The books... not free though
An inside bar that closes against the trend is treated as a pullback. If the close is above the 50-period SMA and the inside bar is a down bar, the system buys the next open, and the short side mirrors this. Every trade closes one bar after entry.
Best run of 1. EUR/USD, Daily, spread 1, from run sweeps:2026-09-24-EURUSD-D-opt.tsv:13.
| Period | Up to 2026-09-24 |
| Instrument | EUR/USD, Daily |
| Spread | 1 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 | 2026-09-24 |
| positionSize Contracts per trade | 1 |
| trendPeriod SMA trend filter length | 50 |
| maxBarsInTrade Close the trade this many bars after entry | 1 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | Daily | n/a | 998 | 53.01 | 61,578 USD | -20,302 |
Charts
The code
// ============================================================ // Harami Pullback // ProRealAlgos Strategy Library | prorealalgos.com // Type: Pattern // Direction: Long & short // Timeframe tested: Daily // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade trendPeriod = 50 // SMA trend filter maxBarsInTrade = 1 // close the trade this many bars after entry // --- Indicators --- trendMA = Average[trendPeriod](close) insideBar = high < high[1] AND low > low[1] barsInTrade = BarIndex - TradeIndex
22 more lines: the entry and exit rules.
Setup
Questions
Yes, it enters at the next bar open and exits by bar count, both simple in ProOrder. The code is a rewrite without a compile check, and the stats are from the older version.
On EUR/USD Daily it made USD 61,578 over 998 trades, averaging USD 61.70 per trade.
At 1 contract the max drawdown was USD 20,302. With no stop, that is the main number to size your account by.
The idea is a quick snap back after a pause inside the prior bar. Holding longer turns it into a trend trade, which the setup is not built for.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
