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Strategies / Pattern / Pivot Sweep and Reclaim

Pivot Sweep and Reclaim

The strategy trades after price sweeps a pivot low or high by 0.6 times ATR(14) and closes back past it, on the matching side of EMA(200). Stops sit 0.5 times ATR(14) beyond the pivot, and targets are 2 times the risk.

PatternLong & shortSwingS&P 500Daily
n/aProfit factor
1,085Net profit EUR
31.58%Win rate
266Trades
-924Max drawdown
4.08Avg trade

Best run of 6. S&P 500, Daily, spread 1, from run sweeps:2026-10-12-USA500-D-opt.tsv:17.

Entry rules, long

  1. Pivot lows and highs use 5 bars on each side and are confirmed 5 bars late.
  2. The low pierces the last pivot low by more than 0.6 times ATR(14).
  4. When flat, the strategy buys one contract.

Entry rules, short

  1. The high pierces the last pivot high by more than 0.6 times ATR(14).
  2. On that sweep bar or the next bar, the close is below the pivot high and below EMA(200).

Exit rules

  2. The target is 2 times the stop distance, measured from the fill.

Test conditions

PeriodUp to 2026-10-12
InstrumentS&P 500, Daily
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
S&P 500Best runDailyn/a 26631.581,085 EUR-924
Nikkei 225Dailyn/a 15945.9129,062 USD-8,585
Nasdaq 100Dailyn/a 18834.5710,252 EUR-3,042
Dow JonesDailyn/a 19635.7110,250 EUR-4,006
DAX 40Dailyn/a 22932.757,209 EUR-7,050
USD/JPYDailyn/a 26430.685,400 USD-4,290

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Sweep and Reclaim
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE havepl = 0
ONCE haveph = 0
ONCE lastpl = 0
ONCE lastph = 0
ONCE havesweeplow = 0
ONCE havesweephigh = 0
ONCE sweeplowbar = 0
ONCE sweephighbar = 0

ema = ExponentialAverage[200](close)
myAtr = AverageTrueRange[14](close)

61 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

ATREMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 924 EUR is large next to the net profit of 1,085 EUR.

Questions

About this strategy

Can I run Pivot 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 6 market and timeframe combinations. The best run by trade count was S&P 500, Daily, with 266 trades.

How large was the drawdown?

The best run had a maximum drawdown of 924 EUR at the tested position size, against a net result of 1,085 EUR.

Does it trade long, short or both?

It trades both long and short.

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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