Strategies / Breakout / Large Body Range Breakout

Large Body Range Breakout

The system buys a green candle or sells short a red candle when its body is larger than the previous 22-bar body range. The stop sits at the signal bar's low or high, with a target at 3 times that risk.

BreakoutLong & shortIntradayGold5 min

1.52Profit factor

1,555Net profit EUR

26.03%Win rate

365Trades

-360Max drawdown

4.26Avg trade

Best run of 23. Gold, 5 min, spread 0.6, from run pf:2026-10-12-GOLD-5m.tsv:3.

Entry rules, long

The candle is green, with close above open.
Only one position is open at a time.

Entry rules, short

The candle is red, with close below open.
Only one position is open at a time.

Exit rules

A target sits at 3 times the stop distance from the fill price.

Test conditions

Period	Up to 2026-10-12
Instrument	Gold, 5 minutes
Spread	0.6 points
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	5 min	1.52	365	26.03	1,555 EUR	-360
Gold	10 min	1.45	572	27.80	2,059 EUR	-402
Silver	30 min	n/a	768	23.44	26,101 USD	-13,086
Dow Jones	1 hour	n/a	161	28.57	16,566 EUR	-4,748
Silver	5 min	n/a	459	23.09	12,913 USD	-6,706
Dow Jones	15 min	n/a	559	26.12	10,832 EUR	-7,053
Dow Jones	4 hours	n/a	35	31.43	7,918 EUR	-7,017
Dow Jones	30 min	n/a	390	25.90	7,485 EUR	-6,332
DAX 40	15 min	n/a	682	24.78	6,676 EUR	-2,957
Nasdaq 100	15 min	n/a	812	26.48	6,514 EUR	-3,495
USD/JPY	Daily	n/a	29	41.38	5,010 USD	-1,860
DAX 40	4 hours	n/a	95	33.68	4,977 EUR	-4,704
Dow Jones	5 min	n/a	549	25.32	4,698 EUR	-4,683
Nasdaq 100	3 min	n/a	481	23.91	2,883 EUR	-2,212
S&P 500	1 hour	n/a	474	23.00	2,454 EUR	-992
Brent Crude	1 min	n/a	317	27.76	2,232 EUR	-1,907
S&P 500	15 min	n/a	607	26.69	2,061 EUR	-936
Gold	30 min	n/a	765	24.05	1,681 EUR	-953
S&P 500	5 min	n/a	468	25.21	1,294 EUR	-766
Gold	3 min	n/a	321	27.10	1,269 EUR	-470
S&P 500	10 min	n/a	561	24.24	1,022 EUR	-798
S&P 500	3 min	n/a	446	21.75	653 EUR	-518
Gold	15 min	n/a	649	23.73	647 EUR	-427

Charts

Results by run

Top 10 of 23 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Large Body Range Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 5 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

top = highest[22](max(close, open))
bot = lowest[22](min(close, open))
rangesize = top - bot
body = abs(close - open)

16 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Large Body Range 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 23 market and timeframe combinations. The best run was Gold, 5 minutes, with a profit factor of 1.52 over 365 trades.

How large was the drawdown?

The best run had a maximum drawdown of 360 EUR at the tested position size, against a net result of 1,555 EUR.

Does it trade long, short or both?

It trades both long and short.

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

KAMA Standard Deviation Breakout

Also a breakout strategy.

1.51 PF · 540 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.com Stats Docs