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Strategies / Mean reversion / Gated Scored Reversal Trade

Gated Scored Reversal Trade

The system buys when RSI(14) rises between 18 and 50 with price above EMA(9) and the lower Bollinger band touched within 5 bars, plus at least 2 confirmations. It sells short on the mirror setup.

Mean reversionLong & shortIntradayDAX 4030 min
n/aProfit factor
1,832Net profit EUR
34.27%Win rate
569Trades
-1,594Max drawdown
3.22Avg trade

Best run of 7. DAX 40, 30 min, spread 3, from run sweeps:2026-10-07-DAX40-30m-opt.tsv:4.

Entry rules, long

  2. The low touched the lower Bollinger band (SMA(20) minus 2 standard deviations) within the last 5 bars.
  3. At least 2 of these 5 confirmations hold, starting with a close back inside the lower Bollinger band.
  4. Other confirmations are a hammer or bullish engulfing, a bullish doji, bullish RSI divergence, volume above 1.2 times its 20-bar average, or close above EMA(50).

Entry rules, short

  2. The high touched the upper Bollinger band (SMA(20) plus 2 standard deviations) within the last 5 bars.
  3. At least 2 of these 5 confirmations hold, starting with a close back below the upper Bollinger band.
  4. Other confirmations are a gravestone or bearish engulfing, a bearish doji, bearish RSI divergence, volume above 1.2 times its 20-bar average, or close below EMA(50).

Exit rules

  2. A target sits 3 times ATR(14) from the fill price.

Test conditions

PeriodUp to 2026-10-07
InstrumentDAX 40, 30 minutes
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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run30 minn/a 56934.271,832 EUR-1,594
Brent Crude1 hourn/a 25337.554,618 EUR-1,601
Brent Crude30 minn/a 54935.523,860 EUR-1,925
Silver4 hoursn/a 8440.483,443 USD-2,623
US Crude Oil1 hourn/a 34236.262,717 EUR-1,158
Nikkei 2251 hourn/a 19037.372,584 USD-2,502
Brent Crude4 hoursn/a 5635.711,833 EUR-1,166

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Gated Scored Reversal Trade
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
bbmid = Average[20](close)
bbdev = 2.0 * STD[20](close)
bbup = bbmid + bbdev
bblo = bbmid - bbdev
emafast = ExponentialAverage[9](close)
ematrend = ExponentialAverage[50](close)
myAtr = AverageTrueRange[14](close)
avgvol = Average[20](volume)

65 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

RSIBollinger BandsEMAATRSMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,594 EUR is large next to the net profit of 1,832 EUR.

Questions

About this strategy

Can I run Gated Scored Reversal Trade 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 7 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 569 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,594 EUR at the tested position size, against a net result of 1,832 EUR.

Does it trade long, short or both?

It trades both long and short.

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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