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Strategies / Pattern / Break Of Structure Demand Zone Pullback

Break Of Structure Demand Zone Pullback

The strategy buys a pullback into a demand zone after a break of structure and a run of green candles. It enters on a bullish candle above the 100-bar EMA, with a stop at the zone bottom and target at 1.5 times the risk.

PatternLong onlySwingNasdaq 1001 hour
1.84Profit factor
1,857Net profit EUR
37.90%Win rate
124Trades
-447Max drawdown
14.97Avg trade

Best run of 14. Nasdaq 100, 1 hour, spread 3, from run pf:2026-10-10-NAS100-1h.tsv:1.

Entry rules, long

  1. A break of structure is the first bar whose high exceeds the last confirmed 5-bar pivot high, after a close at or below it.
  2. The green run from its first open to the break bar's close is at least 2 times the 14-bar ATR.
  3. The demand zone is the last red candle within the previous 10 bars, with its high as the top and low as the bottom.
  5. The signal bar is bullish, meaning a marubozu, bullish engulfing, or pin bar, with close above the 100-bar EMA.

Exit rules

  2. The target is 1.5 times the risk, where risk is the close minus the zone bottom at the signal bar.

Test conditions

PeriodUp to 2026-10-10
InstrumentNasdaq 100, 1 hour
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 run1 hour1.84 12437.901,857 EUR-447
Silver4 hoursn/a 2133.334,528 USD-1,724
Silver1 hourn/a 8040.002,371 USD-1,510
Nikkei 22530 minn/a 15437.011,848 USD-1,169
Brent Crude1 hourn/a 4742.551,646 EUR-588
USD/JPYDailyn/a 1457.141,280 USD-550
Brent CrudeDailyn/a 2100.001,101 EUR-207
US Crude OilDailyn/a 475.001,086 EUR-118
Nasdaq 1005 minn/a 18041.11914 EUR-610
Nasdaq 10015 minn/a 18838.83844 EUR-793
Nasdaq 10010 minn/a 17537.14657 EUR-581
S&P 50030 minn/a 22034.55402 EUR-128
S&P 50015 minn/a 24236.78236 EUR-193
Gold15 minn/a 15437.01157 EUR-105

Charts

Results by run

Top 10 of 14 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Break Of Structure Demand Zone Pullback
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE haslast = 0
ONCE lasthigh = 0
ONCE highbroken = 0
ONCE greencount = 0
ONCE firstopen = 0
ONCE zonetop = 0
ONCE zonebottom = 0
ONCE zonebar = 0
ONCE zoneactive = 0

myAtr = AverageTrueRange[14](close)
ema = ExponentialAverage[100](close)

62 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

EMAATR
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 1 hour · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 114,000 bars.

Nasdaq 100 · 1 hour

Bars available114,000
Net, standard 200,000-bar run1,856.70 EUR
Net, long run1,856.70 EUR
Net on the older data alone0.00 EUR
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 Break Of Structure Demand Zone Pullback 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 14 market and timeframe combinations. The best run was Nasdaq 100, 1 hour, with a profit factor of 1.84 over 124 trades.

How large was the drawdown?

The best run had a maximum drawdown of 446 EUR at the tested position size, against a net result of 1,857 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