Strategies / Momentum / RSI Zigzag Trend Flip

RSI Zigzag Trend Flip

The system buys when a zigzag built from RSI(5) swing levels flips from down to up, and closes the long when it flips back down. The swing levels are the closes at RSI(5) crossovers of 25 and 75, with a 1% reversal threshold.

MomentumLong onlySwingS&P 5001 hour

1.51Profit factor

3,245Net profit EUR

38.96%Win rate

249Trades

-763Max drawdown

13.03Avg trade

Best run of 44. S&P 500, 1 hour, spread 1, from run pf:2026-10-12-USA500-1h.tsv:2.

Entry rules, long

No long position is open when the trend turns up.

Exit rules

A long position closes when the trend flips down.

Test conditions

Period	Up to 2026-10-12
Instrument	S&P 500, 1 hour
Spread	1 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	1 hour	1.51	249	38.96	3,245 EUR	-763
USD/JPY	4 hours	n/a	81	40.74	394,650 USD	-345,800
USD/JPY	30 min	n/a	166	36.75	386,650 USD	-216,090
USD/JPY	1 hour	n/a	180	38.33	323,690 USD	-289,130
USD/JPY	10 min	n/a	86	39.53	237,580 USD	-189,960
Nikkei 225	4 hours	n/a	76	44.74	42,915 USD	-13,224
Silver	Daily	n/a	55	47.27	30,584 USD	-25,287
Silver	15 min	n/a	340	37.65	29,015 USD	-18,395
Nikkei 225	1 hour	n/a	237	40.08	28,832 USD	-7,038
Dow Jones	Daily	n/a	52	57.69	27,317 EUR	-11,142
Silver	30 min	n/a	414	35.02	26,104 USD	-23,350
DAX 40	Daily	n/a	53	47.17	20,793 EUR	-5,511
Nasdaq 100	4 hours	n/a	95	49.47	17,526 EUR	-5,069
Dow Jones	30 min	n/a	113	46.02	16,328 EUR	-5,226
Dow Jones	1 hour	n/a	73	52.05	16,253 EUR	-5,881
Nasdaq 100	1 hour	n/a	303	38.61	15,675 EUR	-5,399
Nasdaq 100	Daily	n/a	46	63.04	13,438 EUR	-4,006
Dow Jones	4 hours	n/a	29	55.17	11,951 EUR	-8,952
Nasdaq 100	30 min	n/a	354	40.11	9,789 EUR	-4,854
Nasdaq 100	3 min	n/a	96	39.58	8,052 EUR	-3,046
Dow Jones	5 min	n/a	84	42.86	7,570 EUR	-6,848
Nasdaq 100	5 min	n/a	126	34.92	7,242 EUR	-3,365
Nasdaq 100	15 min	n/a	271	42.80	6,421 EUR	-5,387
Nasdaq 100	1 min	n/a	43	41.86	6,308 EUR	-2,809
DAX 40	15 min	n/a	232	38.36	5,860 EUR	-3,052
DAX 40	1 hour	n/a	265	37.74	5,615 EUR	-5,294
S&P 500	4 hours	n/a	90	52.22	5,412 EUR	-1,179
S&P 500	Daily	n/a	55	61.82	5,079 EUR	-1,238
FTSE 100	Daily	n/a	42	50.00	5,060 EUR	-3,082
Nasdaq 100	2 min	n/a	74	40.54	4,617 EUR	-2,581
DAX 40	5 min	n/a	103	40.78	3,796 EUR	-2,205
S&P 500	30 min	n/a	257	44.36	3,262 EUR	-1,582
Gold	Daily	n/a	59	49.15	3,205 EUR	-1,534
Gold	1 hour	n/a	243	40.74	2,712 EUR	-1,186
Gold	15 min	n/a	193	40.41	2,517 EUR	-1,218
Gold	30 min	n/a	270	37.78	2,430 EUR	-1,465
Gold	4 hours	n/a	106	48.11	2,302 EUR	-1,404
Gold	10 min	n/a	166	39.16	2,124 EUR	-864
Gold	5 min	n/a	140	42.86	2,019 EUR	-876
FTSE 100	15 min	n/a	179	40.78	1,812 EUR	-1,591
S&P 500	5 min	n/a	84	44.05	1,515 EUR	-699
S&P 500	3 min	n/a	62	45.16	1,262 EUR	-578
Gold	2 min	n/a	102	42.16	1,245 EUR	-813
S&P 500	1 min	n/a	25	40.00	528 EUR	-527

Charts

Results by run

Top 10 of 44 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE lastlong = 0
ONCE lastshort = 0
ONCE trend = 1
ONCE hh = 0
ONCE ll = 0

myRsi = RSI[5](close)

34 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

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 Zigzag Trend Flip 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 44 market and timeframe combinations. The best run was S&P 500, 1 hour, with a profit factor of 1.51 over 249 trades.

How large was the drawdown?

The best run had a maximum drawdown of 763 EUR at the tested position size, against a net result of 3,245 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

MACD Zero Line Two-Way Crossover

Also a momentum strategy.

1.51 PF · 405 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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.com Stats Docs