Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Breakout / Pivot Breakout With ATR Stop

Pivot Breakout With ATR Stop

The strategy buys when price breaks above the latest confirmed pivot high and sells short when price breaks below the latest pivot low. Stops are set from the bar's low or high plus 1.5 times ATR(14), with targets 1.1 times that distance.

BreakoutLong & shortSwingNasdaq 1001 hour
n/aProfit factor
6,997Net profit EUR
44.25%Win rate
1,964Trades
-3,814Max drawdown
3.56Avg trade

Best run of 8. Nasdaq 100, 1 hour, spread 3, from run sweeps:2026-10-04-NAS100-1h-opt.tsv:63.

Entry rules, long

  1. A pivot high is confirmed when the high 20 bars ago is the highest high of the 41-bar window
  3. Signals are ignored until the position is flat

Entry rules, short

  1. A pivot low is confirmed when the low 20 bars ago is the lowest low of the 41-bar window
  3. Signals are ignored until the position is flat

Exit rules

  2. An opposite signal reverses the position

Test conditions

PeriodUp to 2026-10-04
InstrumentNasdaq 100, 1 hour
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run1 hourn/a 1,96444.256,997 EUR-3,814
Nikkei 225Dailyn/a 15753.5018,353 USD-11,126
US Crude OilDailyn/a 16753.296,183 EUR-4,118
Brent Crude1 hourn/a 94147.615,685 EUR-2,902
Dow Jones4 hoursn/a 15349.025,414 EUR-5,182
Nasdaq 1004 hoursn/a 46747.973,975 EUR-3,425
Gold1 hourn/a 1,79146.401,467 EUR-761
S&P 500Dailyn/a 21642.59872 EUR-864

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Breakout With ATR Stop
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE updhigh = 0
ONCE updlow = 0
ONCE phactive = 0
ONCE plactive = 0
ONCE tradeon = 0

myAtr = AverageTrueRange[14](close)

49 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

ATR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 3,814 EUR is large next to the net profit of 6,997 EUR.

Questions

About this strategy

Can I run Pivot Breakout With ATR Stop 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 8 market and timeframe combinations. The best run by trade count was Nasdaq 100, 1 hour, with 1,964 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,814 EUR at the tested position size, against a net result of 6,997 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Big Candle Breakout

Also a breakout strategy.

n/a PF · 4,636 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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