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Strategies / Breakout / Bollinger Upper Band Breakout Long

Bollinger Upper Band Breakout Long

The strategy buys when the close crosses above the upper Bollinger Band, which is a 20-bar average plus 1.5 standard deviations. It sells when the close crosses below the lower band.

BreakoutLong onlySwingNasdaq 100Daily
2.30Profit factor
19,312Net profit EUR
46.03%Win rate
189Trades
-3,065Max drawdown
102Avg trade

Best run of 22. Nasdaq 100, Daily, spread 3, from run pf:2026-10-10-NAS100-D.tsv:7.

Entry rules, long

Exit rules

  1. The long is sold at market when the close crosses under the lower band (20-bar SMA minus 1.5 times the 20-bar standard deviation).

Test conditions

PeriodUp to 2026-10-10
InstrumentNasdaq 100, Daily
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.30 18946.0319,312 EUR-3,065
GoldDaily2.04 22339.913,343 EUR-809
Gold1 hour1.22 2,08438.342,856 EUR-688
USD/JPYDailyn/a 21841.74802,210 USD-534,300
USD/JPY1 hourn/a 2,32738.85780,020 USD-218,730
USD/JPY30 minn/a 3,36236.05550,110 USD-149,660
Nikkei 225Dailyn/a 19442.7838,225 USD-12,699
Nikkei 2254 hoursn/a 42343.2635,218 USD-9,801
Silver4 hoursn/a 52038.4629,293 USD-16,200
Nikkei 2251 hourn/a 1,65738.6218,842 USD-15,265
Dow JonesDailyn/a 26145.9815,289 EUR-7,406
Brent CrudeDailyn/a 8040.0011,717 EUR-7,779
Nasdaq 1004 hoursn/a 54443.0111,630 EUR-5,040
DAX 40Dailyn/a 25549.0210,588 EUR-3,344
DAX 401 hourn/a 1,99238.768,696 EUR-4,630
Nasdaq 10030 minn/a 3,68735.507,554 EUR-5,189
Nasdaq 1001 hourn/a 2,33337.895,135 EUR-4,411
DAX 4030 minn/a 3,52735.614,891 EUR-3,668
Gold4 hoursn/a 50541.783,313 EUR-1,083
S&P 500Dailyn/a 26943.122,338 EUR-846
Gold30 minn/a 3,50035.002,209 EUR-1,264
S&P 5004 hoursn/a 56141.891,534 EUR-1,252

Charts

Results by run

Top 10 of 22 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Bollinger Upper Band Breakout Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

basis = Average[20](close)
dev = 1.5 * STD[20](close)
upper = basis + dev
lower = basis - dev

10 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

Bollinger BandsSMAStandard Deviation
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run19,311.90 EUR
Net, long run19,311.90 EUR
Net on the older data alone0.00 EUR
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 Bollinger Upper Band Breakout 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 22 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.30 over 189 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,065 EUR at the tested position size, against a net result of 19,312 EUR.

Does it trade long, short or both?

It only takes long 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