The books... not free though
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
Top 10 of 12 runs. The full list is in the table above.
The code
// ============================================================ // 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.
Setup
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.
