The books... not free though
After an inside bar, the system buys a close above its high or sells a close below its low. It exits on a close through the 5-bar low or high, or at a 1% stop.
Best run of 16. Nasdaq 100, 15 min, spread 3, from run sweeps:2026-09-07-NAS100-15m-opt.tsv:19.
| Period | Up to 2026-09-07 |
| Instrument | Nasdaq 100, 15 minutes |
| Spread | 3 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 | 2026-09-07 |
| positionSize Contracts per trade | 1 |
| channelPeriod Exit channel length | 5 |
| stopLossPct Protective stop, percent of entry price | 1 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | 15 min | n/a | 7,858 | 30.64 | -31,620 EUR | -32,200 |
| DAX 40 | 1 hour | n/a | 4,773 | 31.76 | 1,515 EUR | -10,979 |
| Gold | 5 min | n/a | 6,594 | 29.71 | -3,209 EUR | -3,365 |
| Gold | 15 min | n/a | 6,735 | 29.55 | -3,448 EUR | -4,234 |
| Gold | 1 hour | n/a | 4,993 | 29.84 | -3,636 EUR | -3,944 |
| S&P 500 | 1 hour | n/a | 4,673 | 29.19 | -3,735 EUR | -5,260 |
| Gold | 30 min | n/a | 7,337 | 29.63 | -3,850 EUR | -4,533 |
| S&P 500 | 30 min | n/a | 6,356 | 30.38 | -6,829 EUR | -6,927 |
| S&P 500 | 15 min | n/a | 6,989 | 29.93 | -7,578 EUR | -7,685 |
| Nasdaq 100 | 1 hour | n/a | 5,096 | 28.36 | -8,351 EUR | -12,486 |
| S&P 500 | 5 min | n/a | 6,775 | 28.10 | -9,128 EUR | -9,173 |
| Nasdaq 100 | 30 min | n/a | 7,212 | 29.45 | -16,800 EUR | -17,754 |
| DAX 40 | 30 min | n/a | 7,686 | 31.85 | -17,896 EUR | -18,885 |
| Nasdaq 100 | 5 min | n/a | 7,452 | 30.66 | -28,571 EUR | -28,910 |
| DAX 40 | 5 min | n/a | 7,338 | 29.38 | -30,467 EUR | -30,544 |
| DAX 40 | 15 min | n/a | 7,706 | 30.48 | -30,555 EUR | -31,256 |
Charts
Top 10 of 16 runs. The full list is in the table above.
The code
// ============================================================ // Inside Bar Breakout // ProRealAlgos Strategy Library | prorealalgos.com // Type: Breakout // Direction: Long & short // Timeframe tested: 15 minutes // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade channelPeriod = 5 // exit channel length stopLossPct = 1 // protective stop, percent of entry price // --- Indicators --- // Previous bar sits fully inside the bar before it insideBar = high[1] < high[2] AND low[1] > low[2] // Exit channel as of the previous bar, so the current bar cannot move it channelHigh = Highest[channelPeriod](high)[1] channelLow = Lowest[channelPeriod](low)[1]
26 more lines: the entry and exit rules.
Setup
Questions
Yes, it is a one position at a time system with 1 contract and a 1% stop, but the tested results do not support running it live.
Gold, S&P 500, Nasdaq 100 and DAX 40 were tested from 5 minutes to 1 hour. Gold ended between EUR -3,209.20 and EUR -3,850.30, and DAX 40 15 minutes at EUR -30,555.40.
At 1 contract the Nasdaq 100 15 minute run had a maximum drawdown of EUR 32,199.60.
Inside bars are common on short charts, which gives a large sample. The sample here shows the plain breakout lost on nearly every combination.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
