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Strategies / Breakout / Pivot Point Breakout Long

Pivot Point Breakout Long

The strategy buys when the high exceeds the last confirmed pivot high, using pivots with 3 bars on each side. It closes the long when the low falls below the last confirmed pivot low.

BreakoutLong onlySwingNikkei 225Daily
1.72Profit factor
57,397Net profit USD
46.48%Win rate
256Trades
-9,206Max drawdown
224Avg trade

Best run of 17. Nikkei 225, Daily, spread 10, from run pf:2026-10-10-NIKKEI-D.tsv:4.

Entry rules, long

  1. A pivot high or low needs 3 bars on each side and is confirmed 3 bars later.

Exit rules

  1. The long closes at market when the low is below the last confirmed pivot low.

Test conditions

PeriodUp to 2026-10-10
InstrumentNikkei 225, Daily
Spread10 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best runDaily1.72 25646.4857,397 USD-9,206
Dow JonesDaily1.65 36744.1425,694 EUR-5,754
USD/JPY1 hour1.16 3,53738.931,044,240 USD-177,720
USD/JPYDailyn/a 30336.63750,200 USD-579,250
USD/JPY30 minn/a 5,06235.76457,890 USD-187,260
SilverDailyn/a 31533.0230,521 USD-24,170
Nikkei 2254 hoursn/a 63240.6624,974 USD-11,551
Brent CrudeDailyn/a 12146.2813,492 EUR-6,054
Nasdaq 100Dailyn/a 28343.1113,031 EUR-3,815
Nikkei 2251 hourn/a 2,43437.7211,619 USD-10,930
DAX 40Dailyn/a 37442.259,178 EUR-5,718
DAX 404 hoursn/a 88140.645,581 EUR-5,488
GoldDailyn/a 32039.063,024 EUR-1,360
Gold4 hoursn/a 83241.952,707 EUR-1,182
S&P 500Dailyn/a 38141.212,365 EUR-1,010
Gold1 hourn/a 3,27336.051,735 EUR-1,106
S&P 5004 hoursn/a 92441.451,237 EUR-1,104

Charts

Results by run

Top 10 of 17 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 Point Breakout Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lasthigh = 0
ONCE lastlow = 0
ONCE hashigh = 0
ONCE haslow = 0

24 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.
Longer historyRe-run on up to 1,000,000 barsNikkei 225 · Daily · older data 0.00 USD

Nikkei 225 had no history beyond the standard run, so both runs used 11,000 bars.

Nikkei 225 · Daily

Bars available11,000
Net, standard 200,000-bar run57,396.90 USD
Net, long run57,396.90 USD
Net on the older data alone0.00 USD
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 Point 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 17 market and timeframe combinations. The best run was Nikkei 225, Daily, with a profit factor of 1.72 over 256 trades.

How large was the drawdown?

The best run had a maximum drawdown of 9,206 USD at the tested position size, against a net result of 57,397 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

Bollinger Band Squeeze Breakout (long and short)

Also a breakout strategy.

1.72 PF · 167 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