Strategies / Mean reversion / Oversold Money Flow Scalp

Oversold Money Flow Scalp

Buys a short-term dip below the 5-period average of lows when ADX exceeds 30, money flow is low and the stochastic turns up. Sells when CCI is above 150 and the open reaches the 5-period average of highs or stochastic crosses above 70.

Mean reversionLong onlyIntradaySilver3 min

1.97Profit factor

14,534Net profit USD

67.62%Win rate

281Trades

-2,874Max drawdown

51.72Avg trade

Best run of 29. Silver, 3 min, spread 2, from run pf:2026-10-05-SILVER-3m.tsv:1.

Entry rules, long

The open is below the 5-period exponential average of lows
ADX (14 periods) is above 30
MFI (14 periods) is below 30
Fast stochastic %K (5 periods) and %D (3-period average) are both below 30
CCI (14 periods) is below -150

Exit rules

And CCI (14 periods) is above 150
A stop loss sits 50% below the entry price
A profit target sits 1% above the entry price

Test conditions

Period	Up to 2026-10-05
Instrument	Silver, 3 minutes
Spread	2 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	3 min	1.97	281	67.62	14,534 USD	-2,874
EUR/USD	4 hours	n/a	81	77.78	32,095 USD	-7,298
Nikkei 225	1 hour	n/a	234	69.23	11,584 USD	-6,175
Nikkei 225	4 hours	n/a	65	86.15	7,253 USD	-2,219
Dow Jones	4 hours	n/a	25	80.00	4,276 EUR	-3,149
Dow Jones	1 hour	n/a	108	63.89	4,226 EUR	-2,817
Nasdaq 100	30 min	n/a	480	63.54	2,909 EUR	-2,266
GBP/USD	Daily	n/a	45	86.67	2,830 USD	-1,644
FTSE 100	4 hours	n/a	92	82.61	2,792 EUR	-956
Silver	4 hours	n/a	50	88.00	2,699 USD	-1,726
Brent Crude	1 hour	n/a	147	80.27	2,597 EUR	-1,808
Dow Jones	Daily	n/a	32	93.75	2,411 EUR	-1,105
US Crude Oil	5 min	n/a	351	65.53	2,115 EUR	-940
Nasdaq 100	4 hours	n/a	92	77.17	2,047 EUR	-1,235
Silver	Daily	n/a	32	96.88	1,980 USD	-250
Brent Crude	15 min	n/a	398	69.10	1,614 EUR	-1,220
DAX 40	Daily	n/a	24	95.83	1,358 EUR	-1,091
S&P 500	1 hour	n/a	339	68.73	1,107 EUR	-360
Brent Crude	Daily	n/a	16	100.00	1,107 EUR	-488
S&P 500	4 hours	n/a	105	80.00	1,005 EUR	-526
FTSE 100	10 min	n/a	384	65.10	908 EUR	-447
FTSE 100	Daily	n/a	22	95.45	852 EUR	-499
Nasdaq 100	Daily	n/a	23	95.65	620 EUR	-602
GBP/USD	10 min	n/a	253	60.08	576 USD	-563
Gold	30 min	n/a	309	64.08	550 EUR	-287
Gold	1 min	n/a	243	63.79	334 EUR	-168
S&P 500	Daily	n/a	27	96.30	257 EUR	-140
S&P 500	1 min	n/a	238	62.18	166 EUR	-166
Gold	Daily	n/a	37	89.19	158 EUR	-57.10

Charts

Results by run

Top 10 of 29 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Oversold Money Flow Scalp
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emahigh = ExponentialAverage[5](high)
emalow = ExponentialAverage[5](low)

hh = highest[5](high)
ll = lowest[5](low)

56 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

ADXCCIEMAStochasticSMAVolume

Longer historyRe-run on up to 1,000,000 barsSilver · 3 min · older data -5,710.00 USD

On the long run with 1,000,000 bars the net result was 8,824 USD, against 14,534 USD on the standard 200,000-bar run. The older data alone gave -5,710 USD.

Silver · 3 min

Bars available	1,000,000
Net, standard 200,000-bar run	14,533.50 USD
Net, long run	8,823.50 USD
Net on the older data alone	-5,710.00 USD

Read this firstKnown weaknesses2 points

On the older part of the 1,000,000-bar history it lost -5,710 USD.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Oversold Money Flow Scalp 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 29 market and timeframe combinations. The best run was Silver, 3 minutes, with a profit factor of 1.97 over 281 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,874 USD at the tested position size, against a net result of 14,534 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

Long EMA Filtered RSI Dip

Also a mean reversion strategy.

1.97 PF · 133 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.com Stats Docs

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