Strategies / Pattern / Pivot Zone Retest

Pivot Zone Retest

The strategy trades retests of recent swing zones, going long when a bullish candle closes inside a zone from a swing low and short on the mirror setup. Each trade uses a stop at 7.5 times ATR(14) and a target 1.5 times that distance.

PatternLong & shortSwingGold1 hour

1.50Profit factor

4,395Net profit EUR

42.13%Win rate

489Trades

-869Max drawdown

8.99Avg trade

Best run of 20. Gold, 1 hour, spread 0.6, from run pf:2026-10-04-GOLD-1h.tsv:2.

Entry rules, long

A bullish zone is the high and low of a swing low bar, confirmed 10 bars later.

Entry rules, short

A bearish zone is the high and low of a swing high bar, confirmed 10 bars later.

Exit rules

The target is 1.5 times the stop distance from the fill.

Test conditions

Period	Up to 2026-10-04
Instrument	Gold, 1 hour
Spread	0.6 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	1 hour	1.50	489	42.13	4,395 EUR	-869
USD/JPY	Daily	n/a	1,611	41.96	70,870 USD	-25,480
Nikkei 225	30 min	n/a	764	42.15	42,920 USD	-18,257
Nikkei 225	1 hour	n/a	344	42.73	30,394 USD	-22,631
Dow Jones	30 min	n/a	347	44.67	22,154 EUR	-8,575
Dow Jones	1 hour	n/a	191	43.46	20,495 EUR	-10,034
US Crude Oil	Daily	n/a	36	55.56	19,362 EUR	-6,528
Nasdaq 100	15 min	n/a	803	42.34	15,997 EUR	-6,957
DAX 40	4 hours	n/a	89	43.82	14,763 EUR	-5,597
Brent Crude	10 min	n/a	599	45.08	12,441 EUR	-6,360
Brent Crude	15 min	n/a	679	42.56	9,571 EUR	-5,819
FTSE 100	4 hours	n/a	88	46.59	9,013 EUR	-1,627
DAX 40	1 hour	n/a	447	41.83	8,012 EUR	-7,607
Brent Crude	1 hour	n/a	259	39.77	7,220 EUR	-4,466
Nasdaq 100	10 min	n/a	685	40.00	6,802 EUR	-6,709
US Crude Oil	10 min	n/a	569	41.65	6,355 EUR	-6,284
Nasdaq 100	1 min	n/a	468	41.24	3,036 EUR	-2,666
Gold	Daily	n/a	51	45.10	1,848 EUR	-1,249
S&P 500	2 min	n/a	458	40.17	929 EUR	-612
S&P 500	3 min	n/a	484	41.32	835 EUR	-812

Charts

Results by run

Top 10 of 20 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Zone Retest
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE bullh = 0
ONCE bulll = 0
ONCE hasbull = 0
ONCE bearh = 0
ONCE bearl = 0
ONCE hasbear = 0

myAtr = AverageTrueRange[14](close)

46 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

ATR

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 Zone Retest 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 20 market and timeframe combinations. The best run was Gold, 1 hour, with a profit factor of 1.50 over 489 trades.

How large was the drawdown?

The best run had a maximum drawdown of 869 EUR at the tested position size, against a net result of 4,395 EUR.

Does it trade long, short or both?

It trades both long and short.

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Hidden RSI Divergence ATR Bracket

Also a pattern strategy.

1.50 PF · 228 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.com Stats Docs