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Strategies / Mean reversion / Money Flow Choppiness Reversal

Money Flow Choppiness Reversal

It buys a red candle when the 14-period money flow index is below 25 and the choppiness index is below 50, with rising volume. It sells short on a green candle with money flow above 75 and the same choppiness and volume conditions.

Mean reversionLong & shortIntradayGBP/USD30 min
n/aProfit factor
4,278Net profit USD
60.69%Win rate
1,689Trades
-3,110Max drawdown
2.53Avg trade

Best run of 9. GBP/USD, 30 min, spread 1.5, from run sweeps:2026-10-11-GBPUSD-30m-opt.tsv:9.

Entry rules, long

  1. The candle is red, with the close below the open.
  3. The 14-period choppiness index is below 50.
  4. Volume is above the previous bar's volume.

Entry rules, short

  1. The candle is green, with the close above the open.
  3. The 14-period choppiness index is below 50.
  4. Volume is above the previous bar's volume.

Exit rules

  2. A 5% profit target is set from the entry price.
  3. An opposite signal reverses the position.

Test conditions

PeriodUp to 2026-10-11
InstrumentGBP/USD, 30 minutes
Spread1.5 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GBP/USDBest run30 minn/a 1,68960.694,278 USD-3,110
Silver5 minn/a 1,59359.7618,511 USD-15,787
Dow Jones4 hoursn/a 19860.6114,876 EUR-11,395
Nikkei 225Dailyn/a 6660.6114,754 USD-8,826
Dow Jones1 hourn/a 83860.2613,415 EUR-11,503
GBP/USD4 hoursn/a 30861.699,499 USD-4,352
FTSE 100Dailyn/a 5070.005,035 EUR-1,641
GBP/USD15 minn/a 1,60359.643,812 USD-1,934
FTSE 1004 hoursn/a 22564.442,595 EUR-2,340

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Money Flow Choppiness Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

src = TypicalPrice
chg = src - src[1]
upf = 0
dnf = 0

40 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

True RangeVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 3,110 USD is large next to the net profit of 4,278 USD.

Questions

About this strategy

Can I run Money Flow Choppiness Reversal 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 9 market and timeframe combinations. The best run by trade count was GBP/USD, 30 minutes, with 1,689 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,110 USD at the tested position size, against a net result of 4,278 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Herd Selling Band Reversal

Uses the same indicator.

1.32 PF · 5,101 trades

Color Code Candle Flip

Best run on the same market, GBP/USD.

1.56 PF · 3,285 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

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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