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 / Pattern / Swing Level Sweep Reversal

Swing Level Sweep Reversal

Buys when price sweeps below the last swing low and closes back above it during an uptrend, with SMA(20) above SMA(50). Shorts the mirror setup at the last swing high, with a stop at the signal bar high and a target at 3 times risk.

PatternLong & shortIntradayUS Crude Oil10 min
n/aProfit factor
2,050Net profit EUR
23.51%Win rate
387Trades
-1,462Max drawdown
5.30Avg trade

Best run of 11. US Crude Oil, 10 min, spread 3, from run sweeps:2026-10-03-CRUDE-10m-opt.tsv:5.

Entry rules, long

  1. The last swing low is the low 5 bars back that is the lowest of an 11-bar window.
  3. SMA(20) is above SMA(50), both are rising, and the gap between them exceeds 0.2 times ATR(14).
  4. The bar index is past 60 and the strategy is flat.

Entry rules, short

  1. The last swing high is the high 5 bars back that is the highest of an 11-bar window.
  3. SMA(20) is below SMA(50), both are falling, and the gap between them exceeds 0.2 times ATR(14).

Exit rules

  2. A target sits at 3 times the stop distance from the fill.

Test conditions

PeriodUp to 2026-10-03
InstrumentUS Crude Oil, 10 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
US Crude OilBest run10 minn/a 38723.512,050 EUR-1,462
Dow Jones4 hoursn/a 2828.576,808 EUR-2,773
Dow JonesDailyn/a 1154.554,439 EUR-1,327
Dow Jones3 minn/a 29222.263,622 EUR-3,063
Nikkei 225Dailyn/a 1330.773,391 USD-2,760
DAX 40Dailyn/a 1816.672,749 EUR-1,716
Nasdaq 1004 hoursn/a 9425.532,689 EUR-1,018
DAX 401 hourn/a 26026.152,242 EUR-1,858
US Crude Oil3 minn/a 31719.241,203 EUR-765
DAX 405 minn/a 32822.561,198 EUR-760
S&P 500Dailyn/a 3036.67978 EUR-506

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

// ==============================================================
// Swing Level Sweep Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE hassupply = 0
ONCE supplytop = 0
ONCE hasdemand = 0
ONCE demandbottom = 0

mafast = Average[20](close)
maslow = Average[50](close)
myAtr = AverageTrueRange[14](close)

33 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

SMAATR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,462 EUR is large next to the net profit of 2,050 EUR.

Questions

About this strategy

Can I run Swing Level Sweep Reversal 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 US Crude Oil, 10 minutes, with 387 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,462 EUR at the tested position size, against a net result of 2,050 EUR.

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

Short Term RSI Pullback Long Short

Best run on the same market, US Crude Oil.

1.33 PF · 493 trades

Breakout Reversal

Also a pattern strategy.

n/a PF · 459 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

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