Strategies / Momentum / RSI Cross With Relative Volume

RSI Cross With Relative Volume

Buys when RSI(14) crosses above 70 and volume is more than 1.5 times its 14-bar average, and sells short on a cross below 35 with the same volume condition. Longs close when RSI falls below 69 and shorts close when RSI rises above 35.

MomentumLong & shortSwingSilver4 hours

n/aProfit factor

10,062Net profit USD

30.66%Win rate

424Trades

-4,968Max drawdown

23.73Avg trade

Best run of 3. Silver, 4 hours, spread 2, from run sweeps:2026-10-11-SILVER-4h-opt.tsv:19.

Entry rules, long

Relative volume is the current volume divided by the 14-bar average volume.
A long is opened at market on that cross when no long position is open.

Entry rules, short

RSI(14) crosses under 35 while relative volume is above 1.5.

Exit rules

A short is closed at market when RSI(14) is above 35 on a bar with no new signal.

Test conditions

Period	Up to 2026-10-11
Instrument	Silver, 4 hours
Spread	2 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
SilverBest run	4 hours	n/a	424	30.66	10,062 USD	-4,968
USD/JPY	4 hours	n/a	358	32.68	153,340 USD	-113,660
Gold	Daily	n/a	32	50.00	471 EUR	-197

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Cross With Relative Volume
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
av = Average[14](Volume)

27 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

RSIVolumeSMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run RSI Cross With Relative Volume 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 3 market and timeframe combinations. The best run by trade count was Silver, 4 hours, with 424 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,968 USD at the tested position size, against a net result of 10,062 USD.

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

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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