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Strategies / Breakout / Squeeze Release Long

Squeeze Release Long

Buys when a volatility squeeze releases while linear regression momentum is positive, and holds until the momentum histogram turns gray. The strategy trades long only with 1 contract.

BreakoutLong onlySwingGold4 hours
1.67Profit factor
831Net profit EUR
42.62%Win rate
305Trades
-189Max drawdown
2.72Avg trade

Best run of 8. Gold, 4 hours, spread 0.6, from run pf:2026-10-12-GOLD-4h.tsv:14.

Entry rules, long

  2. Momentum (linear regression of 20 periods) is above 0.

Exit rules

  1. The momentum histogram turns gray: momentum is neither above 0 and rising nor below 0 and falling.

Test conditions

PeriodUp to 2026-10-12
InstrumentGold, 4 hours
Spread0.6 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
GoldBest run4 hours1.67 30542.62831 EUR-189
USD/JPY1 hourn/a 1,29040.47145,380 USD-132,020
Nikkei 2254 hoursn/a 22647.798,923 USD-4,087
Silver4 hoursn/a 29438.107,762 USD-4,054
Brent Crude1 hourn/a 60342.123,468 EUR-2,107
GBP/USDDailyn/a 10445.192,916 USD-1,616
DAX 40Dailyn/a 7650.001,990 EUR-1,809
GoldDailyn/a 13742.34706 EUR-237

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Squeeze Release Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

basis = Average[21](close)
dev = 1.5 * STD[21](close)
upbb = basis + dev
lobb = basis - dev
ma = Average[20](close)
rangema = Average[20](TR(close))
upkc = ma + rangema * 1.5
lokc = ma - rangema * 1.5

19 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

Bollinger BandsKeltner ChannelLinear RegressionSMAStandard DeviationTrue Range
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 Squeeze Release Long 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 8 market and timeframe combinations. The best run was Gold, 4 hours, with a profit factor of 1.67 over 305 trades.

How large was the drawdown?

The best run had a maximum drawdown of 189 EUR at the tested position size, against a net result of 830 EUR.

Does it trade long, short or both?

It only takes long 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