Strategies / Pattern / RSI Divergence Pivot Reversal

RSI Divergence Pivot Reversal

Buys when RSI(9) and price form a bullish divergence between two confirmed pivot lows, including the hidden variant. Exits when RSI(9) crosses above 80 or a bearish divergence appears between pivot highs.

PatternLong onlyIntradayNasdaq 10015 min

n/aProfit factor

11,026Net profit EUR

66.40%Win rate

1,631Trades

-5,152Max drawdown

6.76Avg trade

Best run of 38. Nasdaq 100, 15 min, spread 3, from run sweeps:2026-10-11-NAS100-15m-opt.tsv:5.

Entry rules, long

Hidden bullish divergence: price makes a higher pivot low while RSI(9) makes a lower one, 5 to 60 bars apart.
Pivots are confirmed 3 bars after they form, and buys are taken only when no long is open.

Exit rules

Regular bearish divergence: price makes a higher pivot high while RSI(9) makes a lower one, 5 to 60 bars apart.

Test conditions

Period	Up to 2026-10-11
Instrument	Nasdaq 100, 15 minutes
Spread	3 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	15 min	n/a	1,631	66.40	11,026 EUR	-5,152
USD/JPY	4 hours	n/a	289	65.74	458,140 USD	-234,940
EUR/USD	3 min	n/a	1,367	56.11	66,989 USD	-35,801
EUR/USD	Daily	n/a	107	64.49	58,607 USD	-52,702
Nikkei 225	15 min	n/a	1,546	64.62	38,567 USD	-11,776
Nikkei 225	Daily	n/a	92	70.65	38,474 USD	-18,398
Nikkei 225	10 min	n/a	1,531	64.14	28,437 USD	-9,059
Dow Jones	Daily	n/a	146	72.60	28,162 EUR	-11,142
Nikkei 225	4 hours	n/a	234	64.53	27,096 USD	-13,011
Silver	Daily	n/a	96	60.42	25,492 USD	-13,965
Nikkei 225	1 hour	n/a	830	65.30	24,242 USD	-12,816
Dow Jones	15 min	n/a	1,283	66.80	23,884 EUR	-7,822
Nikkei 225	30 min	n/a	1,580	63.35	21,450 USD	-9,328
Nikkei 225	5 min	n/a	1,483	62.10	18,069 USD	-10,079
Dow Jones	10 min	n/a	1,489	65.75	15,276 EUR	-5,173
Nasdaq 100	4 hours	n/a	326	69.63	14,837 EUR	-4,450
Dow Jones	1 hour	n/a	358	70.39	13,772 EUR	-9,893
Nasdaq 100	Daily	n/a	114	78.07	13,609 EUR	-5,520
Dow Jones	5 min	n/a	1,479	64.44	11,549 EUR	-4,816
Nasdaq 100	30 min	n/a	1,604	64.53	11,534 EUR	-6,128
Nasdaq 100	1 hour	n/a	1,081	66.60	10,823 EUR	-6,245
Dow Jones	30 min	n/a	641	68.80	10,085 EUR	-8,797
Nasdaq 100	5 min	n/a	1,524	66.86	8,909 EUR	-3,726
DAX 40	4 hours	n/a	269	68.77	8,366 EUR	-4,135
FTSE 100	Daily	n/a	84	64.29	7,545 EUR	-2,843
DAX 40	Daily	n/a	142	72.54	7,199 EUR	-6,034
Brent Crude	4 hours	n/a	152	69.74	6,460 EUR	-4,947
FTSE 100	4 hours	n/a	233	67.38	5,441 EUR	-3,146
S&P 500	4 hours	n/a	280	72.14	4,700 EUR	-1,181
DAX 40	5 min	n/a	1,462	64.71	4,103 EUR	-3,437
S&P 500	Daily	n/a	158	72.78	3,133 EUR	-1,238
S&P 500	10 min	n/a	1,550	65.16	2,402 EUR	-895
S&P 500	1 hour	n/a	1,050	68.19	2,306 EUR	-1,554
Gold	1 hour	n/a	980	65.82	2,292 EUR	-1,023
Gold	10 min	n/a	1,504	63.56	2,230 EUR	-1,262
Gold	4 hours	n/a	281	71.17	1,831 EUR	-1,125
Gold	Daily	n/a	131	70.99	1,674 EUR	-1,408
S&P 500	30 min	n/a	1,540	64.42	1,541 EUR	-1,494

Charts

Results by run

Top 10 of 38 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Divergence Pivot Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastplbar = -1
ONCE lastpllow = 0
ONCE lastplosc = 0
ONCE lastphbar = -1
ONCE lastphhigh = 0
ONCE lastphosc = 0
ONCE dist = 0

osc = RSI[9](close)
pl = 0
ph = 0
bull = 0
hbull = 0
bear = 0

50 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

RSI

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run RSI Divergence Pivot Reversal 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 38 market and timeframe combinations. The best run by trade count was Nasdaq 100, 15 minutes, with 1,631 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,152 EUR at the tested position size, against a net result of 11,026 EUR.

Does it trade long, short or both?

It only takes long trades.

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Breakout Reversal

Also a pattern strategy.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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

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