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Strategies / Trend / RSI Alligator Long

RSI Alligator Long

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.

TrendLong onlySwingDAX 404 hours
1.21Profit factor
16,652Net profit EUR
32.28%Win rate
1,682Trades
-3,074Max drawdown
9.90Avg trade

Best run of 14. DAX 40, 4 hours, spread 3, from run pf:2026-10-12-DAX40-4h.tsv:6.

Entry rules, long

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

Exit rules

  1. A 10% stop loss and 90% take profit are set from the entry price

Test conditions

PeriodUp to 2026-10-12
InstrumentDAX 40, 4 hours
Spread3 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run4 hours1.21 1,68232.2816,652 EUR-3,074
USD/JPYDailyn/a 79728.98528,680 USD-485,000
USD/JPY4 hoursn/a 2,07430.42395,470 USD-296,250
Nikkei 225Dailyn/a 68431.8735,759 USD-17,914
Silver4 hoursn/a 1,70228.6732,333 USD-16,499
Dow JonesDailyn/a 85034.4721,233 EUR-7,549
Nikkei 2254 hoursn/a 1,53230.0916,958 USD-10,681
Nasdaq 100Dailyn/a 68232.1113,298 EUR-4,301
Nasdaq 1004 hoursn/a 1,77231.7212,371 EUR-3,769
DAX 40Dailyn/a 85934.6911,465 EUR-5,183
Brent CrudeDailyn/a 31336.109,591 EUR-5,527
Gold4 hoursn/a 1,71431.213,182 EUR-1,123
GoldDailyn/a 77430.363,135 EUR-1,353
S&P 500Dailyn/a 90332.562,205 EUR-1,289

Charts

Results by run

Top 10 of 14 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// 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

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

RSI
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run RSI Alligator 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 14 market and timeframe combinations. The best run was DAX 40, 4 hours, with a profit factor of 1.21 over 1,682 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,074 EUR at the tested position size, against a net result of 16,652 EUR.

Does it trade long, short or both?

It only takes long 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.comStatsDocs