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Strategies / Breakout / Pivot Support Resistance Cross

Pivot Support Resistance Cross

Trades when price crosses the most recent confirmed pivot low (support) or pivot high (resistance) while within 0.4% of that level. Longs cross above support and shorts cross below resistance, each with a 10% stop and 26% target.

BreakoutLong & shortSwingDAX 404 hours
1.33Profit factor
21,751Net profit EUR
61.57%Win rate
726Trades
-5,192Max drawdown
29.96Avg trade

Best run of 4. DAX 40, 4 hours, spread 3, from run pf:2026-10-10-DAX40-4h.tsv:3.

Entry rules, long

  2. The close is within 0.4% of that support level.
  3. Pivots need 2 bars on each side and are confirmed 2 bars after they form.
  4. Signals are only considered after bar 10.
  5. The trade is taken only when not already long.

Entry rules, short

  2. The close is within 0.4% of that resistance level.
  3. Pivots need 2 bars on each side and are confirmed 2 bars after they form.
  4. Signals are only considered after bar 10.
  5. The trade is taken only when not already short.

Exit rules

  2. A profit target is set 26% from the entry price.
  3. An opposite signal reverses an open position.

Test conditions

PeriodUp to 2026-10-10
InstrumentDAX 40, 4 hours
Spread3 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
DAX 40Best run4 hours1.33 72661.5721,751 EUR-5,192
Dow Jones4 hoursn/a 27861.8716,459 EUR-11,770
SilverDailyn/a 10747.6610,608 USD-10,573
Brent Crude4 hoursn/a 24461.489,894 EUR-5,757

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Support Resistance Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE res = 0
ONCE sup = 0

33 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 Support Resistance Cross 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 4 market and timeframe combinations. The best run was DAX 40, 4 hours, with a profit factor of 1.33 over 726 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,192 EUR at the tested position size, against a net result of 21,751 EUR.

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