 7. US Crude Oil, 1 hour, spread 3, from run sweeps:2026-10-07-CRUDE-1h-opt.tsv:6.

Entry rules, long

  2. The close is above the 200-period SMA.
  3. ADX(14) is above 20.
  4. No long position is open.

Exit rules

  1. The 9-period SMA of RSI(14) rises above 75, or the close falls below the 50-period SMA, closing the long.

Test conditions

PeriodUp to 2026-10-07
InstrumentUS Crude Oil, 1 hour
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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
US Crude OilBest run1 hourn/a 38428.912,390 EUR-1,235
USD/JPYDailyn/a 5335.85362,940 USD-167,620
Nasdaq 100Dailyn/a 5735.095,391 EUR-2,052
Dow JonesDailyn/a 6532.313,207 EUR-2,861
Brent CrudeDailyn/a 1656.252,103 EUR-1,090
S&P 500Dailyn/a 7328.77842 EUR-429
Gold4 hoursn/a 15930.19368 EUR-206

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Smoothed RSI Cross Trend Entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

smashort = Average[50](close)
smalong = Average[200](close)
myRsi = RSI[14](close)
rsima = Average[9](myRsi)
myAdx = ADX[14]

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

RSISMAADX
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,235 EUR is large next to the net profit of 2,390 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Smoothed RSI Cross Trend Entry 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 7 market and timeframe combinations. The best run by trade count was US Crude Oil, 1 hour, with 384 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,235 EUR at the tested position size, against a net result of 2,390 EUR.

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