Installing Alexa widget on your website will bring your sites Alexa down, you could also install the toolbar. Thanks Brian
If you have properly optimized your site for your chosen keyword. The next thing to do is to start building links. The higher your links get the higher your alexa ranking. Note, its going to take some time and effort depending on your niche but it is not unacheivable.
You should make more webmasters come to your website... Because, webmasters generally use alexa toolbar or something like that.
Not really fair but yes, by adding a widget or installing the toolbar your getting higher in the ranking.
Installing the Alexa toolbar; If you are a Firefox browser user, try SearchStatus plugin, which is a SEO plugin and helpful to increase your Alexa ranking; Build as many as backlinks for your site. Of course, if you can attract as much as quality traffic for your site, it is obvious that your Alexa ranking will increase day by day!
i don't think browsing your own site with alexa toolbar installed can noticeablyincrease your rank - it has to be different IPs and/or different toolbar installations
for example because many advertisers judge your site popularity by looking at your Alexa traffic rank and won;t deal with you unless you in the top-something
You can improve your alexa rank to low by just needing your visitor using alexa toolbar each time they visit your blog. Naturally, i use wp and i see that my alexa start to decrease everyday, this maybe there are many crawl bots visit my site everyday that's why it decrease, i think