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Strategies / Mean reversion / StochRSI Zone Persistence Signal

StochRSI Zone Persistence Signal

Buys once per low zone after StochRSI stays below 20 for 3 bars. Closes the long once per high zone after StochRSI stays above 80 for 3 bars.

Mean reversionLong onlySwingEUR/USD4 hours
n/aProfit factor
44,602Net profit USD
59.76%Win rate
1,690Trades
-28,150Max drawdown
26.39Avg trade

Best run of 11. EUR/USD, 4 hours, spread 1, from run sweeps:2026-10-04-EURUSD-4h-opt.tsv:12.

Entry rules, long

  2. The first such signal in each low zone triggers a buy at market when flat.

Exit rules

  1. StochRSI is above 80 for 3 consecutive bars.

Test conditions

PeriodUp to 2026-10-04
InstrumentEUR/USD, 4 hours
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest run4 hoursn/a 1,69059.7644,602 USD-28,150
Nikkei 2254 hoursn/a 96063.3325,511 USD-9,289
Dow JonesDailyn/a 57066.1420,049 EUR-10,684
DAX 40Dailyn/a 58567.5216,275 EUR-5,306
Nasdaq 100Dailyn/a 43063.7213,427 EUR-5,309
US Crude OilDailyn/a 42061.9011,024 EUR-9,821
Dow Jones4 hoursn/a 39065.3810,956 EUR-9,623
FTSE 100Dailyn/a 43467.5110,046 EUR-2,705
Nasdaq 1004 hoursn/a 1,21461.787,916 EUR-4,000
S&P 500Dailyn/a 61662.013,929 EUR-1,277
S&P 5004 hoursn/a 1,23562.591,588 EUR-1,215

Charts

Results by run

Top 10 of 11 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// StochRSI Zone Persistence Signal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE dir = 0
ONCE dur = 0
ONCE pers = 0
ONCE adv = 0

myRsi = RSI[3](close)
lo = Lowest[3](myRsi)
hi = Highest[3](myRsi)
zone = 0

52 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

RSIStochastic
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 28,150 USD is large next to the net profit of 44,602 USD.
  • 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 Zone Persistence Signal 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 11 market and timeframe combinations. The best run by trade count was EUR/USD, 4 hours, with 1,690 trades.

How large was the drawdown?

The best run had a maximum drawdown of 28,150 USD at the tested position size, against a net result of 44,602 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

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 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.comStatsDocs