Pivot Reversal Entries with a Configurable Backtest Date Range
Summary
This strategy uses confirmed pivot highs and lows to establish potential breakout levels. After a pivot high is detected, it places a stop entry one minimum tick above that level; after a pivot low, it places a stop entry one tick below. The setup state remains active until price moves beyond the relevant pivot level, while a new detected pivot updates the reference price. Inputs control the bars used to identify pivots.
A date filter restricts when the strategy may submit entries, allowing users to choose the start and end of a backtest window. The document describes the rules and provides no performance results, fees, slippage, or position-sizing method. Pivot detection requires bars to the right of a candidate pivot, so signals are confirmed with delay; results may depend on instrument, timeframe, and execution assumptions. The date range narrows the sample but does not by itself make a backtest representative or robust.
Key ideas
- Pivot highs and lows define potential breakout levels for stop entries.
- Long entries are placed above pivot highs and short entries below pivot lows by one minimum tick.
- New pivots update the reference level, while a price break clears the corresponding setup state.
- User-selected start and end dates limit the period in which entries are allowed.
- Pivot confirmation is delayed by the required right-side bars, and the document supplies no performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.