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Strategies / Trend / DI Crossover RSI Trend

DI Crossover RSI Trend

The strategy buys 1 contract when +DI crosses above -DI while RSI(6) is above its 14 bar average, or when RSI(6) crosses above that average while +DI is above -DI. It closes the long when -DI crosses above +DI.

TrendLong onlySwingGold4 hours
1.47Profit factor
3,383Net profit EUR
34.10%Win rate
1,126Trades
-719Max drawdown
3.00Avg trade

Best run of 17. Gold, 4 hours, spread 0.6, from run pf:2026-10-10-GOLD-4h.tsv:1.

Entry rules, long

  2. RSI(6) crosses over its 14 period average while +DI is above -DI.
  3. While flat, and only after bar 30.

Exit rules

  1. The 14 period -DI crosses over +DI while a long position is open, closing the trade by selling 1 contract at market.

Test conditions

PeriodUp to 2026-10-10
InstrumentGold, 4 hours
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run4 hours1.47 1,12634.103,383 EUR-719
USD/JPY4 hoursn/a 1,32733.01445,870 USD-320,140
EUR/USDDailyn/a 53430.9050,089 USD-30,520
Nikkei 225Dailyn/a 48330.4335,990 USD-12,318
SilverDailyn/a 50228.0929,366 USD-20,435
Nikkei 2254 hoursn/a 98632.7628,184 USD-8,256
Dow JonesDailyn/a 59533.7816,385 EUR-7,972
Dow Jones4 hoursn/a 39938.1012,813 EUR-5,589
Nasdaq 100Dailyn/a 49735.2112,007 EUR-5,689
DAX 404 hoursn/a 1,20035.0810,918 EUR-3,417
Nasdaq 1004 hoursn/a 1,19634.369,706 EUR-6,193
Dow Jones1 hourn/a 1,56332.897,044 EUR-6,881
DAX 40Dailyn/a 67331.356,585 EUR-6,058
S&P 500Dailyn/a 65832.222,286 EUR-807
GoldDailyn/a 56029.642,040 EUR-1,086
Gold1 hourn/a 4,41427.591,193 EUR-999
S&P 5004 hoursn/a 1,24235.101,089 EUR-934

Charts

Results by run

Top 10 of 17 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

dip = DIplus[14](close)
dim = DIminus[14](close)
myRsi = RSI[6](close)
rsisma = Average[14](myRsi)

15 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

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

Gold had no history beyond the standard run, so both runs used 30,000 bars.

Gold · 4 hours

Bars available30,000
Net, standard 200,000-bar run3,383.30 EUR
Net, long run3,383.30 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 DI Crossover RSI Trend 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 17 market and timeframe combinations. The best run was Gold, 4 hours, with a profit factor of 1.47 over 1,126 trades.

How large was the drawdown?

The best run had a maximum drawdown of 719 EUR at the tested position size, against a net result of 3,383 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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MACD Histogram With SMA Trend

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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