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Strategies / Trend / Trend Filter RSI Crossover Long

Trend Filter RSI Crossover Long

Buys when price is above EMA(200) and EMA(50) is above EMA(200), with ADX(14) above 20, price above EMA(20), and RSI(14) crossing above 55. Exits when the close falls below EMA(50), or at an 8% stop.

TrendLong onlyIntradayUSD/JPY30 min
n/aProfit factor
199,620Net profit USD
28.21%Win rate
1,393Trades
-114,720Max drawdown
143Avg trade

Best run of 14. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-03-USDJPY-30m-opt.tsv:19.

Entry rules, long

  1. The close is above EMA(200), and EMA(50) is above EMA(200).
  2. ADX(14) is above 20.
  3. The close is above EMA(20).
  5. Entries start after bar 210 and only when flat.

Exit rules

  2. A stop loss sits 8% below the entry price.

Test conditions

PeriodUp to 2026-10-03
InstrumentUSD/JPY, 30 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run30 minn/a 1,39328.21199,620 USD-114,720
USD/JPYDailyn/a 7433.78553,650 USD-210,800
USD/JPY1 hourn/a 1,00329.01274,600 USD-123,330
EUR/USDDailyn/a 8541.1854,126 USD-16,225
Nikkei 225Dailyn/a 7339.7334,186 USD-7,139
Silver4 hoursn/a 21529.3024,133 USD-12,184
Nasdaq 100Dailyn/a 11532.177,473 EUR-3,528
Dow Jones1 hourn/a 33129.006,033 EUR-3,084
Dow Jones4 hoursn/a 10434.625,450 EUR-4,304
Nasdaq 1001 hourn/a 1,06727.933,736 EUR-2,413
FTSE 100Dailyn/a 9235.871,839 EUR-1,614
Gold1 hourn/a 89329.901,792 EUR-770
Gold4 hoursn/a 23536.171,764 EUR-793
S&P 500Dailyn/a 15729.301,026 EUR-553

Charts

Results by run

Top 10 of 14 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Trend Filter RSI Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ready = 0

emafast = ExponentialAverage[20](close)
emamid = ExponentialAverage[50](close)
emalong = ExponentialAverage[200](close)
myRsi = RSI[14](close)
myAdx = ADX[14]

17 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

EMAADXRSI
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 114,720 USD is large next to the net profit of 199,620 USD.

Questions

About this strategy

Can I run Trend Filter RSI Crossover 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 14 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 1,393 trades.

How large was the drawdown?

The best run had a maximum drawdown of 114,720 USD at the tested position size, against a net result of 199,620 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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ADX Filtered EMA Cross

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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