The books... not free though
Buys when the RSI(21) of the typical price crosses above 65 while the close is above its 200-period SMA. Closes the long when that RSI crosses below 50.
Best run of 29. Nasdaq 100, Daily, spread 3, from run pf:2026-10-13-NAS100-D.tsv:9.
| Period | Up to 2026-10-13 |
| Instrument | Nasdaq 100, Daily |
| Spread | 3 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 | 2026-10-13 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | Daily | 3.83 | 103 | 47.57 | 15,273 EUR | -2,736 |
| DAX 40 | 1 hour | 1.28 | 853 | 40.80 | 10,430 EUR | -1,768 |
| Nikkei 225 | Daily | n/a | 80 | 43.75 | 42,559 USD | -6,934 |
| Silver | 4 hours | n/a | 212 | 40.57 | 37,427 USD | -10,261 |
| Nikkei 225 | 1 hour | n/a | 729 | 37.17 | 23,373 USD | -6,867 |
| Nikkei 225 | 30 min | n/a | 1,427 | 37.42 | 18,017 USD | -9,534 |
| Silver | 3 min | n/a | 1,328 | 31.48 | 15,280 USD | -6,721 |
| Nikkei 225 | 4 hours | n/a | 210 | 37.14 | 13,629 USD | -5,577 |
| Dow Jones | 1 hour | n/a | 310 | 41.61 | 11,702 EUR | -4,654 |
| Dow Jones | 4 hours | n/a | 84 | 48.81 | 8,416 EUR | -3,779 |
| Nasdaq 100 | 4 hours | n/a | 293 | 41.64 | 8,361 EUR | -2,612 |
| Nasdaq 100 | 1 hour | n/a | 1,037 | 37.51 | 6,751 EUR | -3,570 |
| DAX 40 | 30 min | n/a | 1,513 | 36.22 | 6,681 EUR | -3,090 |
| Dow Jones | 30 min | n/a | 620 | 39.52 | 6,667 EUR | -4,679 |
| Nikkei 225 | 3 min | n/a | 1,441 | 32.62 | 6,389 USD | -5,447 |
| Nasdaq 100 | 30 min | n/a | 1,489 | 38.08 | 5,724 EUR | -3,498 |
| Nasdaq 100 | 10 min | n/a | 1,456 | 35.03 | 4,196 EUR | -4,087 |
| DAX 40 | Daily | n/a | 127 | 44.09 | 3,570 EUR | -3,474 |
| Nasdaq 100 | 15 min | n/a | 1,523 | 36.97 | 3,413 EUR | -3,392 |
| Gold | Daily | n/a | 104 | 43.27 | 2,905 EUR | -809 |
| Gold | 1 hour | n/a | 879 | 39.93 | 2,394 EUR | -826 |
| Gold | 30 min | n/a | 1,376 | 37.57 | 1,663 EUR | -461 |
| S&P 500 | Daily | n/a | 137 | 45.26 | 1,655 EUR | -565 |
| Gold | 4 hours | n/a | 258 | 37.21 | 1,586 EUR | -614 |
| Gold | 10 min | n/a | 1,438 | 34.98 | 1,200 EUR | -411 |
| Gold | 15 min | n/a | 1,477 | 33.38 | 1,073 EUR | -587 |
| S&P 500 | 4 hours | n/a | 289 | 38.41 | 1,066 EUR | -816 |
| Gold | 5 min | n/a | 1,466 | 35.81 | 776 EUR | -385 |
| Gold | 3 min | n/a | 1,386 | 33.84 | 632 EUR | -471 |
Charts
Top 10 of 29 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // Typical Price RSI Trend Filter // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false myRsi = RSI[21](TypicalPrice) sma = Average[200](close)
9 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 29 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 3.83 over 103 trades.
The best run had a maximum drawdown of 2,736 EUR at the tested position size, against a net result of 15,272 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
