Strategies / Mean reversion / Bollinger Bounce With MACD Volume

Bollinger Bounce With MACD Volume

The strategy buys when price moves back above the lower Bollinger Band with MACD above its signal line and above-average volume. It sells short on the mirror setup at the upper band, with a 2% stop and 4% target.

Mean reversionLong & shortIntradayGBP/USD10 min

1.50Profit factor

4,515Net profit USD

59.71%Win rate

139Trades

-1,013Max drawdown

32.48Avg trade

Best run of 20. GBP/USD, 10 min, spread 1.5, from run pf:2026-10-12-GBPUSD-10m.tsv:1.

Entry rules, long

MACD(12,26) is above its 9-bar EMA signal line and volume is at least its 20-bar average.

Entry rules, short

MACD(12,26) is below its 9-bar EMA signal line and volume is at least its 20-bar average.

Exit rules

A 4% profit target is set from the fill price on each trade.

Test conditions

Period	Up to 2026-10-12
Instrument	GBP/USD, 10 minutes
Spread	1.5 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
GBP/USDBest run	10 min	1.50	139	59.71	4,515 USD	-1,013
USD/JPY	4 hours	n/a	45	46.67	355,610 USD	-103,690
USD/JPY	5 min	n/a	110	51.82	211,500 USD	-188,970
USD/JPY	2 min	n/a	69	66.67	172,130 USD	-76,760
EUR/USD	30 min	n/a	270	58.15	38,069 USD	-27,797
EUR/USD	10 min	n/a	146	60.96	27,100 USD	-15,784
Dow Jones	5 min	n/a	151	56.29	16,769 EUR	-6,817
EUR/USD	5 min	n/a	87	62.07	16,541 USD	-14,497
Dow Jones	3 min	n/a	130	60.77	15,189 EUR	-5,276
Nasdaq 100	15 min	n/a	288	45.14	8,388 EUR	-6,955
Dow Jones	4 hours	n/a	10	50.00	4,053 EUR	-2,696
Nikkei 225	Daily	n/a	10	50.00	2,296 USD	-959
S&P 500	10 min	n/a	188	52.13	2,165 EUR	-960
US Crude Oil	5 min	n/a	182	41.21	2,125 EUR	-1,746
Gold	10 min	n/a	192	53.65	1,531 EUR	-869
GBP/USD	Daily	n/a	11	45.45	1,442 USD	-1,339
FTSE 100	Daily	n/a	13	61.54	1,374 EUR	-268
FTSE 100	5 min	n/a	120	55.83	1,102 EUR	-1,078
Gold	1 hour	n/a	251	43.03	999 EUR	-607
Gold	Daily	n/a	9	44.44	131 EUR	-80.30

Charts

Results by run

Top 10 of 20 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Bollinger Bounce With MACD Volume
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

basis = Average[20](close)
dev = 2 * STD[20](close)
upper = basis + dev
lower = basis - dev
myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
sig = ExponentialAverage[9](myMacd)
volavg = Average[20](volume)

17 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

Bollinger BandsSMAStandard DeviationMACDEMAVolume

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 Bollinger Bounce With MACD Volume 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 20 market and timeframe combinations. The best run was GBP/USD, 10 minutes, with a profit factor of 1.50 over 139 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,013 USD at the tested position size, against a net result of 4,515 USD.

Does it trade long, short or both?

It trades both long and short.

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Also a mean reversion strategy.

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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