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Strategies / Momentum / TRIX Histogram Stochastic RSI Long

TRIX Histogram Stochastic RSI Long

The strategy buys when the TRIX histogram is positive and the Stochastic RSI is below 0.8. It closes the long when the histogram turns negative and the Stochastic RSI is above 0.2.

MomentumLong onlySwingGoldDaily
1.90Profit factor
3,207Net profit EUR
47.20%Win rate
375Trades
-786Max drawdown
8.55Avg trade

Best run of 21. Gold, Daily, spread 0.6, from run pf:2026-10-05-GOLD-D.tsv:7.

Entry rules, long

  2. The Stochastic RSI, based on RSI(14) over a 14-bar window, is below 0.8.

Exit rules

  1. The TRIX histogram falls below zero and the Stochastic RSI is above 0.2.

Test conditions

PeriodUp to 2026-10-05
InstrumentGold, Daily
Spread0.6 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest runDaily1.90 37547.203,207 EUR-786
Dow JonesDaily1.67 40053.7528,911 EUR-5,437
Gold1 hour1.32 3,22245.254,791 EUR-565
USD/JPY1 hour1.16 3,79746.091,095,000 USD-172,485
USD/JPY30 minn/a 5,40443.41397,210 USD-184,860
EUR/USD1 hourn/a 4,84344.0273,735 USD-42,479
Nikkei 225Dailyn/a 31648.4250,417 USD-13,167
Nikkei 2251 hourn/a 2,66743.6426,040 USD-13,329
Nikkei 2254 hoursn/a 70747.6724,795 USD-11,975
DAX 40Dailyn/a 42251.1813,271 EUR-5,206
Dow Jones4 hoursn/a 28847.2211,030 EUR-7,717
DAX 401 hourn/a 3,01146.6010,842 EUR-4,336
Nasdaq 1004 hoursn/a 88647.7410,675 EUR-6,069
US Crude OilDailyn/a 32047.1910,246 EUR-6,913
Brent Crude1 hourn/a 1,73245.389,061 EUR-4,835
Nasdaq 100Dailyn/a 30652.297,738 EUR-4,757
Nasdaq 1001 hourn/a 3,35144.236,676 EUR-3,627
Brent Crude4 hoursn/a 47849.585,429 EUR-5,329
FTSE 100Dailyn/a 32347.683,543 EUR-2,338
S&P 500Dailyn/a 43347.813,234 EUR-939
S&P 5004 hoursn/a 87047.241,908 EUR-1,180

Charts

Results by run

Top 10 of 21 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// TRIX Histogram Stochastic RSI Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[9](close)
emab = ExponentialAverage[9](ema)
trix = ExponentialAverage[9](emab)

26 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

EMASMARSIStochastic
Longer historyRe-run on up to 1,000,000 barsGold · Daily · older data 0.00 EUR

Gold had no history beyond the standard run, so both runs used 13,000 bars.

Gold · Daily

Bars available13,000
Net, standard 200,000-bar run3,206.60 EUR
Net, long run3,206.60 EUR
Net on the older data alone0.00 EUR
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run TRIX Histogram Stochastic RSI 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 21 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 1.90 over 375 trades.

How large was the drawdown?

The best run had a maximum drawdown of 786 EUR at the tested position size, against a net result of 3,207 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

TRIX Momentum Stochastic RSI Long

Also a momentum strategy.

1.90 PF · 376 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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