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Strategies / Mean reversion / 9 Bar Low Reversion

9 Bar Low Reversion

The strategy buys 1 contract when the 9 bar lowest low prints a new low. It closes the long when the 9 bar highest high prints a new high.

Mean reversionLong onlySwingNasdaq 1004 hours
1.40Profit factor
17,779Net profit EUR
68.29%Win rate
1,148Trades
-3,628Max drawdown
15.49Avg trade

Best run of 13. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-13-NAS100-4h.tsv:9.

Entry rules, long

  2. Signals are evaluated only after bar 10.

Exit rules

  1. The 9 bar highest high is above its value on the previous bar, a new 9 bar high, while a long position is open, closing it by selling 1 contract at market.

Test conditions

PeriodUp to 2026-10-13
InstrumentNasdaq 100, 4 hours
Spread3 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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run4 hours1.40 1,14868.2917,779 EUR-3,628
Dow JonesDailyn/a 50270.7227,627 EUR-11,812
Nikkei 2254 hoursn/a 86566.2420,554 USD-10,965
Nasdaq 100Dailyn/a 38668.3917,363 EUR-4,346
Dow Jones4 hoursn/a 37965.7016,559 EUR-7,290
DAX 40Dailyn/a 50967.1911,881 EUR-5,168
Dow Jones30 minn/a 3,11966.5911,325 EUR-8,281
FTSE 100Dailyn/a 41171.298,499 EUR-2,626
DAX 404 hoursn/a 1,12266.407,112 EUR-6,461
S&P 500Dailyn/a 52871.404,824 EUR-1,259
FTSE 1004 hoursn/a 1,09568.224,028 EUR-3,431
S&P 5004 hoursn/a 1,16067.843,662 EUR-927
GoldDailyn/a 46864.531,659 EUR-675

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// 9 Bar Low Reversion
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

lowestlow = lowest[9](low)
highesthigh = highest[9](high)

11 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.
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 9 Bar Low Reversion 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 13 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 1.40 over 1,148 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,628 EUR at the tested position size, against a net result of 17,779 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Weekday Pullback Reversal Long Short

Also a mean reversion strategy.

1.40 PF · 344 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.comStatsDocs