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Strategies / Momentum / RSI Level Crossover Long

RSI Level Crossover Long

Buys when RSI(14) crosses above 30 or above 55 and sells when it crosses below 30, 55, 60 or 70, or moves above 75. The strategy holds one long position at a time and does not sell short.

MomentumLong onlySwingDow Jones1 hour
n/aProfit factor
9,483Net profit EUR
37.34%Win rate
2,381Trades
-8,698Max drawdown
3.98Avg trade

Best run of 8. Dow Jones, 1 hour, spread 3, from run sweeps:2026-10-11-DOW30-1h-opt.tsv:64.

Entry rules, long

  2. RSI(14) crosses above 55.
  3. Only when no long position is open.

Exit rules

  2. RSI(14) is above 75.

Test conditions

PeriodUp to 2026-10-11
InstrumentDow Jones, 1 hour
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
Dow JonesBest run1 hourn/a 2,38137.349,483 EUR-8,698
Nikkei 2254 hoursn/a 1,51337.3437,381 USD-10,464
Dow JonesDailyn/a 93239.7012,788 EUR-9,266
Dow Jones4 hoursn/a 63036.679,623 EUR-6,255
DAX 404 hoursn/a 1,84737.957,699 EUR-5,737
Nasdaq 1004 hoursn/a 1,83437.796,592 EUR-4,294
Gold4 hoursn/a 1,80535.792,087 EUR-585
S&P 5004 hoursn/a 1,94537.281,496 EUR-881

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Level Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)

12 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 weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 8,698 EUR is large next to the net profit of 9,483 EUR.
  • 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 Level Crossover 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 8 market and timeframe combinations. The best run by trade count was Dow Jones, 1 hour, with 2,381 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,698 EUR at the tested position size, against a net result of 9,483 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

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Copy trading on US indices is available to ProRealAlgos members as spots open.

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