Buys long when the faster RSI lines cross above the 34 period RSI, and sells on the mirror cross down. Each long carries a 10% stop loss and 90% take profit from the entry price.
Best run of 14. DAX 40, 4 hours, spread 3, from run pf:2026-10-12-DAX40-4h.tsv:6.
| Period | Up to 2026-10-12 |
| Instrument | DAX 40, 4 hours |
| 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 | 2026-10-12 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| DAX 40Best run | 4 hours | 1.21 | 1,682 | 32.28 | 16,652 EUR | -3,074 |
| USD/JPY | Daily | n/a | 797 | 28.98 | 528,680 USD | -485,000 |
| USD/JPY | 4 hours | n/a | 2,074 | 30.42 | 395,470 USD | -296,250 |
| Nikkei 225 | Daily | n/a | 684 | 31.87 | 35,759 USD | -17,914 |
| Silver | 4 hours | n/a | 1,702 | 28.67 | 32,333 USD | -16,499 |
| Dow Jones | Daily | n/a | 850 | 34.47 | 21,233 EUR | -7,549 |
| Nikkei 225 | 4 hours | n/a | 1,532 | 30.09 | 16,958 USD | -10,681 |
| Nasdaq 100 | Daily | n/a | 682 | 32.11 | 13,298 EUR | -4,301 |
| Nasdaq 100 | 4 hours | n/a | 1,772 | 31.72 | 12,371 EUR | -3,769 |
| DAX 40 | Daily | n/a | 859 | 34.69 | 11,465 EUR | -5,183 |
| Brent Crude | Daily | n/a | 313 | 36.10 | 9,591 EUR | -5,527 |
| Gold | 4 hours | n/a | 1,714 | 31.21 | 3,182 EUR | -1,123 |
| Gold | Daily | n/a | 774 | 30.36 | 3,135 EUR | -1,353 |
| S&P 500 | Daily | n/a | 903 | 32.56 | 2,205 EUR | -1,289 |
Charts
Top 10 of 14 runs. The full list is in the table above.
The code
// ============================================================== // RSI Alligator Long // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: 4 hours // ============================================================== DEFPARAM CumulateOrders = false jaws = RSI[5](close) teeth = RSI[13](close) lips = RSI[34](close)
14 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 14 market and timeframe combinations. The best run was DAX 40, 4 hours, with a profit factor of 1.21 over 1,682 trades.
The best run had a maximum drawdown of 3,074 EUR at the tested position size, against a net result of 16,652 EUR.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.