Strategies / Breakout / Pivot High Close Breakout

Pivot High Close Breakout

Buys when the close rises above the close of the latest confirmed pivot high of closes, confirmed with a 32-bar delay. Once a close fails to stay above that level, a 1.75% stop and 2% target are set from the entry price.

BreakoutLong onlyIntradayEUR/USD3 min

1.53Profit factor

106,772Net profit USD

61.40%Win rate

215Trades

-22,707Max drawdown

497Avg trade

Best run of 53. EUR/USD, 3 min, spread 1, from run pf:2026-10-10-EURUSD-3m.tsv:1.

Entry rules, long

A pivot high of closes is recorded when the close 32 bars back equals the highest close of the last 79 bars.

Exit rules

Once a close fails to stay above the stored level while long, a 1.75% stop loss and 2% profit target are armed from the entry price.

Test conditions

Period	Up to 2026-10-10
Instrument	EUR/USD, 3 minutes
Spread	1 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	3 min	1.53	215	61.40	106,772 USD	-22,707
USD/JPY	Daily	n/a	639	49.77	1,082,430 USD	-404,590
USD/JPY	15 min	n/a	176	53.41	556,600 USD	-201,850
USD/JPY	10 min	n/a	144	54.17	491,620 USD	-219,380
USD/JPY	30 min	n/a	334	50.00	381,990 USD	-317,770
USD/JPY	3 min	n/a	31	54.84	124,130 USD	-91,440
USD/JPY	2 min	n/a	18	55.56	104,370 USD	-92,960
EUR/USD	2 min	n/a	308	55.19	57,869 USD	-45,053
EUR/USD	Daily	n/a	601	49.25	56,954 USD	-37,320
EUR/USD	5 min	n/a	227	54.63	41,988 USD	-25,590
Nikkei 225	30 min	n/a	1,282	48.83	31,803 USD	-10,525
Nikkei 225	1 hour	n/a	1,071	48.46	29,561 USD	-14,914
Nikkei 225	Daily	n/a	1,549	48.42	22,644 USD	-14,688
Nikkei 225	4 hours	n/a	871	47.88	20,717 USD	-12,816
Nikkei 225	2 min	n/a	202	51.98	20,274 USD	-10,277
Dow Jones	30 min	n/a	382	51.05	19,595 EUR	-6,344
Silver	4 hours	n/a	2,280	46.97	19,300 USD	-13,903
Nikkei 225	1 min	n/a	140	52.86	18,851 USD	-12,001
Nasdaq 100	15 min	n/a	869	50.52	17,334 EUR	-6,060
Nikkei 225	3 min	n/a	283	50.18	16,656 USD	-16,270
Nikkei 225	10 min	n/a	568	48.77	16,208 USD	-13,093
Nasdaq 100	30 min	n/a	1,209	50.79	15,695 EUR	-6,775
Dow Jones	4 hours	n/a	238	51.68	15,523 EUR	-7,789
Dow Jones	5 min	n/a	139	53.96	14,655 EUR	-5,629
Dow Jones	15 min	n/a	440	49.55	12,874 EUR	-8,416
Nasdaq 100	5 min	n/a	271	53.14	12,447 EUR	-6,328
DAX 40	1 hour	n/a	1,207	49.21	10,108 EUR	-4,109
Dow Jones	Daily	n/a	1,896	46.47	9,273 EUR	-7,756
Nasdaq 100	1 hour	n/a	1,317	47.30	7,898 EUR	-6,414
DAX 40	5 min	n/a	175	52.57	6,763 EUR	-5,443
Dow Jones	1 min	n/a	25	60.00	6,496 EUR	-4,130
Nasdaq 100	1 min	n/a	63	57.14	6,300 EUR	-3,860
Nasdaq 100	2 min	n/a	107	52.34	5,883 EUR	-4,801
Nasdaq 100	4 hours	n/a	1,045	47.56	5,617 EUR	-4,545
DAX 40	15 min	n/a	578	48.96	5,525 EUR	-5,525
DAX 40	10 min	n/a	377	49.34	5,480 EUR	-4,314
S&P 500	30 min	n/a	812	52.71	4,625 EUR	-1,264
DAX 40	Daily	n/a	1,916	47.23	4,097 EUR	-3,758
S&P 500	15 min	n/a	579	50.26	3,217 EUR	-1,313
FTSE 100	10 min	n/a	218	51.83	3,129 EUR	-1,138
FTSE 100	5 min	n/a	98	56.12	3,100 EUR	-803
Gold	15 min	n/a	516	52.52	2,768 EUR	-1,284
S&P 500	5 min	n/a	159	55.35	2,731 EUR	-945
Gold	5 min	n/a	286	54.20	2,467 EUR	-1,158
Gold	1 hour	n/a	1,113	49.69	2,412 EUR	-1,016
Gold	30 min	n/a	874	50.00	2,273 EUR	-1,334
Gold	10 min	n/a	392	52.04	2,259 EUR	-1,589
Gold	Daily	n/a	1,764	47.51	2,164 EUR	-890
S&P 500	1 hour	n/a	1,021	47.60	1,869 EUR	-1,610
Gold	4 hours	n/a	972	48.87	1,819 EUR	-778
S&P 500	10 min	n/a	345	49.28	1,779 EUR	-1,492
FTSE 100	3 min	n/a	71	53.52	1,548 EUR	-1,161
S&P 500	1 min	n/a	32	59.38	924 EUR	-431

Charts

Results by run

Top 10 of 53 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot High Close Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE resv = 0
ONCE hasres = 0
ONCE armed = 0

26 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.

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Pivot High Close Breakout 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 53 market and timeframe combinations. The best run was EUR/USD, 3 minutes, with a profit factor of 1.53 over 215 trades.

How large was the drawdown?

The best run had a maximum drawdown of 22,707 USD at the tested position size, against a net result of 106,772 USD.

Does it trade long, short or both?

It only takes long trades.

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

Volume Confirmed Breakout

Also a breakout strategy.

1.53 PF · 393 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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