This expert advisor was developed by Point Zero Trading Solutions and is included in the MLQ4 codebase. According to the description, this system enables you to go long when the price closes above the high for the past 100 bars and to short when the price closes below the low for the past 100 bars. Here are the backtest results:
Number of trades 8
Profit/Loss in % 5.95%
Win ratio 62.50%
Largest profit 5.40%
Average profit 2.69%
Average loss 3.56%
Maximum drawdown 8.37%
For more info: PZ Reversal Trend Following EA - MQL4 Code Base