Strategies / Mean reversion / Lower Band Dip Buyer

Lower Band Dip Buyer

Buys when the close is below the 50-bar EMA and below 0.985 times the lower 20-bar Bollinger band of typical price, with volume under 20 times its 30-bar average. Exits when the close is above the middle band, with a 1% target and 5% stop.

Mean reversionLong onlyIntradayUS Crude Oil15 min

n/aProfit factor

1,443Net profit EUR

83.33%Win rate

96Trades

-810Max drawdown

15.04Avg trade

Best run of 42. US Crude Oil, 15 min, spread 3, from run sweeps:2026-10-04-CRUDE-15m-opt.tsv:9.

Entry rules, long

The close is below the 50-bar EMA.
Volume is below 20 times the prior bar's 30-bar average volume.

Exit rules

A 1% profit target closes the trade.
A 5% stop loss closes the trade.

Test conditions

Period	Up to 2026-10-04
Instrument	US Crude Oil, 15 minutes
Spread	3 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
US Crude OilBest run	15 min	n/a	96	83.33	1,443 EUR	-810
USD/JPY	1 hour	n/a	6	100.00	59,360 USD	-7,690
Nikkei 225	4 hours	n/a	22	90.91	4,106 USD	-2,076
Silver	2 min	n/a	16	87.50	3,890 USD	-1,986
Silver	3 min	n/a	16	87.50	3,857 USD	-2,009
Silver	10 min	n/a	29	86.21	3,237 USD	-2,840
Nikkei 225	Daily	n/a	23	86.96	2,878 USD	-1,809
Nikkei 225	1 hour	n/a	15	86.67	2,460 USD	-1,823
Dow Jones	Daily	n/a	12	91.67	2,353 EUR	-1,909
DAX 40	4 hours	n/a	16	100.00	2,328 EUR	-266
DAX 40	Daily	n/a	26	92.31	2,204 EUR	-914
Dow Jones	1 hour	n/a	9	100.00	2,153 EUR	-84.50
Nikkei 225	15 min	n/a	6	100.00	1,761 USD	-746
Nasdaq 100	Daily	n/a	26	92.31	1,551 EUR	-989
Nikkei 225	30 min	n/a	7	85.71	1,504 USD	-1,039
Nikkei 225	10 min	n/a	5	100.00	1,455 USD	-1,023
Brent Crude	15 min	n/a	59	81.36	1,376 EUR	-755
Dow Jones	15 min	n/a	5	100.00	1,206 EUR	-255
EUR/USD	1 hour	n/a	1	100.00	1,104 USD	-865
FTSE 100	Daily	n/a	21	95.24	996 EUR	-521
Nasdaq 100	1 hour	n/a	19	78.95	936 EUR	-594
DAX 40	15 min	n/a	8	87.50	649 EUR	-254
Nasdaq 100	15 min	n/a	9	77.78	559 EUR	-467
Nikkei 225	3 min	n/a	3	66.67	489 USD	-291
Nasdaq 100	10 min	n/a	4	100.00	396 EUR	-191
GBP/USD	1 hour	n/a	3	100.00	395 USD	-201
DAX 40	3 min	n/a	2	100.00	389 EUR	-0.00
Dow Jones	3 min	n/a	1	100.00	366 EUR	-0.00
FTSE 100	15 min	n/a	6	100.00	350 EUR	-80.10
Nasdaq 100	3 min	n/a	2	100.00	329 EUR	-0.00
Dow Jones	10 min	n/a	1	100.00	315 EUR	-295
Gold	30 min	n/a	8	100.00	291 EUR	-37.70
FTSE 100	30 min	n/a	6	83.33	227 EUR	-142
Gold	15 min	n/a	6	100.00	221 EUR	-26.00
GBP/USD	10 min	n/a	1	100.00	104 USD	-0.00
GBP/USD	15 min	n/a	1	100.00	104 USD	-0.00
Gold	2 min	n/a	2	100.00	98.60 EUR	-0.00
S&P 500	3 min	n/a	2	100.00	96.21 EUR	-0.00
Gold	3 min	n/a	2	100.00	93.40 EUR	-0.00
FTSE 100	10 min	n/a	1	100.00	77.50 EUR	-67.90
S&P 500	15 min	n/a	2	100.00	70.46 EUR	-35.63
Gold	5 min	n/a	1	100.00	52.00 EUR	-0.00

Charts

Results by run

Top 10 of 42 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Lower Band Dip Buyer
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

tp = TypicalPrice
mid = Average[20](tp)
sd = STD[20](tp) * SQRT(20 / 19)
lower = mid - 2 * sd
ema = ExponentialAverage[50](close)
volavg = Average[30](volume)

11 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.

Indicators used

Bollinger BandsEMASMAVolume

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 96 trades, which is a small sample to judge it on.
The maximum drawdown of 810 EUR is large next to the net profit of 1,443 EUR.

Questions

About this strategy

Can I run Lower Band Dip Buyer 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 42 market and timeframe combinations. The best run by trade count was US Crude Oil, 15 minutes, with 96 trades.

How large was the drawdown?

The best run had a maximum drawdown of 810 EUR at the tested position size, against a net result of 1,443 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Short Term RSI Pullback Long Short

Best run on the same market, US Crude Oil.

1.33 PF · 493 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

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