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Strategies / Trend / Adaptive Supertrend Flip Trading

Adaptive Supertrend Flip Trading

A supertrend system whose band multiplier scales with the width of a 100-bar average plus or minus one standard deviation. It holds a long while the trend is up and a short while down, and it flips on each trend change.

TrendLong & shortIntradayUSD/JPY15 min
n/aProfit factor
278,200Net profit USD
36.27%Win rate
2,305Trades
-208,620Max drawdown
121Avg trade

Best run of 11. USD/JPY, 15 min, spread 1, from run sweeps:2026-10-11-USDJPY-15m-opt.tsv:19.

Entry rules, long

  2. While the trend is up and no long is open, a long is entered at market.
  3. Entries are only taken after 110 bars of history.

Entry rules, short

  2. While the trend is down and no short is open, a short is entered at market.
  3. Entries are only taken after 110 bars of history.

Exit rules

  2. Bands are typical price plus or minus 5 + 5 times (channel width / 100-bar average), times the 10-bar ATR.

Test conditions

PeriodUp to 2026-10-11
InstrumentUSD/JPY, 15 minutes
Spread1 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run15 minn/a 2,30536.27278,200 USD-208,620
USD/JPYDailyn/a 16744.312,539,230 USD-662,300
USD/JPY4 hoursn/a 40237.061,055,790 USD-400,300
EUR/USDDailyn/a 14546.90138,074 USD-43,751
GBP/USDDailyn/a 16541.2119,490 USD-6,347
Brent CrudeDailyn/a 6439.068,681 EUR-6,410
Nasdaq 100Dailyn/a 12841.416,417 EUR-5,835
Gold1 hourn/a 1,40138.762,438 EUR-1,254
Gold15 minn/a 2,30034.612,061 EUR-1,137
GoldDailyn/a 15438.962,043 EUR-1,305
S&P 500Dailyn/a 16934.911,715 EUR-1,250

Charts

Results by run

Top 10 of 11 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Adaptive Supertrend Flip Trading
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE prevup = 0
ONCE prevlo = 0
ONCE trend = 1
ONCE init = 0

vma = Average[100](close)
vsd = STD[100](close)
width = (vma + vsd) - (vma - vsd)
mult = 5 + 5 * (width / vma)
myAtr = AverageTrueRange[10](close)
up = TypicalPrice - (mult * myAtr)
lo = TypicalPrice + (mult * myAtr)
prevtrend = trend

37 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

ATRSMAStandard DeviationSuperTrend
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 208,620 USD is large next to the net profit of 278,200 USD.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Adaptive Supertrend Flip Trading in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 11 market and timeframe combinations. The best run by trade count was USD/JPY, 15 minutes, with 2,305 trades.

How large was the drawdown?

The best run had a maximum drawdown of 208,620 USD at the tested position size, against a net result of 278,200 USD.

Does it trade long, short or both?

It trades both long and short.

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.comStatsDocs