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Strategies / Mean reversion / Oversold Volume Spike Trend Long

Oversold Volume Spike Trend Long

Buys when RSI(10) is at or below 30 with the 250-period SMA above the 500-period SMA and volume above 2.5 times its 20-period average. Exits when the 250-period SMA crosses under the 500-period SMA, or at a 5% stop loss.

Mean reversionLong onlyIntradayUS Crude Oil2 min
n/aProfit factor
2,711Net profit EUR
38.07%Win rate
218Trades
-2,181Max drawdown
12.44Avg trade

Best run of 28. US Crude Oil, 2 min, spread 3, from run sweeps:2026-10-11-CRUDE-2m-opt.tsv:3.

Entry rules, long

  2. The 250-period SMA is above the 500-period SMA.
  3. Volume is above 2.5 times its 20-period average.
  4. A buy is taken only when no long position is open.

Exit rules

  2. A stop loss 5% from the entry price.

Test conditions

PeriodUp to 2026-10-11
InstrumentUS Crude Oil, 2 minutes
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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
US Crude OilBest run2 minn/a 21838.072,711 EUR-2,181
USD/JPY1 hourn/a 7548.00402,860 USD-222,160
USD/JPY4 hoursn/a 1656.25325,350 USD-173,370
USD/JPY30 minn/a 15745.86300,380 USD-157,730
USD/JPY2 minn/a 15646.1544,910 USD-44,760
Nikkei 225Dailyn/a 425.0032,487 USD-11,480
Nikkei 2254 hoursn/a 2744.4430,399 USD-11,811
Nikkei 2251 hourn/a 6650.0024,269 USD-9,472
Nasdaq 1001 hourn/a 6552.3114,674 EUR-3,548
Nasdaq 10030 minn/a 13852.1712,767 EUR-4,160
Nikkei 22515 minn/a 20339.4112,163 USD-8,539
Nasdaq 1004 hoursn/a 2045.0011,417 EUR-4,652
Dow Jones30 minn/a 9046.679,771 EUR-5,528
Dow Jones4 hoursn/a 1258.339,631 EUR-6,334
DAX 4030 minn/a 13243.187,090 EUR-2,781
Silver2 minn/a 8042.505,760 USD-5,106
Dow Jones2 minn/a 18646.775,338 EUR-2,358
DAX 404 hoursn/a 1947.374,860 EUR-4,215
Dow Jones1 minn/a 19845.454,843 EUR-2,592
Brent Crude3 minn/a 20741.554,061 EUR-2,363
S&P 5001 hourn/a 6152.463,361 EUR-735
S&P 5004 hoursn/a 2045.003,170 EUR-950
S&P 50030 minn/a 12644.441,775 EUR-991
FTSE 10010 minn/a 21242.921,766 EUR-1,286
Gold1 hourn/a 7944.301,070 EUR-489
Gold30 minn/a 13738.69536 EUR-529
S&P 5001 minn/a 17643.18524 EUR-332
Gold2 minn/a 4864.58258 EUR-196

Charts

Results by run

Top 10 of 28 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Oversold Volume Spike Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 2 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[10](close)
smaa = Average[250](close)
smab = Average[500](close)

12 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

RSISMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 2,180 EUR is large next to the net profit of 2,711 EUR.

Questions

About this strategy

Can I run Oversold Volume Spike Trend 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 by trade count was US Crude Oil, 2 minutes, with 218 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,180 EUR at the tested position size, against a net result of 2,711 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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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