Strategies / Momentum / Smoothed RSI Trend Crossover

Smoothed RSI Trend Crossover

The strategy buys when the 50-period average of RSI(21) crosses above 51 while the 10-period EMA is above the 20-period EMA. It sells short when that average crosses below 49 under the same EMA condition, with stops and targets set from recent 20-bar extremes.

MomentumLong & shortSwingS&P 5001 hour

1.49Profit factor

4,265Net profit EUR

34.97%Win rate

469Trades

-763Max drawdown

9.09Avg trade

Best run of 29. S&P 500, 1 hour, spread 1, from run pf:2026-10-04-USA500-1h.tsv:1.

Entry rules, long

The 10-period EMA is above the 20-period EMA.
The stop sits 5 ticks below the 20-bar low, and at least 20 ticks from the close.
When flat, one contract is bought with a target at 2 times the stop distance.

Entry rules, short

The 10-period EMA is above the 20-period EMA.
The stop sits 5 ticks above the 20-bar high, and at least 20 ticks from the close.
When flat, one contract is sold short with a target at 2 times the stop distance.

Exit rules

The stop and target distances are fixed when the signal bar closes, and are measured from the fill.

Test conditions

Period	Up to 2026-10-04
Instrument	S&P 500, 1 hour
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
S&P 500Best run	1 hour	1.49	469	34.97	4,265 EUR	-763
Nasdaq 100	15 min	1.28	814	34.15	14,461 EUR	-2,639
Nikkei 225	30 min	n/a	770	35.71	38,267 USD	-9,730
Nikkei 225	1 hour	n/a	377	34.48	35,166 USD	-9,165
Nikkei 225	4 hours	n/a	106	36.79	29,520 USD	-12,191
Dow Jones	1 hour	n/a	151	40.40	19,571 EUR	-6,622
Nasdaq 100	Daily	n/a	45	64.44	19,042 EUR	-4,272
Dow Jones	Daily	n/a	63	44.44	18,425 EUR	-6,721
Nikkei 225	15 min	n/a	777	33.33	14,239 USD	-12,292
Dow Jones	4 hours	n/a	47	42.55	12,693 EUR	-8,770
Nasdaq 100	1 hour	n/a	453	32.23	12,187 EUR	-4,604
Dow Jones	30 min	n/a	282	32.62	11,875 EUR	-5,484
DAX 40	Daily	n/a	73	38.36	11,291 EUR	-2,473
Nasdaq 100	10 min	n/a	788	33.38	7,720 EUR	-3,126
US Crude Oil	Daily	n/a	53	41.51	6,786 EUR	-5,726
Nasdaq 100	30 min	n/a	751	32.62	6,474 EUR	-5,496
Nasdaq 100	4 hours	n/a	144	36.11	6,445 EUR	-5,827
Brent Crude	Daily	n/a	20	45.00	5,547 EUR	-4,859
DAX 40	15 min	n/a	871	32.84	4,417 EUR	-2,584
DAX 40	4 hours	n/a	110	36.36	4,251 EUR	-3,795
Nasdaq 100	1 min	n/a	693	34.49	4,102 EUR	-2,334
S&P 500	Daily	n/a	59	49.15	3,251 EUR	-692
S&P 500	30 min	n/a	729	33.06	2,710 EUR	-1,014
S&P 500	4 hours	n/a	132	37.88	2,694 EUR	-938
S&P 500	15 min	n/a	760	31.45	2,023 EUR	-696
Gold	1 hour	n/a	490	38.37	1,767 EUR	-1,179
Gold	10 min	n/a	839	34.09	1,319 EUR	-632
Gold	5 min	n/a	784	34.44	1,029 EUR	-872
Gold	Daily	n/a	56	46.43	983 EUR	-593

Charts

Results by run

Top 10 of 29 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 RSI Trend Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[10](close)
emaslow = ExponentialAverage[20](close)
rsiraw = RSI[21](close)
rsismooth = Average[50](rsiraw)
swinglow = lowest[20](low)
swinghigh = highest[20](high)
tick = TICKSIZE

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

EMARSISMA

Longer historyRe-run on up to 1,000,000 barsS&P 500 · 1 hour · older data 52.22 EUR

S&P 500 had no history beyond the standard run, so both runs used 114,000 bars.

S&P 500 · 1 hour

Bars available	114,000
Net, standard 200,000-bar run	4,264.83 EUR
Net, long run	4,317.05 EUR
Net on the older data alone	52.22 EUR

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Smoothed RSI Trend Crossover 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 29 market and timeframe combinations. The best run was S&P 500, 1 hour, with a profit factor of 1.49 over 469 trades.

How large was the drawdown?

The best run had a maximum drawdown of 763 EUR at the tested position size, against a net result of 4,265 EUR.

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

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

Oscillator Consensus Long

Also a momentum strategy.

1.49 PF · 404 trades

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

Copy trading on US indices is available to ProRealAlgos members as spots open.

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

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