Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Mean reversion / Lower Band Cross Long

Lower Band Cross Long

The system buys when the close crosses back above the lower Bollinger Band, meaning price has moved back inside the band. It sells when the close reaches the upper band, and no stop loss is set.

Mean reversionLong onlySwingDow JonesDaily
3.21Profit factor
39,133Net profit EUR
78.66%Win rate
164Trades
-8,615Max drawdown
239Avg trade

Best run of 28. Dow Jones, Daily, spread 3, from run pf:2026-10-12-DOW30-D.tsv:34.

Entry rules, long

  1. After bar 21, the close crosses above the lower Bollinger Band (20 periods, 2 standard deviations).

Exit rules

  2. No stop loss is set.

Test conditions

PeriodUp to 2026-10-12
InstrumentDow Jones, Daily
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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest runDaily3.21 16478.6639,133 EUR-8,615
S&P 500Daily3.20 17280.234,790 EUR-1,190
S&P 5001 hour1.27 1,62868.303,996 EUR-949
USD/JPY4 hoursn/a 41565.54380,970 USD-282,580
EUR/USD30 minn/a 2,54564.6042,063 USD-23,538
Nikkei 2251 hourn/a 1,12866.2241,317 USD-8,378
SilverDailyn/a 15269.0831,014 USD-9,678
Nikkei 2254 hoursn/a 27568.0022,642 USD-10,662
Dow Jones4 hoursn/a 12677.7820,536 EUR-11,189
Dow Jones1 hourn/a 53670.3417,982 EUR-7,394
DAX 40Dailyn/a 17365.3217,791 EUR-5,511
Nikkei 22530 minn/a 2,26164.0417,442 USD-14,960
Nasdaq 1004 hoursn/a 38073.6816,808 EUR-4,569
Nikkei 22515 minn/a 2,38464.8515,934 USD-14,329
Nasdaq 1001 hourn/a 1,62967.4014,872 EUR-4,988
Dow Jones30 minn/a 1,02067.7512,721 EUR-8,020
Dow Jones15 minn/a 1,99469.8111,611 EUR-7,534
Nasdaq 100Dailyn/a 11372.5711,578 EUR-6,059
Dow Jones10 minn/a 2,37068.1911,570 EUR-6,017
FTSE 100Dailyn/a 12774.809,989 EUR-2,902
DAX 404 hoursn/a 36567.409,762 EUR-5,837
Nasdaq 10030 minn/a 2,51364.947,677 EUR-5,344
FTSE 1001 hourn/a 1,42370.136,904 EUR-2,542
Nasdaq 10015 minn/a 2,36368.475,981 EUR-5,757
S&P 5004 hoursn/a 37871.963,988 EUR-1,205
FTSE 1004 hoursn/a 33567.763,128 EUR-2,782
S&P 50030 minn/a 2,50967.041,826 EUR-1,286
GoldDailyn/a 15262.501,304 EUR-856

Charts

Results by run

Top 10 of 28 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

// ==============================================================
// Lower Band Cross Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

sma = Average[20](close)
sd = STD[20](close)
upper = sma + sd * 2
lower = sma - sd * 2

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.

Indicators used

Bollinger BandsSMAStandard Deviation
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 Lower Band Cross Long 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 28 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 3.21 over 164 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,615 EUR at the tested position size, against a net result of 39,133 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

Percent B Zero Cross Long

Also a mean reversion strategy.

3.20 PF · 172 trades

Put your name on the ProRealAlgos waitlist to trade a tested portfolio instead of single strategies.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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