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Strategies / Pattern / Fractal Breakout Oscillator Long

Fractal Breakout Oscillator Long

The idea buys when the average of recent fractal prices is rising and the Awesome Oscillator crosses above 0. It closes the long when that average stops rising, provided it was rising 3 bars earlier.

PatternLong onlySwingEUR/USD1 hour
n/aProfit factor
9,593Net profit USD
50.12%Win rate
409Trades
-3,763Max drawdown
23.45Avg trade

Best run of 8. EUR/USD, 1 hour, spread 1, from run sweeps:2026-10-04-EURUSD-1h-opt.tsv:5.

Entry rules, long

  1. The average of the last 3 fractal prices is above its value on the previous bar.
  2. A fractal high is confirmed when the high 2 bars back is above the highs on either side of it.
  3. The previous bar midpoint is above the fractal price, which is the current midpoint on a fractal bar and 0 otherwise.
  5. No long position is open.

Exit rules

  1. The average of the fractal prices was rising 3 bars earlier and is no longer rising on this bar, closing the long.

Test conditions

PeriodUp to 2026-10-04
InstrumentEUR/USD, 1 hour
Spread1 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest run1 hourn/a 40950.129,593 USD-3,763
USD/JPY1 hourn/a 35551.83109,830 USD-30,060
Dow Jones4 hoursn/a 2365.222,403 EUR-669
Dow Jones1 hourn/a 8459.521,639 EUR-935
Brent Crude1 hourn/a 13450.00778 EUR-500
US Crude Oil1 hourn/a 19755.33738 EUR-647
Dow JonesDailyn/a 2352.17507 EUR-379
GoldDailyn/a 4050.00169 EUR-116

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Fractal Breakout Oscillator Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

hl = (high + low) / 2

26 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

Awesome OscillatorSMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Fractal Breakout Oscillator 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 8 market and timeframe combinations. The best run by trade count was EUR/USD, 1 hour, with 409 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,763 USD at the tested position size, against a net result of 9,593 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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Slow MACD Slope

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Breakout Reversal

Also a pattern 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.comStatsDocs