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 Level Breakout Long

Pivot Level Breakout Long

The strategy buys when close moves above the previous bar's most recent confirmed pivot high, using pivots with 10 bars on each side. It exits when close falls below the previous bar's pivot low level.

BreakoutLong onlyIntradayGold15 min
1.25Profit factor
2,395Net profit EUR
35.47%Win rate
1,370Trades
-542Max drawdown
1.75Avg trade

Best run of 37. Gold, 15 min, spread 0.6, from run pf:2026-10-12-GOLD-15m.tsv:1.

Entry rules, long

  1. Pivot highs and lows need 10 bars on each side and are confirmed 10 bars late.

Exit rules

  1. The long closes at market when close falls below the previous bar's pivot low level.

Test conditions

PeriodUp to 2026-10-12
InstrumentGold, 15 minutes
Spread0.6 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run15 min1.25 1,37035.472,395 EUR-542
USD/JPY15 min1.24 1,31341.05568,870 USD-112,780
USD/JPYDailyn/a 7844.87972,890 USD-568,400
USD/JPY30 minn/a 1,33239.34525,590 USD-201,560
USD/JPY10 minn/a 1,36238.99411,980 USD-150,660
USD/JPY4 hoursn/a 23038.70339,940 USD-298,290
EUR/USDDailyn/a 7243.0694,328 USD-35,305
Nikkei 225Dailyn/a 7941.7739,178 USD-12,258
Nikkei 2254 hoursn/a 16346.0135,105 USD-8,792
Nikkei 22530 minn/a 1,28739.1629,322 USD-10,521
Nikkei 2251 hourn/a 63840.7527,572 USD-8,102
Dow JonesDailyn/a 10543.8120,653 EUR-7,941
Nasdaq 100Dailyn/a 8254.8817,542 EUR-5,444
Nikkei 2253 minn/a 1,41035.7415,668 USD-9,400
Nasdaq 1004 hoursn/a 21848.6214,427 EUR-4,496
Brent CrudeDailyn/a 3444.1212,173 EUR-6,668
US Crude OilDailyn/a 8041.2511,902 EUR-5,318
Nasdaq 10015 minn/a 1,49639.1711,729 EUR-5,572
Nasdaq 1001 hourn/a 84740.1410,529 EUR-4,123
Dow Jones4 hoursn/a 7546.679,808 EUR-8,168
DAX 404 hoursn/a 21744.247,650 EUR-4,825
Nasdaq 10010 minn/a 1,48535.497,604 EUR-4,931
Nasdaq 10030 minn/a 1,48739.415,923 EUR-4,700
DAX 401 hourn/a 77742.605,815 EUR-5,515
S&P 500Dailyn/a 9647.925,374 EUR-1,132
Nasdaq 1005 minn/a 1,41036.604,837 EUR-3,282
DAX 4015 minn/a 1,39737.724,819 EUR-3,202
Gold1 hourn/a 79342.123,059 EUR-856
Gold30 minn/a 1,34639.822,882 EUR-726
GoldDailyn/a 9540.002,802 EUR-1,173
S&P 5004 hoursn/a 22340.812,691 EUR-986
Gold4 hoursn/a 21145.022,355 EUR-1,324
FTSE 1001 hourn/a 75538.812,041 EUR-1,800
Gold10 minn/a 1,39635.741,543 EUR-626
S&P 50015 minn/a 1,45838.821,526 EUR-1,078
Gold5 minn/a 1,38536.751,337 EUR-550
S&P 5005 minn/a 1,39236.421,318 EUR-647

Charts

Results by run

Top 10 of 37 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Level Breakout Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ph = 0
ONCE pl = 0

himax = highest[10](high)
lomin = lowest[10](low)

19 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.
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Pivot Level Breakout 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 37 market and timeframe combinations. The best run was Gold, 15 minutes, with a profit factor of 1.25 over 1,370 trades.

How large was the drawdown?

The best run had a maximum drawdown of 542 EUR at the tested position size, against a net result of 2,395 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Keltner Channel Breakout With Slope

Also a breakout strategy.

1.25 PF · 979 trades

Want strategies that are already part of a live portfolio? Join the ProRealAlgos waitlist.

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.comStatsDocs