Strategies / Trend / Bollinger Trend SuperTrend Long

Bollinger Trend SuperTrend Long

The system builds a BBTrend value from how the 20 and 50-period Bollinger Bands differ, then runs a SuperTrend on it. It holds long while the SuperTrend is bullish and exits when it turns bearish.

TrendLong onlyIntradayUSD/JPY30 min

n/aProfit factor

771,500Net profit USD

100.00%Win rate

1Trades

-260,990Max drawdown

771,500Avg trade

Best run of 68. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-12-USDJPY-30m-opt.tsv:31.

Entry rules, long

Its trailing lines sit 7 times a 10-period Wilder average true range above and below the bar midpoint.

Exit rules

No stop loss or target is set.

Test conditions

Period	Up to 2026-10-12
Instrument	USD/JPY, 30 minutes
Spread	1 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	30 min	n/a	1	100.00	771,500 USD	-260,990
USD/JPY	4 hours	n/a	1	100.00	520,920 USD	-483,860
USD/JPY	1 hour	n/a	1	100.00	510,780 USD	-484,160
USD/JPY	10 min	n/a	1	100.00	482,120 USD	-246,630
USD/JPY	15 min	n/a	1	100.00	461,620 USD	-245,400
Nikkei 225	4 hours	n/a	1	100.00	59,775 USD	-11,811
Nikkei 225	1 hour	n/a	1	100.00	59,533 USD	-12,691
Nikkei 225	30 min	n/a	1	100.00	59,505 USD	-12,879
Nikkei 225	Daily	n/a	1	100.00	57,858 USD	-31,906
Dow Jones	Daily	n/a	1	100.00	50,973 EUR	-11,142
Nikkei 225	15 min	n/a	1	100.00	46,856 USD	-13,076
Nikkei 225	10 min	n/a	1	100.00	39,584 USD	-12,992
Nikkei 225	5 min	n/a	1	100.00	32,830 USD	-13,126
Nikkei 225	3 min	n/a	1	100.00	30,905 USD	-13,081
Nasdaq 100	Daily	n/a	1	100.00	30,729 EUR	-5,914
Nasdaq 100	4 hours	n/a	1	100.00	29,398 EUR	-5,975
Nasdaq 100	1 hour	n/a	1	100.00	29,278 EUR	-6,233
Nasdaq 100	30 min	n/a	1	100.00	28,966 EUR	-6,277
Nikkei 225	2 min	n/a	1	100.00	25,866 USD	-13,121
DAX 40	Daily	n/a	1	100.00	24,706 EUR	-5,862
Nasdaq 100	15 min	n/a	1	100.00	23,583 EUR	-6,288
Dow Jones	15 min	n/a	1	100.00	23,164 EUR	-11,342
Dow Jones	30 min	n/a	1	100.00	23,020 EUR	-11,342
Dow Jones	1 hour	n/a	1	100.00	22,959 EUR	-11,342
Dow Jones	4 hours	n/a	1	100.00	22,310 EUR	-11,261
DAX 40	30 min	n/a	1	100.00	19,730 EUR	-5,810
DAX 40	4 hours	n/a	1	100.00	19,553 EUR	-5,779
DAX 40	1 hour	n/a	1	100.00	19,163 EUR	-5,810
Dow Jones	10 min	n/a	1	100.00	17,772 EUR	-8,394
Nasdaq 100	10 min	n/a	1	100.00	17,471 EUR	-6,298
Nikkei 225	1 min	n/a	1	100.00	15,995 USD	-13,148
Dow Jones	5 min	n/a	1	100.00	14,253 EUR	-8,419
Nasdaq 100	5 min	n/a	1	100.00	13,728 EUR	-5,875
DAX 40	15 min	n/a	1	100.00	12,863 EUR	-5,814
DAX 40	10 min	n/a	1	100.00	10,217 EUR	-4,474
FTSE 100	Daily	n/a	1	100.00	9,575 EUR	-3,643
Nasdaq 100	3 min	n/a	1	100.00	8,899 EUR	-5,786
DAX 40	5 min	n/a	1	100.00	8,702 EUR	-4,463
Dow Jones	3 min	n/a	1	100.00	7,790 EUR	-7,639
S&P 500	Daily	n/a	1	100.00	7,734 EUR	-1,238
Nasdaq 100	1 min	n/a	1	100.00	7,341 EUR	-3,760
Nasdaq 100	2 min	n/a	1	100.00	7,195 EUR	-3,756
S&P 500	30 min	n/a	1	100.00	6,637 EUR	-1,319
S&P 500	4 hours	n/a	1	100.00	6,538 EUR	-1,298
S&P 500	1 hour	n/a	1	100.00	6,514 EUR	-1,317
Dow Jones	2 min	n/a	1	100.00	6,378 EUR	-5,676
FTSE 100	1 hour	n/a	1	100.00	6,198 EUR	-3,326
FTSE 100	4 hours	n/a	1	100.00	6,180 EUR	-3,319
Dow Jones	1 min	n/a	1	100.00	5,615 EUR	-4,166
FTSE 100	30 min	n/a	1	100.00	5,111 EUR	-3,080
S&P 500	15 min	n/a	1	100.00	4,992 EUR	-1,319
Gold	Daily	n/a	1	100.00	4,019 EUR	-1,534
S&P 500	10 min	n/a	1	100.00	3,632 EUR	-1,323
FTSE 100	10 min	n/a	1	100.00	3,625 EUR	-1,320
Gold	1 hour	n/a	1	100.00	3,567 EUR	-1,599
Gold	4 hours	n/a	1	100.00	3,499 EUR	-1,586
FTSE 100	5 min	n/a	1	100.00	3,117 EUR	-1,320
S&P 500	5 min	n/a	1	100.00	3,093 EUR	-1,332
Gold	30 min	n/a	1	100.00	3,006 EUR	-1,624
Gold	15 min	n/a	1	100.00	2,857 EUR	-1,628
DAX 40	1 min	n/a	1	100.00	2,469 EUR	-1,831
Gold	10 min	n/a	1	100.00	2,402 EUR	-1,629
Gold	5 min	n/a	1	100.00	2,219 EUR	-1,631
FTSE 100	3 min	n/a	1	100.00	1,917 EUR	-1,372
S&P 500	3 min	n/a	1	100.00	1,699 EUR	-1,330
FTSE 100	2 min	n/a	1	100.00	1,387 EUR	-1,265
S&P 500	2 min	n/a	1	100.00	1,319 EUR	-699
S&P 500	1 min	n/a	1	100.00	1,248 EUR	-396

