The books... not free though
Longs trigger when Stochastic %K (14,3) crosses above %D below 20, and shorts when it crosses below %D above 80. Positions close when %K reaches 50 or at a 1% stop. There is no profit target and only one position at a time.
Best run of 16. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-09-07-NAS100-30m-opt.tsv:12.
| Period | Up to 2026-09-07 |
| Instrument | Nasdaq 100, 30 minutes |
| Spread | 3 points |
| Contracts | 1 |
| 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 | 2026-09-07 |
| positionSize Contracts per trade | 1 |
| stochPeriod Stochastic lookback | 14 |
| stochSmooth %K smoothing | 3 |
| stochDSmooth %D smoothing | 3 |
| oversoldLevel Longs only when %K is below this | 20 |
| overboughtLevel Shorts only when %K is above this | 80 |
| stochExitLevel Exit once %K reaches this level | 50 |
| stopLossPct Protective stop, percent of entry price | 1 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | 30 min | n/a | 7,963 | 52.04 | -30,058 EUR | -32,678 |
| S&P 500 | 1 hour | n/a | 5,022 | 56.37 | -3,838 EUR | -5,052 |
| Gold | 5 min | n/a | 7,192 | 56.58 | -4,692 EUR | -4,776 |
| Gold | 30 min | n/a | 7,118 | 57.15 | -5,427 EUR | -5,828 |
| Gold | 15 min | n/a | 7,086 | 55.09 | -5,453 EUR | -5,516 |
| Gold | 1 hour | n/a | 4,813 | 57.24 | -5,458 EUR | -5,514 |
| S&P 500 | 5 min | n/a | 7,196 | 52.95 | -8,110 EUR | -8,192 |
| S&P 500 | 30 min | n/a | 7,707 | 53.95 | -8,194 EUR | -8,681 |
| S&P 500 | 15 min | n/a | 7,456 | 56.88 | -8,320 EUR | -8,593 |
| Nasdaq 100 | 1 hour | n/a | 5,199 | 53.16 | -17,295 EUR | -20,420 |
| DAX 40 | 5 min | n/a | 7,340 | 57.98 | -21,313 EUR | -21,799 |
| DAX 40 | 15 min | n/a | 7,411 | 59.67 | -22,602 EUR | -24,371 |
| Nasdaq 100 | 5 min | n/a | 7,322 | 57.74 | -24,857 EUR | -26,716 |
| DAX 40 | 1 hour | n/a | 4,873 | 55.92 | -28,474 EUR | -29,471 |
| DAX 40 | 30 min | n/a | 7,624 | 57.88 | -28,719 EUR | -32,246 |
| Nasdaq 100 | 15 min | n/a | 7,589 | 57.29 | -31,697 EUR | -33,705 |
Charts
Top 10 of 16 runs. The full list is in the table above.
The code
// ============================================================ // Stochastic Reversal // ProRealAlgos Strategy Library | prorealalgos.com // Type: Mean reversion // Direction: Long & short // Timeframe tested: 30 minutes // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade stochPeriod = 14 // stochastic lookback stochSmooth = 3 // %K smoothing stochDSmooth = 3 // %D smoothing oversoldLevel = 20 // longs only when %K is below this overboughtLevel = 80 // shorts only when %K is above this stochExitLevel = 50 // exit once %K reaches the middle stopLossPct = 1 // protective stop, percent of entry price // --- Indicators --- stochK = Stochastic[stochPeriod, stochSmooth](close) stochD = StochasticD[stochPeriod, stochSmooth, stochDSmooth](close)
26 more lines: the entry and exit rules.
Setup
Questions
It can technically run in ProOrder, but every backtest lost money. Treat it as a reference for what does not work, not a live system.
Nasdaq 100, S&P 500, Gold and DAX 40. The smallest loss was S&P 500 1 hour at EUR -3,837.55, and Nasdaq 100 15 minutes lost EUR -31,697.2.
The Nasdaq 100 30 minute run had a EUR 32,677.8 drawdown with 1 contract.
Runs from 5 minutes to 1 hour all lost money, so the timeframe was not the problem.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
