Strategies / Trend / RSI Alligator Crossover

RSI Alligator Crossover

Compares RSI lines of 5, 13 and 34 periods and buys when a faster line crosses above the slowest. Shorts mirror the signal, and each opposite signal reverses the position, with a 10% stop and 90% target on longs.

TrendLong & shortSwingGold4 hours

n/aProfit factor

2,824Net profit EUR

29.18%Win rate

3,427Trades

-1,262Max drawdown

0.82Avg trade

Best run of 6. Gold, 4 hours, spread 0.6, from run sweeps:2026-10-11-GOLD-4h-opt.tsv:158.

Entry rules, long

Or the 5 period RSI crosses above the 34 period RSI while the 13 period RSI is above it

Entry rules, short

Or the 5 period RSI crosses under the 34 period RSI while the 13 period RSI is below it

Exit rules

A 10% stop loss and 90% take profit are set on each long
An opposite signal reverses the position

Test conditions

Period	Up to 2026-10-11
Instrument	Gold, 4 hours
Spread	0.6 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	4 hours	n/a	3,427	29.18	2,824 EUR	-1,262
USD/JPY	Daily	n/a	1,594	28.23	2,287,940 USD	-803,840
Brent Crude	Daily	n/a	627	33.01	15,438 EUR	-7,574
DAX 40	4 hours	n/a	3,364	29.79	14,047 EUR	-4,475
GBP/USD	Daily	n/a	1,625	31.02	13,219 USD	-8,987
Gold	Daily	n/a	1,548	29.46	2,269 EUR	-1,212

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

jaw = RSI[34](close)
teeth = RSI[5](close)
lips = RSI[13](close)

16 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

RSI

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run RSI Alligator Crossover 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 Gold, 4 hours, with 3,427 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,262 EUR at the tested position size, against a net result of 2,824 EUR.

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

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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