PRF + RLS Combo — Futures 1H
Hybrid strategy combining Proximal Range Filter trend direction with RLS adaptive bands. Three modes: Trend, Reversion, and Hybrid. Best PF on MES 1H with minimal drawdown.
FREE
Equity Curve
BACKTEST+$4,158.75
Net P&L over 474 trades
Performance Metrics
1.42
Profitable
49.6%
235 winning trades
+$4,158.75
Avg: $8.77/trade
1.85
Strong risk-adjusted
$977.50
Peak to trough
474
Avg $8.77 per trade
Jan 1, 2024 — Feb 15, 2026
MES • 1H
Strategy Description
This strategy combines two powerful adaptive filters: the Proximal Range Filter (PRF) for trend detection and the Recursive Least Squares (RLS) filter for dynamic support/resistance bands.
Three Operating Modes: - Trend Mode: Only trades with PRF trend direction - Reversion Mode: Fades moves at RLS band extremes - Hybrid Mode: Dynamically switches between trend and reversion based on volatility regime
Optimized for MES (Micro E-mini S&P 500) on the 1-hour timeframe with tight $977 max drawdown across 474 trades.
Testing Details
Platform Support
TradingView
Pine Script v6
Tags
Pine Script Preview
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Live TradesLINKED
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Arbitrader
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