Strategies / Momentum / Trend RSI Cross With ADX Filter

Trend RSI Cross With ADX Filter

It buys when RSI(3) crosses over 20 during an uptrend, with ADX(5) above 20 and a strong bullish bar. It sells short on the mirror conditions, with stops and targets based on ATR(14).

MomentumLong & shortSwingSilver4 hours

5.01Profit factor

181,973Net profit USD

27.13%Win rate

387Trades

-10,236Max drawdown

470Avg trade

Best run of 7. Silver, 4 hours, spread 2, from run pf:2026-10-05-SILVER-4h.tsv:5.

Entry rules, long

The close is above the 50-period EMA, and the 50-period EMA is above the 200-period EMA.
The bar is bullish with a body greater than 0.5 times its high to low range.

Entry rules, short

The close is below the 50-period EMA, and the 50-period EMA is below the 200-period EMA.
The bar is bearish with a body greater than 0.5 times its high to low range.

Exit rules

An opposite signal closes the trade and reverses it.

Test conditions

Period	Up to 2026-10-05
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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	4 hours	5.01	387	27.13	181,973 USD	-10,236
Dow Jones	4 hours	1.60	147	43.54	10,198 EUR	-1,709
USD/JPY	Daily	n/a	205	35.12	7,260 USD	-3,360
Silver	Daily	n/a	127	28.35	4,698 USD	-4,645
Nasdaq 100	Daily	n/a	191	34.03	4,618 EUR	-2,341
S&P 500	4 hours	n/a	448	31.92	943 EUR	-549
S&P 500	Daily	n/a	222	36.94	889 EUR	-431

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Trend RSI Cross With ADX Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[50](close)
emaslow = ExponentialAverage[200](close)
myRsi = RSI[3](close)
myAdx = ADX[5]
myAtr = AverageTrueRange[14](close)

body = abs(close - open)
rng = high - low

32 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

EMARSIADXATR

Longer historyRe-run on up to 1,000,000 barsDow Jones · 4 hours · older data 0.00 EUR

Dow Jones had no history beyond the standard run, so both runs used 9,000 bars.

Dow Jones · 4 hours

Bars available	9,000
Net, standard 200,000-bar run	10,197.50 EUR
Net, long run	10,197.50 EUR
Net on the older data alone	0.00 EUR

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 RSI Cross With ADX 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 7 market and timeframe combinations. The best run was Silver, 4 hours, with a profit factor of 5.01 over 387 trades.

How large was the drawdown?

The best run had a maximum drawdown of 10,236 USD at the tested position size, against a net result of 181,973 USD.

Does it trade long, short or both?

It trades both long and short.

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

MACD Level Crossover Long

Also a momentum strategy.

4.83 PF · 241 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