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Strategies / Mean reversion / Internal Bar Strength Short Reversion

Internal Bar Strength Short Reversion

Sells short when the internal bar strength is at least 0.9 and the close is above the prior bar's high. Covers the short when the internal bar strength falls to 0.3 or below.

Mean reversionShort onlySwingSilver1 hour
3.37Profit factor
513,693Net profit USD
49.49%Win rate
6,072Trades
-57,654Max drawdown
84.60Avg trade

Best run of 2. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:6.

Entry rules, short

  2. The close is above the high of the prior bar.
  3. Signals are only checked after bar 2 and on bars with high above low.

Exit rules

  1. Internal bar strength falls to 0.3 or below, and the short is bought back at market for 1 contract.

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 1 hour
Spread2 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run1 hour3.37 6,07249.49513,693 USD-57,654
EUR/USD30 minn/a 11,28359.8761,698 USD-31,036

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Internal Bar Strength Short Reversion
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Short only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

10 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 weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Internal Bar Strength Short Reversion 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 2 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 3.37 over 6,072 trades.

How large was the drawdown?

The best run had a maximum drawdown of 57,654 USD at the tested position size, against a net result of 513,693 USD.

Does it trade long, short or both?

It only takes short trades.

Related

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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