Strategies / Trend / Trend Filtered RSI Cross

Trend Filtered RSI Cross

Buys when price is above the 200-period SMA and RSI(14) crosses above 40. Each trade has a stop-loss and a profit target, both 1.5 times the 14-period ATR from entry.

TrendLong onlySwingSilver4 hours

3.93Profit factor

107,934Net profit USD

46.32%Win rate

272Trades

-11,994Max drawdown

397Avg trade

Best run of 9. Silver, 4 hours, spread 2, from run pf:2026-10-12-SILVER-4h.tsv:6.

Entry rules, long

The close is above the 200-period SMA.
No long position is open.

Exit rules

The profit target sits 1.5 times the 14-period ATR above the entry price.

Test conditions

Period	Up to 2026-10-12
Instrument	Silver, 4 hours
Spread	2 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	4 hours	3.93	272	46.32	107,934 USD	-11,994
Silver	Daily	n/a	92	50.00	13,887 USD	-6,064
Nikkei 225	Daily	n/a	125	51.20	6,621 USD	-5,980
Dow Jones	Daily	n/a	191	54.45	4,024 EUR	-3,771
DAX 40	Daily	n/a	221	48.87	3,234 EUR	-1,556
DAX 40	4 hours	n/a	385	51.95	2,654 EUR	-1,163
Dow Jones	30 min	n/a	847	50.53	2,316 EUR	-1,955
S&P 500	Daily	n/a	222	53.60	1,127 EUR	-478
Gold	Daily	n/a	142	59.15	428 EUR	-405

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Trend Filtered RSI Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

sma = Average[200](close)
myRsi = RSI[14](close)
myAtr = AverageTrueRange[14](close)

11 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

SMARSIATR

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 Filtered RSI Cross 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 was Silver, 4 hours, with a profit factor of 3.93 over 272 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,994 USD at the tested position size, against a net result of 107,934 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

KAMA Trend Filter With ATR Stop

Also a trend strategy.

3.91 PF · 1,935 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.com Stats Docs

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