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Strategies / Mean reversion / ATR Scaled Dip Buying (long only)

ATR Scaled Dip Buying (long only)

Buys a dip in an uptrend when the close is 3 times the 20-period ATR below its 40-bar high and above the 200-period average. Sells when the close breaks above the previous 40-bar high.

Mean reversionLong onlySwingGoldDaily
2.00Profit factor
18,444Net profit EUR
69.57%Win rate
115Trades
-4,931Max drawdown
160Avg trade

Best run of 2. Gold, Daily, spread 0.6, from run pf:2026-10-11-GOLD-D.tsv:11.

Entry rules, long

  2. The close is above the 200-period SMA

Exit rules

  1. The close rises above the highest high of the previous 40 bars

Test conditions

PeriodUp to 2026-10-11
InstrumentGold, Daily
Spread0.6 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest runDaily2.00 11569.5718,444 EUR-4,931
SilverDaily1.55 10466.3518,101 USD-11,368

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// ATR Scaled Dip Buying (long only)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

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.

Indicators used

ATRSMA
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 ATR Scaled Dip Buying (long only) 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 2 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 2.00 over 115 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,931 EUR at the tested position size, against a net result of 18,444 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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CCI Breakout

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Internal Bar Strength

Also a mean reversion strategy.

2.00 PF · 905 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