Strategies / Breakout / Smoothed RSI Range Breakout

Smoothed RSI Range Breakout

Buys when a smoothed RSI(10) is in an uptrend and the low breaks the prior 9-bar low, and sells short on the mirror setup. Trades close on RSI extremes, with the 70 and 30 levels setting the exits.

BreakoutLong & shortIntradayEUR/USD15 min

n/aProfit factor

41,828Net profit USD

37.49%Win rate

1,779Trades

-27,782Max drawdown

23.51Avg trade

Best run of 5. EUR/USD, 15 min, spread 1, from run sweeps:2026-10-10-EURUSD-15m-opt.tsv:5.

Entry rules, long

Trend is up: the smoothed RSI (2-bar average of RSI(10)) crossed above 30 and has since stayed between 30 and 70.
A long is taken only if the last signal was not already a long.

Entry rules, short

Trend is down: the smoothed RSI crossed below 70 and has since stayed between 30 and 70.
A short is taken only if the last signal was not already a short.

Exit rules

A short closes when the smoothed RSI is below 30 with the close below the entry price, or above 70.

Test conditions

Period	Up to 2026-10-10
Instrument	EUR/USD, 15 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	15 min	n/a	1,779	37.49	41,828 USD	-27,782
Silver	Daily	n/a	147	38.10	8,652 USD	-7,800
FTSE 100	Daily	n/a	107	43.93	4,475 EUR	-1,688
DAX 40	Daily	n/a	143	30.77	3,439 EUR	-3,100
S&P 500	Daily	n/a	140	31.43	1,104 EUR	-707

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Smoothed RSI Range Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE trend = 0
ONCE lasttrend = 0
ONCE last = 0

myRsi = Average[2](RSI[10](close))

33 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

RSISMA

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 27,782 USD is large next to the net profit of 41,828 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 Smoothed RSI Range Breakout 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 5 market and timeframe combinations. The best run by trade count was EUR/USD, 15 minutes, with 1,779 trades.

How large was the drawdown?

The best run had a maximum drawdown of 27,782 USD at the tested position size, against a net result of 41,828 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

Big Candle Breakout

Also a breakout strategy.

n/a PF · 4,636 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