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Strategies / Mean reversion / Slow Stochastic Band Crossover

Slow Stochastic Band Crossover

It buys when the smoothed stochastic %D crosses above 23 and sells short when it crosses below 78.5. It closes longs when %D crosses above 78.5 and shorts when it crosses below 23.

Mean reversionLong & shortIntradayBrent Crude10 min
n/aProfit factor
9,653Net profit EUR
70.73%Win rate
164Trades
-5,421Max drawdown
58.86Avg trade

Best run of 13. Brent Crude, 10 min, spread 3, from run sweeps:2026-10-12-BRENT-10m-opt.tsv:9.

Entry rules, long

  1. Stochastic %D, built from a 400-bar range with 275 and 10 period smoothing, crosses over 23.

Entry rules, short

  1. Stochastic %D, built the same way, crosses under 78.5.

Exit rules

  2. The short closes when %D crosses under 23.
  3. An opposite entry signal reverses the position.

Test conditions

PeriodUp to 2026-10-12
InstrumentBrent Crude, 10 minutes
Spread3 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
Brent CrudeBest run10 minn/a 16470.739,653 EUR-5,421
SilverDailyn/a 6100.0033,750 USD-6,941
Nikkei 2255 minn/a 14965.7720,780 USD-13,555
Dow Jones3 minn/a 13163.3611,382 EUR-7,243
Dow Jones5 minn/a 12872.6611,358 EUR-7,993
DAX 405 minn/a 14868.9210,630 EUR-4,249
DAX 4030 minn/a 13370.6810,500 EUR-4,949
FTSE 10030 minn/a 13674.268,693 EUR-2,804
US Crude Oil10 minn/a 16071.256,348 EUR-5,197
Dow Jones2 minn/a 12763.786,203 EUR-3,679
FTSE 1001 hourn/a 6773.133,704 EUR-3,298
FTSE 10015 minn/a 12669.842,792 EUR-2,677
Gold1 minn/a 14472.221,575 EUR-445

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Slow Stochastic Band Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

hh = highest[400](high)
ll = lowest[400](low)

26 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

StochasticSMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 5,421 EUR is large next to the net profit of 9,653 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Slow Stochastic Band Crossover 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 13 market and timeframe combinations. The best run by trade count was Brent Crude, 10 minutes, with 164 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,421 EUR at the tested position size, against a net result of 9,653 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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Trend Surfer

Uses the same indicator.

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Hull Trend With ADX Filter

Best run on the same market, Brent Crude.

1.27 PF · 1,400 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 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.comStatsDocs