To seek membership of this Christian Masonic Order you must first be a member of the Royal Arch.

The Order has its basis in the story of how the Emperor Constantine was converted to Christianity.  The order has two parts. The first consists of the candidate’s admission, obligation, and ceremony of installation as a Knight Companion of the Red Cross of Constantine, in which the historical basis of the Order is detailed.

In separate ceremonies the Knight-Companion is able to build on what he has already learnt, and in the ceremony of the Knights of the Holy Sepulchre and St. John the Evangelist this knowledge is further expanded and the ultimate aims of Freemasonry are revealed. These, together with the two Installation ceremonies leading to the principal Chairs in the Red Cross of Constantine, are undoubtedly among the most impressive ceremonies in the whole of Masonry.

Constantine - First Christian Emperor of Rome
(285-337 CE)

In 312 CE Constantine was about to lead his army in a battle that would change the world. The soldiers of his enemy Maxentius faced him at the Milvian Bridge outside Rome. The winner would become the Roman Emperor.
Constantine was a pagan who worshipped the sun, and he was worried about the coming battle. He said he started to pray to the "Supreme God" for help.
There was a sign of the cross in the sky "above the sun" and with it the words "conquer by this". That night in a dream he said he saw Jesus telling him to use the chi-rho sign "as a safeguard in all battles". Constantine ordered it to be put on his soldier's shields - and won the battle. The symbol is made of the first two letters of 'Christ' in Greek - chi (X) and rho (P) .