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Strategies / Momentum / Reversal With Median Price Transform

Reversal With Median Price Transform

Buys when a reversal pattern on closing prices and a transform of the median price over 10 bars both point up, and sells short when both point down. Any open position is closed when the two signals disagree.

MomentumLong & shortSwingUSD/JPY4 hours
n/aProfit factor
483,460Net profit USD
38.53%Win rate
3,506Trades
-298,200Max drawdown
138Avg trade

Best run of 5. USD/JPY, 4 hours, spread 1, from run sweeps:2026-10-12-USDJPY-4h-opt.tsv:7.

Entry rules, long

  2. Transform state is +1 when the transformed median price over 10 bars rises from the prior bar, and -1 when it falls, otherwise unchanged.
  3. The system buys one contract at market when both states are +1.

Entry rules, short

  2. Transform state is -1 when the transformed median price over 10 bars falls from the prior bar, and +1 when it rises.
  3. The system sells short one contract at market when both states are -1.

Exit rules

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

Test conditions

PeriodUp to 2026-10-12
InstrumentUSD/JPY, 4 hours
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
USD/JPYBest run4 hoursn/a 3,50638.53483,460 USD-298,200
USD/JPYDailyn/a 1,35938.631,446,900 USD-434,910
Brent CrudeDailyn/a 54641.038,691 EUR-5,912
GoldDailyn/a 1,40537.371,795 EUR-717
Gold4 hoursn/a 3,13035.851,345 EUR-1,161

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Reversal With Median Price Transform
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE posrev = 0
ONCE sincebad = 1000
ONCE postwo = 0
ONCE valone = 0
ONCE fish = 0

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

64 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

SMAStochastic
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 298,200 USD is large next to the net profit of 483,460 USD.

Questions

About this strategy

Can I run Reversal With Median Price Transform 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 5 market and timeframe combinations. The best run by trade count was USD/JPY, 4 hours, with 3,506 trades.

How large was the drawdown?

The best run had a maximum drawdown of 298,200 USD at the tested position size, against a net result of 483,460 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.comStatsDocs