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Strategies / Momentum / Stochastic RSI Trend Bracket

Stochastic RSI Trend Bracket

The strategy buys when the Stochastic RSI %K line crosses above %D during a bullish EMA stack and the MACD is below zero but above its signal line. It sells short on the mirror setup, with ATR-based stops and targets.

MomentumLong & shortSwingNikkei 2251 hour
n/aProfit factor
3,080Net profit USD
58.47%Win rate
248Trades
-2,048Max drawdown
12.42Avg trade

Best run of 9. Nikkei 225, 1 hour, spread 10, from run sweeps:2026-10-11-NIKKEI-1h-opt.tsv:37.

Entry rules, long

  2. The 8, 15 and 50-period EMAs are in bullish order, and the close is above the 8-period EMA
  3. The SMA-based MACD (12 and 24 periods) is above its 8-period signal line and below zero

Entry rules, short

  2. The 8, 15 and 50-period EMAs are in bearish order, and the close is below the 8-period EMA
  3. The SMA-based MACD is below its 8-period signal line and above zero

Exit rules

  2. The target is 1.5 times the 11-period ATR from the fill price
  3. New trades are taken only when no position is open

Test conditions

PeriodUp to 2026-10-11
InstrumentNikkei 225, 1 hour
Spread10 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best run1 hourn/a 24858.473,080 USD-2,048
Dow JonesDailyn/a 3568.574,926 EUR-1,251
SilverDailyn/a 3666.673,870 USD-715
Brent Crude4 hoursn/a 4862.502,398 EUR-591
US Crude Oil4 hoursn/a 6666.672,232 EUR-1,545
Dow Jones30 minn/a 21362.441,915 EUR-1,210
FTSE 100Dailyn/a 2975.861,116 EUR-338
S&P 5004 hoursn/a 6363.49352 EUR-156
GoldDailyn/a 3666.67325 EUR-92.00

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Stochastic RSI Trend Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE raw = 50

myRsi = RSI[14](close)
rhi = highest[14](myRsi)
rlo = lowest[14](myRsi)

33 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

RSIStochasticMACDEMASMAATR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 2,048 USD is large next to the net profit of 3,080 USD.

Questions

About this strategy

Can I run Stochastic RSI Trend Bracket 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 9 market and timeframe combinations. The best run by trade count was Nikkei 225, 1 hour, with 248 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,048 USD at the tested position size, against a net result of 3,080 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 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.comStatsDocs