Strategies / Mean reversion / Pivot Stochastic Tunnel Long

Pivot Stochastic Tunnel Long

The strategy buys on a low stochastic crossover below a pivot level, or when price crosses above the tunnel high. It closes on the mirror conditions, such as a high stochastic crossunder or a cross under the tunnel low.

Mean reversionLong onlySwingFTSE 1004 hours

2.00Profit factor

6,970Net profit EUR

66.67%Win rate

153Trades

-1,165Max drawdown

45.56Avg trade

Best run of 37. FTSE 100, 4 hours, spread 2, from run pf:2026-10-12-FTSE100-4h.tsv:1.

Entry rules, long

Or the close crosses over the tunnel high, and the strategy buys one contract when flat.

Exit rules

Or the close crosses under the tunnel low, and the long closes at market.

Test conditions

Period	Up to 2026-10-12
Instrument	FTSE 100, 4 hours
Spread	2 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
FTSE 100Best run	4 hours	2.00	153	66.67	6,970 EUR	-1,165
USD/JPY	30 min	n/a	892	61.21	583,860 USD	-191,370
USD/JPY	4 hours	n/a	189	65.61	428,160 USD	-388,400
USD/JPY	1 hour	n/a	652	60.89	404,380 USD	-357,250
Nikkei 225	4 hours	n/a	126	73.81	45,440 USD	-13,066
Silver	Daily	n/a	49	75.51	40,583 USD	-25,287
Nikkei 225	30 min	n/a	1,003	59.92	37,517 USD	-9,495
Dow Jones	Daily	n/a	99	63.64	33,440 EUR	-11,924
Nikkei 225	1 hour	n/a	526	60.27	26,443 USD	-9,223
Silver	4 hours	n/a	128	61.72	24,188 USD	-21,326
Nikkei 225	Daily	n/a	50	64.00	23,275 USD	-21,369
Nikkei 225	15 min	n/a	943	59.92	21,265 USD	-12,670
Nasdaq 100	1 hour	n/a	714	57.42	18,620 EUR	-6,261
Nikkei 225	10 min	n/a	975	59.38	16,040 USD	-9,046
Nasdaq 100	30 min	n/a	1,123	57.52	15,028 EUR	-6,414
Nasdaq 100	4 hours	n/a	209	61.24	14,546 EUR	-6,248
Nasdaq 100	Daily	n/a	71	61.97	13,868 EUR	-6,202
DAX 40	30 min	n/a	989	61.78	12,885 EUR	-4,060
DAX 40	4 hours	n/a	176	66.48	10,809 EUR	-5,708
DAX 40	1 hour	n/a	591	59.05	10,792 EUR	-3,880
Dow Jones	15 min	n/a	834	55.40	9,640 EUR	-8,803
Brent Crude	4 hours	n/a	81	66.67	7,513 EUR	-3,968
US Crude Oil	4 hours	n/a	113	67.26	6,742 EUR	-4,326
Brent Crude	1 hour	n/a	294	64.29	6,312 EUR	-4,240
DAX 40	10 min	n/a	1,014	59.27	5,217 EUR	-4,336
GBP/USD	4 hours	n/a	221	61.99	4,522 USD	-4,164
Gold	Daily	n/a	54	66.67	3,500 EUR	-809
S&P 500	Daily	n/a	98	56.12	3,439 EUR	-1,382
S&P 500	30 min	n/a	1,185	57.72	3,407 EUR	-1,474
S&P 500	4 hours	n/a	221	62.90	3,253 EUR	-1,344
S&P 500	1 hour	n/a	754	57.69	2,900 EUR	-1,150
Gold	4 hours	n/a	149	65.10	2,382 EUR	-1,518
Gold	10 min	n/a	941	60.26	2,348 EUR	-832
Gold	1 hour	n/a	509	61.89	2,158 EUR	-1,284
FTSE 100	10 min	n/a	1,007	60.77	1,986 EUR	-1,490
Gold	15 min	n/a	917	60.85	1,675 EUR	-867
S&P 500	5 min	n/a	1,001	56.54	1,202 EUR	-780

Charts

Results by run

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

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Stochastic Tunnel Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE raw = 50

barsback = 244
hc = highest[barsback](close)
lc = lowest[barsback](close)
pivot = (hc + lc + close[barsback]) / 3

hh = highest[12](high)
ll = lowest[12](low)

21 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.

Indicators used

StochasticSMADonchian Channel

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 Stochastic Tunnel 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 FTSE 100, 4 hours, with a profit factor of 2.00 over 153 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,164 EUR at the tested position size, against a net result of 6,970 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

DAX Survivor

Best run on the same market, FTSE 100.

1.17 PF · 1,514 trades

Internal Bar Strength

Also a mean reversion strategy.

2.00 PF · 905 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

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