Reversal-Strategie v1

Reversal-Strategie v1 at a glance

Kind of rule	Betting on a snap-back (mean reversion)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	Pivot points, pivot low
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	65 cells: 13 coins, October 2021 to June 2026, no fee
Trades placed	none
Page updated	2026-11-08

Reversal-Strategie v1 backtest results, every cell

There is no cloud of cells to draw. The frame below says why.

How Reversal-Strategie v1 works

Rules in this group usually work like this. It buys after a fall and sells after a rise, on the idea that price returns toward normal. The wins are usually small and frequent. The loss comes when price does not return and the stretch turns into a trend. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on pivot high, pivot low; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

The author did not set a size, so each trade uses whatever amount the code assumes. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when no position is open and support touched recent and bullish reversal and (the close − (h4 sup − (Stop-Puffer (Ticks) (100) × tick))) is above 0.
• Enters short when no position is open and resistance touched recent and bearish reversal and ((h4 res + (Stop-Puffer (Ticks) (100) × tick)) − the close) is above 0.
• On entry, places a stop at (h4 sup − (Stop-Puffer (Ticks) (100) × mintick)), a target at (the close + ((the close − (h4 sup − stop buffer)) × CRV (1))).
• On entry, places a stop at (h4 res + (Stop-Puffer (Ticks) (100) × mintick)), a target at (the close − (((h4 res + stop buffer) − the close) × CRV (1))).
• Closes the position on the author's exit signal.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	Pivot points, pivot low
A second chart speed	Yes. It also looks at a second chart speed.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	The author did not set a size, so each trade uses whatever amount the code assumes.
Cost the author assumed	The author assumed no trading cost.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Pivot links	3
Pivot rechts	3
HTF-Bestätigungstoleranz (Ticks)	150
Entry-Puffer (Ticks)	100
Stop-Puffer (Ticks)	100
CRV	1
Trades schließen um Stunde	23
Trades schließen um Minute	0
Zonen anzeigen	on

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 65 cells, and it placed no trades.

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	65
Cells that placed a trade	0
Finished above zero	0

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

No cell took a trade, so there is no return to read. The rule above is the whole note.

What this does not show

The useful question is the stretch that never snapped back. That is where a year of small wins can disappear.

There is no cell to single out, and this note does not invent one. Other years, another exchange, or another fee would be a different measurement.

Questions about Reversal-Strategie v1

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators Reversal-Strategie v1 uses

Each has its own page: what it measures, how it is read, where it misleads.

• Pivot points: swing pivots and floor-trader pivots, two different things with one name

"Reversal-Strategie v1" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.