Strategies / Mean reversion / ATR Band Reversion Long

ATR Band Reversion Long

Buys when price closes below the lower ATR band around a 26-period EMA while price is above the 528-period EMA. Closes the long when price closes above the upper ATR band.

Mean reversionLong onlySwingSilver1 hour

10.86Profit factor

568,122Net profit USD

65.62%Win rate

256Trades

-25,188Max drawdown

2,219Avg trade

Best run of 40. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:17.

Entry rules, long

The close is above the 528-period EMA.

Exit rules

Exits are only checked while the close is above the 528-period EMA.
No stop or target is set.

Test conditions

Period	Up to 2026-10-12
Instrument	Silver, 1 hour
Spread	2 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	1 hour	10.86	256	65.62	568,122 USD	-25,188
USD/JPY	2 min	n/a	544	70.96	70,810 USD	-65,890
Dow Jones	Daily	n/a	52	90.38	34,893 EUR	-9,775
Nikkei 225	4 hours	n/a	79	72.15	34,005 USD	-11,063
Nasdaq 100	4 hours	n/a	139	78.42	20,203 EUR	-5,672
Dow Jones	4 hours	n/a	42	73.81	19,460 EUR	-8,557
Nasdaq 100	Daily	n/a	47	82.98	16,824 EUR	-4,231
Silver	3 min	n/a	451	69.18	13,522 USD	-12,122
DAX 40	4 hours	n/a	117	73.50	13,272 EUR	-5,547
Nikkei 225	1 hour	n/a	293	66.89	12,270 USD	-10,838
Dow Jones	1 hour	n/a	141	73.05	12,209 EUR	-5,664
Nasdaq 100	1 hour	n/a	430	70.00	10,813 EUR	-5,102
Nasdaq 100	15 min	n/a	572	67.48	9,648 EUR	-3,844
DAX 40	Daily	n/a	76	67.11	8,404 EUR	-5,881
US Crude Oil	1 hour	n/a	216	68.06	7,992 EUR	-3,799
Nasdaq 100	30 min	n/a	641	65.05	6,442 EUR	-6,057
US Crude Oil	15 min	n/a	514	67.90	6,160 EUR	-4,414
Brent Crude	15 min	n/a	511	67.71	5,512 EUR	-4,019
FTSE 100	1 hour	n/a	306	68.63	4,880 EUR	-1,830
S&P 500	Daily	n/a	52	86.54	4,795 EUR	-1,238
Brent Crude	Daily	n/a	12	75.00	4,765 EUR	-3,393
S&P 500	4 hours	n/a	130	76.92	3,811 EUR	-1,298
FTSE 100	Daily	n/a	41	78.05	3,727 EUR	-3,395
Dow Jones	5 min	n/a	442	68.55	3,654 EUR	-3,277
FTSE 100	4 hours	n/a	90	73.33	3,588 EUR	-2,958
Brent Crude	2 min	n/a	475	64.42	3,133 EUR	-2,199
Dow Jones	2 min	n/a	442	71.04	2,965 EUR	-2,454
S&P 500	1 hour	n/a	430	70.70	2,943 EUR	-1,295
DAX 40	3 min	n/a	475	66.95	2,155 EUR	-1,702
S&P 500	30 min	n/a	635	70.87	2,115 EUR	-1,564
Gold	4 hours	n/a	94	64.89	1,737 EUR	-861
FTSE 100	10 min	n/a	502	68.13	1,713 EUR	-1,166
FTSE 100	15 min	n/a	498	66.06	1,577 EUR	-1,192
FTSE 100	5 min	n/a	532	68.23	1,373 EUR	-943
Gold	2 min	n/a	399	64.66	1,271 EUR	-596
Gold	30 min	n/a	463	62.85	1,061 EUR	-953
S&P 500	10 min	n/a	545	67.52	971 EUR	-881
FTSE 100	3 min	n/a	489	63.80	690 EUR	-629
Gold	3 min	n/a	399	67.67	669 EUR	-479
S&P 500	3 min	n/a	447	67.34	639 EUR	-548

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

// ==============================================================
// ATR Band Reversion Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

avg = ExponentialAverage[26](close)
myAtr = AverageTrueRange[26](close)
bull = avg + myAtr * 2.618
bear = avg - myAtr * 2.386

13 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

EMAATR

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run ATR Band Reversion 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 was Silver, 1 hour, with a profit factor of 10.86 over 256 trades.

How large was the drawdown?

The best run had a maximum drawdown of 25,188 USD at the tested position size, against a net result of 568,122 USD.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

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