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Strategies / Mean reversion / Stochastic RSI Trend Pullback

Stochastic RSI Trend Pullback

Buys when the close is above the 150 period average, %K is above 70 and above %D, and 3 period RSI is below 20. Sells when the close falls below that average, %K is above 70 and below %D, and RSI is above 80.

Mean reversionLong onlyIntradayNikkei 2253 min
n/aProfit factor
5,742Net profit USD
100.00%Win rate
3Trades
-1,311Max drawdown
1,914Avg trade

Best run of 7. Nikkei 225, 3 min, spread 10, from run sweeps:2026-10-04-NIKKEI-3m-opt.tsv:25.

Entry rules, long

  1. The close is above the 150 bar simple moving average.
  2. Slow %K is above 70 and above %D.
  4. Enter long at market when all conditions above are met and the strategy is flat.

Exit rules

  2. The sell signal closes the long at market.

Test conditions

PeriodUp to 2026-10-04
InstrumentNikkei 225, 3 minutes
Spread10 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
Nikkei 225Best run3 minn/a 3100.005,742 USD-1,311
Silver4 hoursn/a 1100.002,345 USD-2,215
DAX 4010 minn/a 250.00834 EUR-192
Nikkei 22530 minn/a 1100.00789 USD-595
Brent Crude2 minn/a 250.00627 EUR-571
DAX 405 minn/a 250.00254 EUR-160
US Crude Oil1 minn/a 2100.00110 EUR-90.30

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Stochastic RSI Trend Pullback
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ll = Lowest[8](low)
hh = Highest[8](high)

21 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

RSIStochasticSMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The best run has only 3 trades, which is a small sample to judge it on.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Stochastic RSI Trend Pullback 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 7 market and timeframe combinations. The best run by trade count was Nikkei 225, 3 minutes, with 3 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,311 USD at the tested position size, against a net result of 5,742 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

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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