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Strategies / Trend / Trend Crossover With RSI Filter

Trend Crossover With RSI Filter

The strategy buys when the 20-bar average is above the 50-bar average and price crosses above the 20-bar average with RSI(14) below 70, and sells short on the mirror setup. Each trade uses a 2% stop loss and a 5% profit target.

TrendLong & shortIntradayEUR/USD3 min
1.59Profit factor
169,368Net profit USD
30.88%Win rate
2,924Trades
-27,142Max drawdown
57.92Avg trade

Best run of 13. EUR/USD, 3 min, spread 1, from run pf:2026-10-12-EURUSD-3m.tsv:2.

Entry rules, long

  1. The 20-bar simple moving average is above the 50-bar simple moving average
  3. RSI(14) is below 70

Entry rules, short

  1. The 20-bar simple moving average is below the 50-bar simple moving average
  3. RSI(14) is above 30

Exit rules

  2. A long closes when the 20-bar average is below the 50-bar average and the close moves below the 20-bar average
  3. A short closes when the 20-bar average is above the 50-bar average and the close moves above the 20-bar average
  4. An opposite entry signal reverses the position

Test conditions

PeriodUp to 2026-10-12
InstrumentEUR/USD, 3 minutes
Spread1 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
EUR/USDBest run3 min1.59 2,92430.88169,368 USD-27,142
USD/JPYDailyn/a 31331.63954,030 USD-470,070
USD/JPY4 hoursn/a 53034.15564,880 USD-318,570
EUR/USD2 minn/a 2,97029.9093,551 USD-30,206
EUR/USD5 minn/a 2,89331.9775,206 USD-26,515
EUR/USD4 hoursn/a 63535.2845,261 USD-35,328
Dow Jones4 hoursn/a 17035.8814,079 EUR-8,412
Nasdaq 100Dailyn/a 46228.5711,588 EUR-3,864
Dow JonesDailyn/a 46827.9910,121 EUR-5,921
DAX 404 hoursn/a 59833.288,267 EUR-5,141
Brent CrudeDailyn/a 25333.207,331 EUR-2,077
Gold10 minn/a 2,78833.431,854 EUR-1,295
S&P 500Dailyn/a 51125.641,354 EUR-1,243

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Trend Crossover With RSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

fast = Average[20](close)
slow = Average[50](close)
myRsi = RSI[14](close)

24 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

SMARSI
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 Trend Crossover With RSI Filter 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 13 market and timeframe combinations. The best run was EUR/USD, 3 minutes, with a profit factor of 1.59 over 2,924 trades.

How large was the drawdown?

The best run had a maximum drawdown of 27,142 USD at the tested position size, against a net result of 169,368 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Slow MACD Slope

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6.80 PF · 7,305 trades

Ichimoku Cloud Confluence

Also a trend strategy.

1.59 PF · 302 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