Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / Stochastic Reversal With T3 CCI

Stochastic Reversal With T3 CCI

The strategy buys at market when the stochastic reversal state is bullish and the T3 smoothed CCI reading is above 0, and sells short when both are bearish with the reading below 0. Positions close when the two states disagree.

TrendLong & shortSwingUSD/JPYDaily
1.51Profit factor
2,798,220Net profit USD
34.49%Win rate
603Trades
-372,160Max drawdown
4,641Avg trade

Best run of 5. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:57.

Entry rules, long

  2. The T3 CCI state turns bullish when the T3 smoothed CCI(14) reading is above 0 and bearish when below 0.
  3. A long opens at market when both states are bullish and no long position is open.

Entry rules, short

  2. The T3 CCI state turns bearish when the T3 smoothed CCI(14) reading is below 0 and bullish when above 0.
  3. A short opens at market when both states are bearish and no short position is open.

Exit rules

  2. An open short closes at market when the two states are no longer both bearish.
  3. No stop or target is set.

Test conditions

PeriodUp to 2026-10-12
InstrumentUSD/JPY, Daily
Spread1 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
USD/JPYBest runDaily1.51 60334.492,798,220 USD-372,160
Nikkei 225Dailyn/a 51136.2027,376 USD-16,369
Silver4 hoursn/a 1,46932.2020,261 USD-15,136
Brent CrudeDailyn/a 24038.3311,240 EUR-10,298
GoldDailyn/a 60934.981,650 EUR-1,042

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Stochastic Reversal With T3 CCI
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE posrev = 0
ONCE sincebad = 1000
ONCE postwo = 0
ONCE ea = 0
ONCE eb = 0
ONCE ec = 0
ONCE ed = 0
ONCE ee = 0
ONCE ef = 0

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

79 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

StochasticCCISMA
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Stochastic Reversal With T3 CCI 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 5 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.51 over 603 trades.

How large was the drawdown?

The best run had a maximum drawdown of 372,160 USD at the tested position size, against a net result of 2,798,220 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

EMA Pullback Trend Continuation (long and short)

Also a trend strategy.

1.51 PF · 87 trades

Put your name on the ProRealAlgos waitlist to trade a tested portfolio instead of single strategies.

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