Strategies / Breakout / Reversal With Floor Pivot Levels

Reversal With Floor Pivot Levels

Buys when a reversal pattern and a close above the first floor pivot resistance from the prior day both point up, and sells short when both point down. Positions are closed when the two signals disagree.

BreakoutLong & shortSwingUSD/JPYDaily

1.19Profit factor

1,710,540Net profit USD

37.52%Win rate

1,503Trades

-416,070Max drawdown

1,138Avg trade

Best run of 15. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:59.

Entry rules, long

Pivot state is +1 when the close is above R1, and -1 when the close is below S1, using the prior day's high, low and close.
The system buys one contract at market when both states are +1.

Entry rules, short

Pivot state is -1 when the close is below the first support level S1.
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, 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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.19	1,503	37.52	1,710,540 USD	-416,070
USD/JPY	30 min	n/a	2,190	36.85	706,070 USD	-278,920
USD/JPY	10 min	n/a	1,526	38.53	484,830 USD	-127,370
USD/JPY	1 hour	n/a	2,149	36.53	379,010 USD	-340,840
USD/JPY	4 hours	n/a	1,293	37.74	362,540 USD	-327,700
USD/JPY	15 min	n/a	1,715	35.86	283,980 USD	-182,870
Silver	4 hours	n/a	1,192	33.81	31,420 USD	-17,544
US Crude Oil	30 min	n/a	2,126	37.54	9,446 EUR	-6,101
DAX 40	30 min	n/a	2,580	35.43	7,711 EUR	-6,179
US Crude Oil	1 hour	n/a	1,461	38.06	6,871 EUR	-4,821
Brent Crude	1 hour	n/a	1,169	37.55	6,542 EUR	-3,086
Gold	4 hours	n/a	1,172	36.95	1,484 EUR	-680
Gold	Daily	n/a	1,597	35.75	1,464 EUR	-1,174
Gold	30 min	n/a	2,386	35.37	1,424 EUR	-766
Gold	5 min	n/a	1,400	36.57	855 EUR	-834

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Reversal With Floor Pivot Levels
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE posrev = 0
ONCE posfp = 0
ONCE sincebad = 1000

ll = lowest[15](low)
hh = highest[15](high)

55 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

SMAStochastic

Read this firstKnown weaknesses2 points

A profit factor of 1.19 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 Floor Pivot Levels 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 15 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.19 over 1,503 trades.

How large was the drawdown?

The best run had a maximum drawdown of 416,070 USD at the tested position size, against a net result of 1,710,540 USD.

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.com Stats Docs