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Strategies / Volatility / Squeeze RSI Trailing Stop Long

Squeeze RSI Trailing Stop Long

The system buys when 2 times ATR(20) exceeds 2 standard deviations of close, ATR is not rising, and both RSI(10) and RSI(14) are rising. It exits when the low breaks a trailing level set 2 times ATR(20) below the bar's low, which only rises.

VolatilityLong onlySwingSilver1 hour
2.76Profit factor
546,194Net profit USD
37.62%Win rate
3,825Trades
-34,961Max drawdown
143Avg trade

Best run of 15. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:12.

Entry rules, long

  2. Twice ATR(20) is not above its prior bar value.
  3. RSI(10) and RSI(14) are both above their prior values.
  4. No long position is already open.

Exit rules

  1. The trailing level starts at the signal bar's low minus 2 times ATR(20) and only moves up.
  3. The long also closes at market when RSI(14) is above 70 and RSI(10) is above RSI(14).

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 1 hour
Spread2 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run1 hour2.76 3,82537.62546,194 USD-34,961
Dow JonesDaily1.73 49448.5837,167 EUR-5,663
Nikkei 2254 hoursn/a 88440.5038,578 USD-9,036
Nikkei 225Dailyn/a 34141.0630,283 USD-10,644
Dow Jones30 minn/a 2,60742.6215,203 EUR-7,945
Nasdaq 1004 hoursn/a 1,04344.3011,563 EUR-4,243
DAX 404 hoursn/a 1,03343.189,296 EUR-4,736
Dow Jones1 hourn/a 1,31941.778,795 EUR-6,989
Dow Jones15 minn/a 4,48941.888,004 EUR-7,464
GBP/USDDailyn/a 43140.147,796 USD-6,930
FTSE 1004 hoursn/a 1,01242.094,267 EUR-1,725
Brent Crude1 hourn/a 1,92839.833,417 EUR-3,346
S&P 5004 hoursn/a 1,10743.362,479 EUR-763
S&P 500Dailyn/a 55145.012,328 EUR-987
Gold4 hoursn/a 1,08141.171,336 EUR-905

Charts

Results by run

Top 10 of 15 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

// ==============================================================
// Squeeze RSI Trailing Stop Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Volatility
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE stoplevel = 0

atrx = AverageTrueRange[20](close) * 2
sdevx = 2 * STD[20](close)
rsiten = RSI[10](close)
rsifourteen = RSI[14](close)

IF NOT LongOnMarket THEN
    stoplevel = low - atrx
ELSE
    stoplevel = max(stoplevel, low - atrx)
ENDIF

15 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

ATRStandard DeviationRSI
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 Squeeze RSI Trailing Stop Long 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 15 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 2.76 over 3,825 trades.

How large was the drawdown?

The best run had a maximum drawdown of 34,961 USD at the tested position size, against a net result of 546,194 USD.

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