Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Momentum / Stochastic RSI Trail Long

Stochastic RSI Trail Long

The system buys when the Stochastic RSI line crosses above 20 while the close is above both the 200-period and 50-period EMAs. Exits occur when the close falls below 0.95 times the highest high since entry, or when the Stochastic RSI exceeds 97.

MomentumLong onlyIntradayNasdaq 1005 min
n/aProfit factor
4,729Net profit EUR
64.20%Win rate
2,131Trades
-3,188Max drawdown
2.22Avg trade

Best run of 18. Nasdaq 100, 5 min, spread 3, from run sweeps:2026-10-07-NAS100-5m-opt.tsv:6.

Entry rules, long

  2. The close is above the 200-period EMA and the 50-period EMA.

Exit rules

  2. The %K line rises above 97.

Test conditions

PeriodUp to 2026-10-07
InstrumentNasdaq 100, 5 minutes
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run5 minn/a 2,13164.204,729 EUR-3,188
USD/JPY4 hoursn/a 37967.02515,310 USD-180,530
EUR/USDDailyn/a 11355.7546,733 USD-35,767
EUR/USD4 hoursn/a 44162.5932,768 USD-31,932
Nikkei 2254 hoursn/a 31363.2611,951 USD-9,772
Nikkei 2253 minn/a 1,90959.729,043 USD-7,599
Dow Jones30 minn/a 85364.018,860 EUR-6,319
Dow Jones4 hoursn/a 12170.257,594 EUR-4,856
Nasdaq 100Dailyn/a 22056.827,573 EUR-4,472
US Crude Oil4 hoursn/a 25862.406,531 EUR-3,526
Nasdaq 1004 hoursn/a 42167.936,302 EUR-3,185
DAX 404 hoursn/a 35466.676,298 EUR-5,201
Brent Crude1 hourn/a 66963.383,362 EUR-3,231
DAX 405 minn/a 1,96760.402,608 EUR-2,113
S&P 500Dailyn/a 25465.352,036 EUR-867
S&P 5004 hoursn/a 41165.941,362 EUR-601
Gold4 hoursn/a 35066.001,218 EUR-525
Gold15 minn/a 1,91357.34724 EUR-511

Charts

Results by run

Top 10 of 18 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Stochastic RSI Trail Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 5 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE raw = 0
ONCE trail = 0

emas = ExponentialAverage[200](close)
emaf = ExponentialAverage[50](close)
myRsi = RSI[14](close)
hh = highest[14](myRsi)
ll = lowest[14](myRsi)

23 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

RSIStochasticEMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 3,188 EUR is large next to the net profit of 4,729 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 Stochastic RSI Trail 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 18 market and timeframe combinations. The best run by trade count was Nasdaq 100, 5 minutes, with 2,131 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,188 EUR at the tested position size, against a net result of 4,729 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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.comStatsDocs