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Strategies / Mean reversion / StochRSI Bottom Long

StochRSI Bottom Long

Buys when the StochRSI %K is below 17 and above %D, once the RSI window is valid. Sells when %K exceeds 90 and turns below %D, when the close falls below 98.5% of entry, or on a rebound in the hlc3 average.

Mean reversionLong onlyIntradayNasdaq 10030 min
n/aProfit factor
8,050Net profit EUR
58.42%Win rate
3,187Trades
-4,778Max drawdown
2.53Avg trade

Best run of 6. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-11-NAS100-30m-opt.tsv:33.

Entry rules, long

  2. %K is above %D, its 3-period average.
  3. At least 5 bars have passed since the RSI range was last zero.

Exit rules

  1. %K is above 90, below %D, and lower than its values of the prior two bars.
  3. The 12-bar average of hlc3 rises over 3 bars while hlc3 falls, %K is above 20, and hlc3 is above 101% of entry.

Test conditions

PeriodUp to 2026-10-11
InstrumentNasdaq 100, 30 minutes
Spread3 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run30 minn/a 3,18758.428,050 EUR-4,778
Dow Jones4 hoursn/a 25759.5317,919 EUR-4,812
Dow Jones1 hourn/a 70060.1410,338 EUR-6,600
Nasdaq 1004 hoursn/a 89056.187,485 EUR-4,273
DAX 40Dailyn/a 50542.575,045 EUR-3,435
S&P 5004 hoursn/a 78659.672,028 EUR-1,148

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// StochRSI Bottom Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE sincebad = 1000

myRsi = RSI[14](close)
rh = highest[14](myRsi)
rl = lowest[14](myRsi)

29 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 maximum drawdown of 4,778 EUR is large next to the net profit of 8,050 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run StochRSI Bottom 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 6 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 3,187 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,778 EUR at the tested position size, against a net result of 8,050 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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ATR Band

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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