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Strategies / Breakout / Pivot Level Breakout With Fixed Bracket

Pivot Level Breakout With Fixed Bracket

The strategy buys when price breaks above a confirmed pivot high and sells short when price breaks below a confirmed pivot low, with each level used once. Every trade uses a 1% stop loss and a 1.5% profit target.

BreakoutLong & shortIntradayUSD/JPY10 min
1.23Profit factor
922,170Net profit USD
37.72%Win rate
1,710Trades
-187,200Max drawdown
539Avg trade

Best run of 17. USD/JPY, 10 min, spread 1, from run pf:2026-10-13-USDJPY-10m.tsv:1.

Entry rules, long

  1. A pivot high is confirmed when the high 20 bars ago is the highest high of the surrounding 41 bars
  2. The new pivot high differs from the previous pivot high

Entry rules, short

  1. A pivot low is confirmed when the low 20 bars ago is the lowest low of the surrounding 41 bars
  2. The new pivot low differs from the previous pivot low

Exit rules

  2. A 1.5% profit target from the fill price is set
  3. An opposite signal reverses the position

Test conditions

PeriodUp to 2026-10-13
InstrumentUSD/JPY, 10 minutes
Spread1 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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run10 min1.23 1,71037.72922,170 USD-187,200
USD/JPY30 minn/a 1,78438.73620,490 USD-279,550
USD/JPY5 minn/a 1,65935.38453,900 USD-170,560
USD/JPY15 minn/a 1,78237.15428,330 USD-422,460
USD/JPYDailyn/a 19244.27348,450 USD-116,410
EUR/USDDailyn/a 17146.2035,193 USD-10,041
Nasdaq 1001 hourn/a 1,84338.0910,686 EUR-3,325
Nasdaq 10030 minn/a 2,43939.1110,664 EUR-3,199
DAX 4015 minn/a 2,09837.046,726 EUR-6,093
GBP/USDDailyn/a 20048.006,422 USD-2,507
Nasdaq 10010 minn/a 2,17835.316,316 EUR-5,966
Gold1 hourn/a 1,63541.281,657 EUR-875
Gold5 minn/a 1,89234.781,634 EUR-984
Brent CrudeDailyn/a 6749.251,503 EUR-606
Gold3 minn/a 1,82235.351,024 EUR-1,000
Gold4 hoursn/a 45944.44937 EUR-259
GoldDailyn/a 19439.18295 EUR-140

Charts

Results by run

Top 10 of 17 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Level Breakout With Fixed Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE uph = 0
ONCE upl = 0
ONCE phact = 0
ONCE plact = 0
ONCE fixph = 0
ONCE fixpl = 0

myBuy = 0
mySell = 0

41 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
  • 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 Level Breakout With Fixed Bracket 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 17 market and timeframe combinations. The best run was USD/JPY, 10 minutes, with a profit factor of 1.23 over 1,710 trades.

How large was the drawdown?

The best run had a maximum drawdown of 187,200 USD at the tested position size, against a net result of 922,170 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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1.04 PF · 10,813 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.comStatsDocs