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Strategies / Mean reversion / TTM Oscillator RSI Reversal

TTM Oscillator RSI Reversal

Buys when a linear regression oscillator is below zero and higher than its values on the 2 prior bars, while RSI(14) crosses above 30. Sells short on the mirror conditions, with a 1.2 percent target from entry.

Mean reversionLong & shortIntradayFTSE 10030 min
n/aProfit factor
6,541Net profit EUR
68.22%Win rate
730Trades
-2,430Max drawdown
8.96Avg trade

Best run of 6. FTSE 100, 30 min, spread 2, from run sweeps:2026-10-04-FTSE100-30m-opt.tsv:24.

Entry rules, long

  1. The linear regression oscillator, of length 20, is below 0 and higher than its values on the 2 prior bars.
  3. Enter long at market when not already long, with a target 1.2 percent above the fill price.

Entry rules, short

  1. The oscillator is above 0 and lower than its values on the 2 prior bars.
  3. Enter short at market when not already short, with a target 1.2 percent below the fill price.

Exit rules

  2. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-04
InstrumentFTSE 100, 30 minutes
Spread2 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
FTSE 100Best run30 minn/a 73068.226,541 EUR-2,430
SilverDailyn/a 9797.948,419 USD-7,935
US Crude OilDailyn/a 9597.894,660 EUR-4,332
FTSE 10010 minn/a 63466.563,555 EUR-1,191
DAX 401 minn/a 57061.233,537 EUR-2,406
S&P 5001 minn/a 46261.69751 EUR-652

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// TTM Oscillator RSI Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

center = (highest[20](high) + lowest[20](low)) / 2 + Average[20](close)
src = close - center / 2
osc = LinearRegression[20](src)
myRsi = RSI[14](close)

16 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

Linear RegressionRSI
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run TTM Oscillator RSI 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 6 market and timeframe combinations. The best run by trade count was FTSE 100, 30 minutes, with 730 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,430 EUR at the tested position size, against a net result of 6,541 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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Uses the same indicator.

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DAX Survivor

Best run on the same market, FTSE 100.

1.17 PF · 1,514 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