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Strategies / Momentum / RSI Momentum Crossover Long Short

RSI Momentum Crossover Long Short

Buys when RSI(14) crosses above 55 and sells short when it crosses below 45. Positions close when RSI crosses back through 50 against the trade, and an opposite entry signal reverses the position.

MomentumLong & shortSwingUSD/JPYDaily
1.25Profit factor
1,996,280Net profit USD
28.99%Win rate
828Trades
-488,400Max drawdown
2,411Avg trade

Best run of 6. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:43.

Entry rules, long

  2. Signals are only evaluated after bar 20.

Entry rules, short

  2. Signals are only evaluated after bar 20.

Exit rules

  2. A short closes when RSI(14) crosses over 50, unless a long entry fires on the same bar.
  3. An opposite entry signal reverses the open position.

Test conditions

PeriodUp to 2026-10-12
InstrumentUSD/JPY, Daily
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.25 82828.991,996,280 USD-488,400
USD/JPY1 hourn/a 8,22428.09361,820 USD-296,760
EUR/USDDailyn/a 77032.99160,928 USD-50,745
Nikkei 225Dailyn/a 69431.2732,527 USD-22,257
Brent CrudeDailyn/a 32929.1813,625 EUR-13,601
Gold4 hoursn/a 1,78130.601,866 EUR-1,130

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Momentum Crossover Long Short
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)

18 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
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run RSI Momentum Crossover Long Short 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 6 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.25 over 828 trades.

How large was the drawdown?

The best run had a maximum drawdown of 488,400 USD at the tested position size, against a net result of 1,996,280 USD.

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