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Strategies / Mean reversion / Money Flow Reversal Long

Money Flow Reversal Long

Buys when 21-bar volume-weighted money flow turns negative and sells when it turns positive again. Each trade has a 1% profit target and a 5% stop loss.

Mean reversionLong onlySwingNikkei 2254 hours
n/aProfit factor
23,597Net profit USD
64.78%Win rate
1,005Trades
-6,048Max drawdown
23.48Avg trade

Best run of 10. Nikkei 225, 4 hours, spread 10, from run sweeps:2026-10-04-NIKKEI-4h-opt.tsv:131.

Entry rules, long

  1. The 21-bar money flow ratio is below 0, meaning summed money flow volume divided by summed volume

Exit rules

  2. A profit target sits 1% above the entry price
  3. A stop loss sits 5% below the entry price

Test conditions

PeriodUp to 2026-10-04
InstrumentNikkei 225, 4 hours
Spread10 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best run4 hoursn/a 1,00564.7823,597 USD-6,048
USD/JPYDailyn/a 26966.54307,690 USD-143,050
Dow Jones4 hoursn/a 58970.1220,587 EUR-6,045
Nasdaq 100Dailyn/a 31082.2611,132 EUR-3,070
Nikkei 225Dailyn/a 24268.6010,453 USD-6,648
DAX 40Dailyn/a 23775.114,311 EUR-3,134
S&P 5004 hoursn/a 79968.841,925 EUR-1,001
S&P 500Dailyn/a 26776.031,769 EUR-863
FTSE 100Dailyn/a 24374.071,719 EUR-1,310
GoldDailyn/a 38369.19679 EUR-668

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Money Flow Reversal Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

22 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

Volume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Money Flow Reversal 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 10 market and timeframe combinations. The best run by trade count was Nikkei 225, 4 hours, with 1,005 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,048 USD at the tested position size, against a net result of 23,597 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Herd Selling Band Reversal

Uses the same indicator.

1.32 PF · 5,101 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 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