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Strategies / Mean reversion / Aroon Contrarian Extreme Long

Aroon Contrarian Extreme Long

The strategy buys when Aroon Down over a 46-bar window is above 99 and Aroon Up is below 30, marking a recent low. It sells to close the long when Aroon Up is above 99 and Aroon Down is below 35.

Mean reversionLong onlyIntradayNasdaq 10030 min
n/aProfit factor
14,752Net profit EUR
65.14%Win rate
849Trades
-4,752Max drawdown
17.38Avg trade

Best run of 40. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-03-NAS100-30m-opt.tsv:19.

Entry rules, long

Exit rules

  1. Close the long when Aroon Up is above 99 and Aroon Down is below 35.

Test conditions

PeriodUp to 2026-10-03
InstrumentNasdaq 100, 30 minutes
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run30 minn/a 84965.1414,752 EUR-4,752
USD/JPY4 hoursn/a 14862.16341,360 USD-323,280
USD/JPY15 minn/a 78565.35213,660 USD-190,450
EUR/USD1 hourn/a 73761.8777,712 USD-31,324
EUR/USD2 minn/a 84257.3644,769 USD-36,512
Nikkei 2254 hoursn/a 10568.5735,996 USD-10,073
Dow JonesDailyn/a 5082.0034,580 EUR-7,927
Nikkei 2251 hourn/a 40164.5929,670 USD-13,120
SilverDailyn/a 5569.0920,927 USD-6,269
Nikkei 22510 minn/a 81064.5720,364 USD-12,927
Nikkei 2255 minn/a 80366.0019,657 USD-9,933
Silver4 hoursn/a 12861.7218,923 USD-11,526
Nikkei 22530 minn/a 80963.4117,689 USD-12,795
DAX 404 hoursn/a 13268.9415,265 EUR-4,614
Nasdaq 1004 hoursn/a 12976.7414,112 EUR-4,214
Nasdaq 1001 hourn/a 46767.0214,021 EUR-5,138
DAX 401 hourn/a 46366.7412,251 EUR-5,572
Dow Jones30 minn/a 34165.6911,983 EUR-8,228
Dow Jones1 hourn/a 15367.979,414 EUR-9,055
DAX 40Dailyn/a 6172.139,072 EUR-5,481
Nasdaq 100Dailyn/a 3781.088,593 EUR-4,666
Nasdaq 10015 minn/a 69963.667,444 EUR-4,341
Brent Crude4 hoursn/a 7867.956,971 EUR-4,741
FTSE 100Dailyn/a 4278.576,653 EUR-2,592
FTSE 1004 hoursn/a 13471.646,417 EUR-2,666
Nasdaq 10010 minn/a 75064.535,345 EUR-4,110
FTSE 1001 hourn/a 45766.304,561 EUR-2,553
Brent Crude1 hourn/a 27164.944,125 EUR-3,903
S&P 5004 hoursn/a 12573.603,747 EUR-1,058
FTSE 10015 minn/a 76865.762,896 EUR-2,331
S&P 5001 hourn/a 48168.812,640 EUR-1,040
Nasdaq 1001 minn/a 82964.542,630 EUR-2,467
FTSE 10010 minn/a 83365.792,570 EUR-1,319
S&P 500Dailyn/a 4973.472,333 EUR-945
S&P 50030 minn/a 83365.192,194 EUR-1,030
S&P 50015 minn/a 73565.581,855 EUR-1,009
FTSE 1005 minn/a 74963.421,559 EUR-1,009
GoldDailyn/a 5967.80879 EUR-856
GBP/USD5 minn/a 82661.02787 USD-678
S&P 5001 minn/a 84667.61704 EUR-288

Charts

Results by run

Top 10 of 40 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Aroon Contrarian Extreme Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

mx = high[46]
mn = low[46]
hb = 46
lb = 46
FOR myI = 45 DOWNTO 0 DO

20 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Aroon Contrarian Extreme Long 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 40 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 849 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,752 EUR at the tested position size, against a net result of 14,752 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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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