Charts

Results by run

Top 10 of 68 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Bollinger Trend SuperTrend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE dn = 0
ONCE dir = 1
ONCE st = 0

smid = Average[20](close)
sstd = STD[20](close)
su = smid + 2 * sstd
sl = smid - 2 * sstd
lmid = Average[50](close)
lstd = STD[50](close)
lu = lmid + 2 * lstd
ll = lmid - 2 * lstd
src = (ABS(sl - ll) - ABS(su - lu)) / smid * 100

bh = MAX(src[1], src)
bl = MIN(src[1], src)
myTr = MAX(MAX(bh - bl, ABS(bh - src[1])), ABS(bl - src[1]))
myAtr = WilderAverage[10](myTr)
mid = (bh + bl) / 2
upraw = mid + 7 * myAtr
dnraw = mid - 7 * myAtr
upp = up[1]
dnp = dn[1]
stp = st[1]

40 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

SuperTrendBollinger BandsSMAStandard DeviationWilder AverageTrue Range

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 1 trades, which is a small sample to judge it on.

Questions

About this strategy

Can I run Bollinger Trend SuperTrend Long 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 68 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 1 trades.

How large was the drawdown?

The best run had a maximum drawdown of 260,990 USD at the tested position size, against a net result of 771,500 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

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EMA 8 21 RSI Filtered Bracket

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ADX Filtered EMA Cross

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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