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Strategies / Momentum / RSI Crosses Its Average

RSI Crosses Its Average

Buys when the 14 period RSI crosses above its own 14 period simple average and closes the long when it crosses below. The strategy trades long only, with no stop or target.

MomentumLong onlySwingUSD/JPY4 hours
n/aProfit factor
600,980Net profit USD
31.62%Win rate
2,894Trades
-318,220Max drawdown
208Avg trade

Best run of 12. USD/JPY, 4 hours, spread 1, from run sweeps:2026-10-11-USDJPY-4h-opt.tsv:59.

Entry rules, long

Exit rules

  1. The 14 period RSI crosses under its 14 period simple average

Test conditions

PeriodUp to 2026-10-11
InstrumentUSD/JPY, 4 hours
Spread1 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
USD/JPYBest run4 hoursn/a 2,89431.62600,980 USD-318,220
SilverDailyn/a 1,00332.3025,446 USD-20,191
Dow JonesDailyn/a 1,19533.8921,568 EUR-9,525
DAX 404 hoursn/a 2,51533.1211,164 EUR-4,538
Brent Crude4 hoursn/a 1,39234.209,137 EUR-3,594
US Crude Oil4 hoursn/a 1,79632.919,134 EUR-3,862
DAX 40Dailyn/a 1,21533.338,917 EUR-5,138
Nasdaq 1004 hoursn/a 2,53432.286,380 EUR-4,610
Nasdaq 100Dailyn/a 92733.875,101 EUR-4,672
Gold4 hoursn/a 2,44932.633,272 EUR-873
GoldDailyn/a 1,14731.652,793 EUR-1,175
S&P 500Dailyn/a 1,25031.761,722 EUR-1,485

Charts

Results by run

Top 10 of 12 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Crosses Its Average
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
rsima = Average[14](myRsi)

9 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

RSISMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 318,220 USD is large next to the net profit of 600,980 USD.
  • 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 Crosses Its Average 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 12 market and timeframe combinations. The best run by trade count was USD/JPY, 4 hours, with 2,894 trades.

How large was the drawdown?

The best run had a maximum drawdown of 318,220 USD at the tested position size, against a net result of 600,980 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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ATR Momentum

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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