Strategies / Momentum / Reversal With Day High Power

Reversal With Day High Power

Buys when a reversal pattern on closing prices and the running day high sitting above a 13-period EMA of closes both point up, and sells short when both point down. Any open position is closed when the two signals disagree.

MomentumLong & shortIntradayUSD/JPY10 min

1.17Profit factor

447,900Net profit USD

40.73%Win rate

1,635Trades

-100,450Max drawdown

274Avg trade

Best run of 23. USD/JPY, 10 min, spread 1, from run pf:2026-10-12-USDJPY-10m.tsv:6.

Entry rules, long

Day High Power state is +1 when the running high of the day is above the 13-period EMA of close, and -1 when it is below.
The system buys one contract at market when both states are +1.

Entry rules, short

Day High Power state is -1 when the running high of the day is below the 13-period EMA of close.
The system sells short one contract at market when both states are -1.

Exit rules

A short closes when the two states no longer both point down.
There is no stop or target.

Test conditions

Period	Up to 2026-10-13
Instrument	USD/JPY, 10 minutes
Spread	1 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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	10 min	1.17	1,635	40.73	447,900 USD	-100,450
USD/JPY	Daily	n/a	959	34.41	2,437,420 USD	-625,810
Silver	1 hour	n/a	2,305	36.40	577,376 USD	-567,835
USD/JPY	30 min	n/a	2,317	39.19	370,260 USD	-294,970
USD/JPY	15 min	n/a	1,804	39.41	274,720 USD	-223,500
Nikkei 225	Daily	n/a	833	37.09	21,624 USD	-14,623
Nikkei 225	1 hour	n/a	1,407	40.65	16,108 USD	-12,162
Nikkei 225	10 min	n/a	1,561	38.82	14,721 USD	-13,770
Dow Jones	15 min	n/a	1,629	40.39	14,674 EUR	-10,393
Brent Crude	Daily	n/a	388	37.89	13,223 EUR	-10,742
Dow Jones	4 hours	n/a	605	40.00	10,987 EUR	-9,941
Dow Jones	1 hour	n/a	951	40.27	9,721 EUR	-7,060
DAX 40	30 min	n/a	2,523	38.33	9,714 EUR	-5,721
Dow Jones	30 min	n/a	1,172	40.61	9,592 EUR	-9,399
Nasdaq 100	15 min	n/a	1,920	41.82	9,436 EUR	-4,323
Nasdaq 100	30 min	n/a	2,698	35.03	9,217 EUR	-4,116
Dow Jones	5 min	n/a	1,483	36.95	7,465 EUR	-7,101
Nasdaq 100	1 hour	n/a	2,658	36.79	6,927 EUR	-5,643
Gold	Daily	n/a	1,110	30.99	1,661 EUR	-1,146
Gold	10 min	n/a	1,539	37.10	1,535 EUR	-1,330
Gold	4 hours	n/a	1,801	36.81	1,509 EUR	-1,113
Gold	5 min	n/a	1,355	39.34	1,360 EUR	-1,106
S&P 500	5 min	n/a	1,394	37.45	1,204 EUR	-1,137

Charts

Results by run

Top 10 of 23 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Reversal With Day High Power
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE posrev = 0
ONCE posbp = 0
ONCE sincebad = 1000

ll = lowest[14](low)
hh = highest[14](high)

51 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

EMASMAStochastic

Read this firstKnown weaknesses2 points

A profit factor of 1.17 leaves little room for costs beyond the spread.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Reversal With Day High Power 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 23 market and timeframe combinations. The best run was USD/JPY, 10 minutes, with a profit factor of 1.17 over 1,635 trades.

How large was the drawdown?

The best run had a maximum drawdown of 100,450 USD at the tested position size, against a net result of 447,900 USD.

Does it trade long, short or both?

It trades both long and short.

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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