Strategies / Momentum / Reversal With Day Low Power

Reversal With Day Low Power

Buys when a reversal pattern on closing prices and the running day low 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 & shortSwingUSD/JPYDaily

n/aProfit factor

2,263,170Net profit USD

33.37%Win rate

1,040Trades

-807,880Max drawdown

2,176Avg trade

Best run of 1. USD/JPY, Daily, spread 1, from run sweeps:2026-10-12-USDJPY-D-opt.tsv:28.

Entry rules, long

Day Low Power state is +1 when the running low 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 Low Power state is -1 when the running low 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 2026-10-12
Instrument	USD/JPY, Daily
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	n/a	1,040	33.37	2,263,170 USD	-807,880

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

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

No profit factor is available, because only sweep results exist for this strategy.
It was only tested on USD/JPY, so there is no evidence from other markets.

Questions

About this strategy

Can I run Reversal With Day Low 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 one combination, USD/JPY, Daily, with 1,040 trades.

How large was the drawdown?

The best run had a maximum drawdown of 807,880 USD at the tested position size, against a net result of 2,263,170 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 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