Strategies / Pattern / Three Pivot Reversal Pattern

Three Pivot Reversal Pattern

Looks for three alternating swing points that form a higher low or lower high, and trades only when the 14-period ATR percentage is at most 0.85 times its 50-bar average. Each trade has a 9.5% stop, a 0.98% target and a 480-bar time limit.

PatternLong & shortIntradayGold30 min

n/aProfit factor

1,307Net profit EUR

79.06%Win rate

487Trades

-638Max drawdown

2.68Avg trade

Best run of 18. Gold, 30 min, spread 0.6, from run sweeps:2026-10-03-GOLD-30m-opt.tsv:16.

Entry rules, long

The 14-period ATR as a percentage of price is at most 0.85 times its 50-bar average.
No position is open.
This is the first signal for the current middle pivot.

Entry rules, short

The 14-period ATR as a percentage of price is at most 0.85 times its 50-bar average.
No position is open.
This is the first signal for the current middle pivot.

Exit rules

The position closes at market 480 bars after entry.

Test conditions

Period	Up to 2026-10-03
Instrument	Gold, 30 minutes
Spread	0.6 points
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	2026-10-03

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	30 min	n/a	487	79.06	1,307 EUR	-638
USD/JPY	2 min	n/a	302	52.32	132,150 USD	-70,550
Nikkei 225	15 min	n/a	439	73.80	20,971 USD	-15,260
DAX 40	30 min	n/a	468	80.13	14,932 EUR	-4,745
Nikkei 225	2 min	n/a	349	60.74	13,251 USD	-8,738
Silver	1 hour	n/a	414	90.82	10,615 USD	-4,491
Dow Jones	3 min	n/a	315	56.83	9,717 EUR	-4,479
Dow Jones	1 hour	n/a	107	85.98	9,481 EUR	-6,295
Dow Jones	4 hours	n/a	21	100.00	7,220 EUR	-2,035
DAX 40	1 hour	n/a	266	83.46	4,625 EUR	-3,557
GBP/USD	15 min	n/a	363	59.50	4,269 USD	-2,117
Nasdaq 100	4 hours	n/a	58	94.83	3,859 EUR	-1,543
GBP/USD	4 hours	n/a	47	89.36	3,559 USD	-1,199
FTSE 100	15 min	n/a	439	65.15	3,184 EUR	-2,214
US Crude Oil	1 min	n/a	354	66.67	2,261 EUR	-1,713
Nasdaq 100	Daily	n/a	23	82.61	1,189 EUR	-329
S&P 500	4 hours	n/a	48	91.67	582 EUR	-534
S&P 500	Daily	n/a	24	100.00	267 EUR	-50.72

Charts

Results by run

Top 10 of 18 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Three Pivot Reversal Pattern
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE pzero = 0
ONCE pone = 0
ONCE ptwo = 0
ONCE count = 0
ONCE pos = 0
ONCE pattern = 1
ONCE entrybar = 0

atrpct = AverageTrueRange[14](close) / close * 100
atrsma = Average[50](atrpct)

66 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

ATRSMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Three Pivot Reversal Pattern 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 18 market and timeframe combinations. The best run by trade count was Gold, 30 minutes, with 487 trades.

How large was the drawdown?

The best run had a maximum drawdown of 638 EUR at the tested position size, against a net result of 1,307 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Breakout Reversal

Also a pattern strategy.

n/a PF · 459 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.com Stats Docs