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Strategies / Mean reversion / Slow Stochastic Level Cross

Slow Stochastic Level Cross

Buys 1 contract when the slow stochastic %K or %D rises from below 20 to above 20. Sells the long when either line falls from above 80 to below 80.

Mean reversionLong onlySwingDAX 40Daily
1.84Profit factor
17,588Net profit EUR
55.82%Win rate
378Trades
-3,210Max drawdown
46.53Avg trade

Best run of 14. DAX 40, Daily, spread 3, from run pf:2026-10-04-DAX40-D.tsv:4.

Entry rules, long

Exit rules

  1. The slow %K or %D moves from above 80 to below 80 on this bar, closing the long.

Test conditions

PeriodUp to 2026-10-04
InstrumentDAX 40, Daily
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best runDaily1.84 37855.8217,588 EUR-3,210
Nasdaq 1004 hours1.59 66261.9317,345 EUR-2,908
Nikkei 2254 hours1.44 55662.7735,320 USD-8,477
Dow JonesDailyn/a 30968.2824,025 EUR-8,615
Dow Jones4 hoursn/a 21163.9817,147 EUR-9,941
DAX 404 hoursn/a 62762.3611,628 EUR-7,387
Nasdaq 100Dailyn/a 23761.6011,409 EUR-3,903
Dow Jones30 minn/a 1,68662.6910,175 EUR-7,779
Nasdaq 1001 hourn/a 2,48756.459,567 EUR-5,198
Dow Jones1 hourn/a 80362.148,450 EUR-8,075
FTSE 100Dailyn/a 26572.458,125 EUR-3,158
S&P 5004 hoursn/a 67762.193,172 EUR-1,274
S&P 500Dailyn/a 32362.852,983 EUR-1,103
GoldDailyn/a 29555.591,228 EUR-1,106

Charts

Results by run

Top 10 of 14 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Slow Stochastic Level Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ll = Lowest[10](low)
hh = Highest[10](high)

23 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

Stochastic
Longer historyRe-run on up to 1,000,000 barsDAX 40 · Daily · older data 327.60 EUR

DAX 40 had no history beyond the standard run, so both runs used 14,000 bars.

DAX 40 · Daily

Bars available14,000
Net, standard 200,000-bar run17,587.80 EUR
Net, long run17,915.40 EUR
Net on the older data alone327.60 EUR
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Slow Stochastic Level Cross 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 14 market and timeframe combinations. The best run was DAX 40, Daily, with a profit factor of 1.84 over 378 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,210 EUR at the tested position size, against a net result of 17,588 EUR.

Does it trade long, short or both?

It only takes long trades.

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Also a mean reversion strategy.

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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.comStatsDocs