The system goes short when a bearish bar has a range and volume above 3 times their 276-bar averages while three Wilder averages of the lows point down. It aims for a 30 point target with a 60 point stop.
Best run of 12. GBP/USD, 30 min, spread 1.5, from run sweeps:2026-09-25-GBPUSD-30m-opt.tsv:2.
| Period | Up to 2026-09-25 |
| Instrument | GBP/USD, 30 minutes |
| Spread | 1.5 points |
| Contracts | 1 |
| 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 | 2026-09-25 |
| positionSize Contracts per trade | 1 |
| averagePeriod Length of the average range and average volume | 276 |
| rangeMultiplier Signal bar range must exceed this multiple of the average range | 3 |
| volumeMultiplier Signal bar volume must exceed this multiple of the average volume | 3 |
| fastPeriod Fast Wilder average of the lows | 24 |
| midPeriod Middle Wilder average of the lows | 48 |
| slowPeriod Slow Wilder average of the lows | 96 |
| stopLossPoints Protective stop in points | 60 |
| takeProfitPoints Profit target in points | 30 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| GBP/USDBest run | 30 min | n/a | 244 | 70.90 | 925 USD | -599 |
| EUR/USD | 3 min | n/a | 197 | 69.04 | 4,152 USD | -3,935 |
| Silver | 1 min | n/a | 104 | 74.04 | 3,450 USD | -1,544 |
| GBP/USD | 2 min | n/a | 139 | 73.38 | 840 USD | -284 |
| GBP/USD | 15 min | n/a | 172 | 72.09 | 823 USD | -277 |
| GBP/USD | 3 min | n/a | 183 | 70.49 | 630 USD | -417 |
| Brent Crude | 4 hours | n/a | 32 | 78.12 | 330 EUR | -180 |
| Gold | 1 hour | n/a | 62 | 72.58 | 330 EUR | -262 |
| GBP/USD | 1 hour | n/a | 106 | 69.81 | 287 USD | -249 |
| Silver | Daily | n/a | 1 | 100.00 | 150 USD | -0.00 |
| GBP/USD | Daily | n/a | 2 | 100.00 | 60.00 USD | -29.10 |
| Nikkei 225 | Daily | n/a | 1 | 100.00 | 30.00 USD | -0.00 |
Charts
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // Crude Oil Sell Rupture // ProRealAlgos Strategy Library | prorealalgos.com // Type: Breakout // Direction: Short only // Timeframe tested: 30 minutes // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade averagePeriod = 276 // length of the average range and average volume rangeMultiplier = 3 // signal bar range must exceed this multiple of the average range volumeMultiplier = 3 // signal bar volume must exceed this multiple of the average volume fastPeriod = 24 // fast Wilder average of the lows midPeriod = 48 // middle Wilder average of the lows slowPeriod = 96 // slow Wilder average of the lows stopLossPoints = 60 // protective stop in points takeProfitPoints = 30 // profit target in points // --- Indicators --- avgRange = Average[averagePeriod](range) avgVolume = Average[averagePeriod](volume) // A rupture bar is bearish with both range and volume far above normal. wideBearBar = range > avgRange * rangeMultiplier AND close < open heavyBearBar = volume > avgVolume * volumeMultiplier AND close < open ruptureBar = wideBearBar AND heavyBearBar fastMA = WilderAverage[fastPeriod](low) midMA = WilderAverage[midPeriod](low) slowMA = WilderAverage[slowPeriod](low)
12 more lines: the entry and exit rules.
Read this first
Questions
Yes, it is a short only automated system with 1 contract, a 60 point stop and a 30 point target. The rewritten code has not been compile checked yet.
GBP/USD, EUR/USD, Silver, Brent Crude, Gold and Nikkei 225 were tested, and all 11 runs ended positive. EUR/USD 3 minutes made USD 4,152.00 but had a USD 3,935.00 drawdown.
On the GBP/USD 30 minute run the maximum drawdown was USD 598.70 with 1 contract. Size up only with that ratio to profit in mind.
It sets a long baseline for what a normal bar looks like, so only true spikes in range and volume count. On a 30 minute chart that covers several trading days.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
