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Strategies / Momentum / Trend Filtered RSI Scalping

Trend Filtered RSI Scalping

Buys when the close is above a 50-period EMA rising over 5 bars, RSI(3) crosses above 20, ADX(5) is above 30 and the candle body exceeds 60% of its range. Shorts mirror these conditions, with a stop at the signal bar high.

MomentumLong & shortSwingFTSE 1004 hours
n/aProfit factor
1,591Net profit EUR
43.52%Win rate
301Trades
-1,167Max drawdown
5.29Avg trade

Best run of 6. FTSE 100, 4 hours, spread 2, from run sweeps:2026-10-04-FTSE100-4h-opt.tsv:57.

Entry rules, long

  1. The close is above the 50-period EMA, and that EMA is higher than its value 5 bars earlier.
  3. ADX(5) is above 30.
  4. The candle body is more than 60% of the candle's high to low range.

Entry rules, short

  1. The close is below the 50-period EMA, and that EMA is lower than its value 5 bars earlier.
  3. ADX(5) is above 30.
  4. The candle body is more than 60% of the candle's high to low range.

Exit rules

  2. The target is 1.5 times the risk, measured from the entry price.
  3. An opposite signal closes the trade and reverses it.
  4. A repeat signal in the same direction moves the stop and target to the new signal bar.

Test conditions

PeriodUp to 2026-10-04
InstrumentFTSE 100, 4 hours
Spread2 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
FTSE 100Best run4 hoursn/a 30143.521,591 EUR-1,167
Dow JonesDailyn/a 14239.444,436 EUR-2,466
US Crude Oil4 hoursn/a 26244.274,395 EUR-1,670
Brent CrudeDailyn/a 4854.174,009 EUR-2,331
Dow Jones4 hoursn/a 10241.182,945 EUR-2,513
Nasdaq 100Dailyn/a 14134.042,669 EUR-1,341

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Trend Filtered RSI Scalping
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[50](close)
myRsi = RSI[3](close)
myAdx = ADX[5]

32 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

EMARSIADX
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,167 EUR is large next to the net profit of 1,591 EUR.

Questions

About this strategy

Can I run Trend Filtered RSI Scalping 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 6 market and timeframe combinations. The best run by trade count was FTSE 100, 4 hours, with 301 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,167 EUR at the tested position size, against a net result of 1,591 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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ATR Momentum

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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