Vortex Reversal Engine [forexobroker] — Strategy by forexobroker

By forexobroker

Performance Metrics

Description

Vortex Reversal Engine is a mean-reversion strategy that trades bounces at Bollinger Band extremes — but only when the market is ranging. An ADX filter blocks signals during trends, where mean reversion fails. The result: high-probability entries at statistical extremes with an asymmetric TP/SL that wins more often than it loses.THE CORE IDEAPrice at 2 standard deviations from the mean is statistically extreme. In a ranging market, it tends to snap back. The strategy waits for this extreme, confirms momentum is reversing (RSI recovery), checks that there's still room for the reversion to play out (price hasn't already returned to the mean), and enters on a reversal candle.The asymmetric exit design is key:TP at 1.0× ATR — small target, just a partial reversion toward the mean. Reached most of the time.SL at 3.5× ATR — very wide. At genuine extremes in ranging markets, price almost never travels this much further against you.This produces a high win rate. The small wins add up faster than the occasional large loss subtracts.SIGNAL CONDITIONSSix filters must align before any signal fires:No Active Position — only one trade at a time. No pyramiding, no duplicate signals while a position is open. Every signal on the chart corresponds to exactly one trade in the Strategy Tester.ADX Range Filter — ADX must be below 30 (configurable). This confirms the market is ranging or oscillating — the only environment where mean reversion has a genuine edge. If ADX is above the threshold, the strategy stays flat. The dashboard shows "RANGE" (green) or "TREND" (red) so you always know.BB Band Touch (Lookback) — Within the last 5 bars, price must have touched or crossed below the lower Bollinger Band (for longs) or above the upper band (for shorts). This is a lookback check — the touch doesn't need to happen on the signal bar itself, which allows the strategy to catch recoveries after the extreme.RSI Recovery — RSI must have been below the oversold threshold (30) recently AND must now be rising (current RSI > previous RSI). For shorts: RSI was above overbought (70) and is now falling. This confirms momentum was stretched and is now reversing — not still plunging deeper.Price Below BB Basis — For longs, the close must still be below the middle Bollinger Band (the 20 SMA). For shorts, above. This ensures the mean-reversion target hasn't already been reached. If price has already snapped back past the middle band, the opportunity is gone.Reversal Candle — A bullish candle (close > open) with close above the bar's midpoint. For shorts: bearish candle with close below midpoint. This is the final trigger — confirmation that the opposing side has stepped in.All signals require barstate.isconfirmed — they only appear after the bar closes. No repainting.VISUAL DESIGNNeon Bollinger Bands — Purple upper and lower bands with gradient fill between bands and basis. Green fill when price is below basis (bullish zone), red when above (bearish zone).Signal Glow — Large semi-transparent circle behind each BUY/SELL signal for visibility.Confirmation Dots — Cyan (bull) and orange (bear) dots mark signal detection.SL/TP Zone Boxes — Semi-transparent colored boxes showing the risk zone (pink) and reward zone (blue) with dashed/dotted level lines extending forward. Pip distance labels on each level.Reversal Zone Background — Subtle green/red background tint when price is at a BB extreme with RSI confirmation, highlighting where the strategy is "watching" for a signal.Position Background — Green/red tint while a trade is active.Bar Coloring — Neon green bars during long positions, neon red during shorts. Subtle coloring at band extremes when no position is active.RISK MANAGEMENTDefault single-exit mode (clean win rate in Strategy Tester):TP: 1.0× ATR — small, highly probable reversionSL: 3.5× ATR — wide protection at extremesOptional partial exit mode:TP1: 1.0× ATR — 50% of position closedTP2: 3.0× ATR — remaining 50% with optional trailing stopNote: partial mode counts each exit as a separate trade in Strategy TesterPERFORMANCE DASHBOARDLive performance table showing:Market state: BB width (Squeeze/Normal/Wide), ADX value with Range/Trend status, RSI readingTrade count with wins and lossesWin rate with quality rating (Elite/Strong/Good/Low)Profit factor with strength ratingTotal pips and per-trade expectancyNet dollar profitAverage win vs average loss with reward ratioBest and worst individual tradesMaximum win and loss streaksMaximum drawdownActive position with live P&L in pipsBEST MARKETSMean reversion works best on pairs that oscillate rather than trend:Range-bound pairs: EURGBP, AUDNZD, EURCHFMajor pairs: EURUSD, GBPUSD on 1H-4H during consolidation periodsThe ADX filter automatically blocks signals during trending periods on any pairFEATURESBollinger Band extreme detection with configurable lookback windowADX anti-trend filter — only trades ranging marketsRSI oversold/overbought recovery confirmationPrice-below-basis check ensures room for reversionReversal candle pattern triggerOne-trade-at-a-time logic — chart signals match Strategy Tester exactlyAsymmetric TP/SL for high win rateOptional partial exit with trailing stopNeon Bollinger Bands with gradient fillSignal glow effects and confirmation dotsSL/TP zone boxes with pip labels and level linesReversal zone background highlightingNeon bar coloring by position stateSession filter (Asia/London/NY/London+NY)Signal cooldownPerformance dashboard with 12+ metricsTheme-aware design (dark and light mode)Data Window integration (RSI, ADX, BB Width)5 alert conditionsStrategy-based for full backtestingbarstate.isconfirmed — no repaintingDISCLAIMERThis strategy is for educational and backtesting purposes only. Mean reversion strategies carry risk — price can remain at extremes longer than expected. Always use proper risk management and test on demo accounts before live trading.

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