Strategies / Pattern / Stochastic Reversal With Percent Change Filter

Stochastic Reversal With Percent Change Filter

It goes long after two consecutive higher closes while stochastic %K is above 50 and below its 3-bar average, and shorts the mirror setup. Longs also need the percent change state at +1, set by moves beyond 0.33 percent, and shorts need -1.

PatternLong & shortIntradayDAX 4030 min

n/aProfit factor

7,058Net profit EUR

38.17%Win rate

4,139Trades

-6,255Max drawdown

1.71Avg trade

Best run of 9. DAX 40, 30 min, spread 3, from run sweeps:2026-10-11-DAX40-30m-opt.tsv:42.

Entry rules, long

The percent change state turns +1 after a bar gains over 0.33 percent and -1 after a bar falls below -0.33 percent.
Both states must be +1 to buy 1 contract at market.

Entry rules, short

The percent change state turns -1 after a bar falls below -0.33 percent and +1 after a bar gains over 0.33 percent.
Both states must be -1 to sell 1 contract short at market.

Exit rules

No stop loss or profit target is set.

Test conditions

Period	Up to 2026-10-11
Instrument	DAX 40, 30 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
DAX 40Best run	30 min	n/a	4,139	38.17	7,058 EUR	-6,255
USD/JPY	Daily	n/a	1,776	36.54	1,447,820 USD	-695,380
USD/JPY	15 min	n/a	1,291	38.57	464,550 USD	-170,260
USD/JPY	30 min	n/a	1,485	37.58	377,890 USD	-280,980
USD/JPY	10 min	n/a	1,261	37.03	309,650 USD	-161,680
EUR/USD	2 min	n/a	1,225	34.86	150,569 USD	-101,942
Dow Jones	15 min	n/a	1,913	39.73	14,590 EUR	-12,340
Gold	30 min	n/a	3,202	40.85	2,763 EUR	-889
Gold	10 min	n/a	1,665	37.24	1,553 EUR	-939

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Stochastic Reversal With Percent Change Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE posrev = 0
ONCE sincebad = 1000
ONCE postwo = 0

ll = lowest[14](low)
hh = highest[14](high)

49 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

StochasticSMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 6,255 EUR is large next to the net profit of 7,058 EUR.

Questions

About this strategy

Can I run Stochastic Reversal With Percent Change Filter 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 9 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 4,139 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,255 EUR at the tested position size, against a net result of 7,058 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Heikin Ashi Color Flip

Best run on the same market, DAX 40.

1.12 PF · 3,692 trades

Breakout Reversal

Also a pattern strategy.

n/a PF · 459 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.com Stats Docs