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Strategies / Breakout / Fractal Support Resistance Breakout

Fractal Support Resistance Breakout

The system uses swing highs and lows of five bars to build support and resistance levels, then tracks a trend from price against them. It buys when the trend is up and close breaks the last swing high, and sells short on the mirror condition.

BreakoutLong & shortIntradayUSD/JPY30 min
n/aProfit factor
299,620Net profit USD
34.87%Win rate
4,654Trades
-234,990Max drawdown
64.38Avg trade

Best run of 9. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-10-USDJPY-30m-opt.tsv:9.

Entry rules, long

  1. The trend is up, meaning close is above both the last fractal low plus the average range and the last fractal high minus the average range.

Entry rules, short

  1. The trend is down, meaning close is below both the last fractal low plus the average range and the last fractal high minus the average range.

Exit rules

  2. The trend is up, which closes an open short.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, 30 minutes
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run30 minn/a 4,65434.87299,620 USD-234,990
USD/JPYDailyn/a 31137.302,423,510 USD-704,730
USD/JPY1 hourn/a 3,26536.75854,640 USD-269,140
EUR/USDDailyn/a 31140.19127,564 USD-48,332
US Crude OilDailyn/a 27440.8820,379 EUR-9,425
GBP/USDDailyn/a 31339.9420,083 USD-6,236
Brent CrudeDailyn/a 12837.509,705 EUR-9,133
Gold4 hoursn/a 74738.962,257 EUR-1,478
GoldDailyn/a 30736.482,104 EUR-1,471

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Fractal Support Resistance Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lvalc = 0
ONCE lvalr = 0
ONCE hvalc = 0
ONCE hvalr = 0
ONCE haveh = 0
ONCE havel = 0
ONCE trend = 0

len = 21

myH = 0

63 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.
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 234,990 USD is large next to the net profit of 299,620 USD.
  • 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 Support Resistance Breakout 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 9 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 4,654 trades.

How large was the drawdown?

The best run had a maximum drawdown of 234,990 USD at the tested position size, against a net result of 299,620 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

Big Candle Breakout

Also a breakout strategy.

n/a PF · 4,636 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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