Strategies / Momentum / RVI Stochastic Fisher Crossover

RVI Stochastic Fisher Crossover

Buys when the signal crosses under its trigger and sells short on the opposite cross, provided the absolute signal value is above 2 / 2.64. Losing positions are closed after more than 8 bars.

MomentumLong & shortSwingGoldDaily

n/aProfit factor

1,090Net profit EUR

28.72%Win rate

376Trades

-984Max drawdown

2.90Avg trade

Best run of 3. Gold, Daily, spread 0.6, from run sweeps:2026-10-11-GOLD-D-opt.tsv:12.

Entry rules, long

The absolute value of the signal is above 2 divided by 2.64.
Signals are only considered after bar 40.

Entry rules, short

The absolute value of the signal is above 2 divided by 2.64.
Signals are only considered after bar 40.

Exit rules

A short is closed when the close is above the entry price and more than 8 bars have passed since entry.
An opposite signal closes the trade and reverses it.
No stop loss or profit target is set.

Test conditions

Period	Up to 2026-10-11
Instrument	Gold, Daily
Spread	0.6 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
GoldBest run	Daily	n/a	376	28.72	1,090 EUR	-984
Silver	Daily	n/a	341	29.91	43,792 USD	-11,039
S&P 500	Daily	n/a	340	30.29	2,257 EUR	-790

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE vala = 0.5
ONCE bse = 0

co = close - open
hl = high - low
vone = (co + 2 * co[1] + 2 * co[2] + co[3]) / 6
vtwo = (hl + 2 * hl[1] + 2 * hl[2] + hl[3]) / 6
num = summation[10](vone)
den = summation[10](vtwo)

47 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

StochasticWMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 984 EUR is large next to the net profit of 1,090 EUR.

Questions

About this strategy

Can I run RVI Stochastic Fisher Crossover 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 Gold, Daily, with 376 trades.

How large was the drawdown?

The best run had a maximum drawdown of 984 EUR at the tested position size, against a net result of 1,090 EUR.

Does it trade long, short or both?

It trades both long and short.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

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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.com Stats Docs