Strategies / Mean reversion / Band Reversion Accumulation Oscillator

Band Reversion Accumulation Oscillator

The strategy buys when the close or the open falls below a lower band around a smoothed mid line while the Chaikin oscillator is rising. It sells when the high exceeds the upper band while the oscillator is rising, and each trade has a 10% stop and 10% target.

Mean reversionLong onlyIntradayEUR/USD3 min

n/aProfit factor

174,718Net profit USD

50.54%Win rate

2,408Trades

-58,176Max drawdown

72.56Avg trade

Best run of 9. EUR/USD, 3 min, spread 1, from run sweeps:2026-10-07-EURUSD-3m-opt.tsv:3.

Entry rules, long

The oscillator, a 30-period EMA minus a 100-period EMA of the accumulation/distribution line, is higher than on the prior bar.
The sell condition is not met on the same bar.

Exit rules

Each long has a 10% stop loss and a 10% profit target.

Test conditions

Period	Up to 2026-10-07
Instrument	EUR/USD, 3 minutes
Spread	1 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	2026-10-07

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	3 min	n/a	2,408	50.54	174,718 USD	-58,176
EUR/USD	30 min	n/a	2,234	64.55	31,706 USD	-15,689
Dow Jones	1 hour	n/a	410	69.76	11,255 EUR	-2,913
Dow Jones	30 min	n/a	869	66.74	9,802 EUR	-2,648
FTSE 100	1 hour	n/a	740	66.49	3,239 EUR	-922
Nasdaq 100	1 hour	n/a	630	66.83	3,119 EUR	-2,397
S&P 500	1 hour	n/a	650	70.15	1,846 EUR	-687
Brent Crude	Daily	n/a	19	68.42	1,497 EUR	-1,431
S&P 500	Daily	n/a	15	86.67	710 EUR	-86.21

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Band Reversion Accumulation Oscillator
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE adl = 0

34 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

EMAStandard DeviationVolume

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Band Reversion Accumulation Oscillator 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 9 market and timeframe combinations. The best run by trade count was EUR/USD, 3 minutes, with 2,408 trades.

How large was the drawdown?

The best run had a maximum drawdown of 58,176 USD at the tested position size, against a net result of 174,718 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

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 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.com Stats Docs