Strategies / Trend / ADX Regime Supertrend Reversal

ADX Regime Supertrend Reversal

A Supertrend on the median price uses a tighter band when ADX is above 25 and a wider band when ADX is below 20. It buys on up flips and sells short on down flips, and ignores flips while ADX is below 20.

TrendLong & shortSwingBrent Crude4 hours

n/aProfit factor

9,589Net profit EUR

45.73%Win rate

503Trades

-6,753Max drawdown

19.06Avg trade

Best run of 2. Brent Crude, 4 hours, spread 3, from run sweeps:2026-10-03-BRENT-4h-opt.tsv:6.

Entry rules, long

ADX(14) is not below 20 on this bar.
Buys one contract at market when not already long, after bar 30.

Entry rules, short

ADX(14) is not below 20 on this bar.
Sells short one contract at market when not already short, after bar 30.

Exit rules

No stop or target is set.

Test conditions

Period	Up to 2026-10-03
Instrument	Brent Crude, 4 hours
Spread	3 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-03

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Brent CrudeBest run	4 hours	n/a	503	45.73	9,589 EUR	-6,753
Brent Crude	Daily	n/a	149	47.65	17,671 EUR	-8,146

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// ADX Regime Supertrend Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE regime = 0
ONCE mult = 1.75
ONCE lb = 0
ONCE ub = 0
ONCE dir = 1

tightmult = 1.75
widemult = 4.5

myAdx = ADX[14]
istrend = 0
ischop = 0

62 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

ADXATRSuperTrend

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 6,753 EUR is large next to the net profit of 9,589 EUR.
It was only tested on Brent Crude, so there is no evidence from other markets.

Questions

About this strategy

Can I run ADX Regime Supertrend Reversal 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 2 market and timeframe combinations. The best run by trade count was Brent Crude, 4 hours, with 503 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,753 EUR at the tested position size, against a net result of 9,589 EUR.

Does it trade long, short or both?

It trades both long and short.

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

Hull Trend With ADX Filter

Best run on the same market, Brent Crude.

1.27 PF · 1,400 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

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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.com Stats Docs