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Strategies / Pattern / Pivot Level Sweep And Reclaim

Pivot Level Sweep And Reclaim

Tracks confirmed pivot highs and lows, each 5 bars late. Sells short when price sweeps above the pivot high and closes back below it on volume above 1.2 times its 20-bar average, and buys on the mirror sweep below a pivot low.

PatternLong & shortIntradayGBP/USD30 min
n/aProfit factor
9,342Net profit USD
53.57%Win rate
2,199Trades
-2,592Max drawdown
4.25Avg trade

Best run of 12. GBP/USD, 30 min, spread 1.5, from run sweeps:2026-10-03-GBPUSD-30m-opt.tsv:2.

Entry rules, long

  1. The previous bar's low and close were both below the latest confirmed pivot low.
  3. Volume is above 1.2 times its 20-bar average.
  4. No long position is already open.

Entry rules, short

  1. The previous bar's high and close were both above the latest confirmed pivot high.
  3. Volume is above 1.2 times its 20-bar average.
  4. No short position is already open.

Exit rules

  1. An opposite sweep signal reverses the open position.

Test conditions

PeriodUp to 2026-10-03
InstrumentGBP/USD, 30 minutes
Spread1.5 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GBP/USDBest run30 minn/a 2,19953.579,342 USD-2,592
USD/JPYDailyn/a 3661.11663,270 USD-463,930
USD/JPY4 hoursn/a 18655.38397,790 USD-284,830
EUR/USD5 minn/a 1,29451.4761,883 USD-27,427
Silver1 hourn/a 83551.7445,442 USD-15,887
Dow Jones1 hourn/a 44660.3126,632 EUR-9,699
Nikkei 2252 minn/a 1,24755.0121,096 USD-11,812
US Crude OilDailyn/a 2774.0711,571 EUR-6,974
DAX 405 minn/a 1,38153.877,366 EUR-6,315
DAX 402 minn/a 1,19951.883,349 EUR-3,211
FTSE 1004 hoursn/a 16459.763,065 EUR-2,382
FTSE 1001 hourn/a 67050.752,744 EUR-2,669

Charts

Results by run

Top 10 of 12 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Level Sweep And Reclaim
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE res = 0
ONCE sup = 0
ONCE hasres = 0
ONCE hassup = 0

26 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

SMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Pivot Level Sweep And Reclaim 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 12 market and timeframe combinations. The best run by trade count was GBP/USD, 30 minutes, with 2,199 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,592 USD at the tested position size, against a net result of 9,342 USD.

Does it trade long, short or both?

It trades both long and short.

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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.comStatsDocs