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Strategies / Breakout / RSI Alternating Breakout Swing

RSI Alternating Breakout Swing

Goes long when the 14 period RSI rises through 75 and short when it falls through 25, with signals alternating. Each trade has a 0.217% stop and 2.17% target, and an opposite signal reverses the position.

BreakoutLong & shortIntradayNasdaq 10010 min
n/aProfit factor
4,456Net profit EUR
15.35%Win rate
860Trades
-2,391Max drawdown
5.18Avg trade

Best run of 18. Nasdaq 100, 10 min, spread 3, from run sweeps:2026-10-11-NAS100-10m-opt.tsv:10.

Entry rules, long

  2. A long is taken only after a short signal has been taken

Entry rules, short

  2. The first trade is a short, and signals then alternate

Exit rules

  2. An opposite signal reverses the position

Test conditions

PeriodUp to 2026-10-11
InstrumentNasdaq 100, 10 minutes
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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run10 minn/a 86015.354,456 EUR-2,391
USD/JPY10 minn/a 69425.79436,560 USD-121,510
USD/JPY15 minn/a 73424.93331,590 USD-148,750
EUR/USD1 hourn/a 71114.7721,044 USD-13,953
EUR/USD30 minn/a 77218.5212,719 USD-10,712
EUR/USD15 minn/a 66625.6810,664 USD-9,553
Nikkei 2251 hourn/a 44910.919,559 USD-1,745
Nasdaq 1003 minn/a 73223.916,088 EUR-3,413
Nasdaq 1005 minn/a 73520.823,767 EUR-2,016
Nasdaq 1001 minn/a 66028.483,700 EUR-2,075
Nasdaq 1002 minn/a 70927.083,261 EUR-2,350
DAX 405 minn/a 71121.522,956 EUR-2,561
GBP/USD30 minn/a 78419.772,563 USD-1,583
Nasdaq 1001 hourn/a 6218.532,419 EUR-1,806
Dow JonesDailyn/a 5111.761,247 EUR-523
GBP/USD4 hoursn/a 17310.981,098 USD-1,016
Gold15 minn/a 77714.80464 EUR-318
Gold4 hoursn/a 12913.18158 EUR-79.80

Charts

Results by run

Top 10 of 18 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Alternating Breakout Swing
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE mypos = 0

myRsi = RSI[14](close)

23 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 2,391 EUR is large next to the net profit of 4,456 EUR.

Questions

About this strategy

Can I run RSI Alternating Breakout Swing 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 18 market and timeframe combinations. The best run by trade count was Nasdaq 100, 10 minutes, with 860 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,391 EUR at the tested position size, against a net result of 4,456 EUR.

Does it trade long, short or both?

It trades both long and short.

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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