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Strategies / Trend / Dual Supertrend Cloud Crossover

Dual Supertrend Cloud Crossover

Uses two Supertrend lines (ATR 4, factors 2.4 and 4.8). It goes long when price crosses one line while sitting above the other, short on the mirror cross, and closes when price moves between the two lines.

TrendLong & shortSwingUSD/JPYDaily
1.69Profit factor
3,310,150Net profit USD
40.00%Win rate
370Trades
-394,100Max drawdown
8,946Avg trade

Best run of 9. USD/JPY, Daily, spread 1, from run pf:2026-10-11-USDJPY-D.tsv:4.

Entry rules, long

  2. The close crosses above the factor 4.8 Supertrend line while above the factor 2.4 line.
  3. No long position is already open.

Entry rules, short

  2. The close crosses below the factor 4.8 Supertrend line while below the factor 2.4 line.
  3. No short position is already open.

Exit rules

  1. The close crosses a Supertrend line while on the far side of the other line, placing it between the two lines, and closes the open position.

Test conditions

PeriodUp to 2026-10-11
InstrumentUSD/JPY, Daily
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 runDaily1.69 37040.003,310,150 USD-394,100
USD/JPY1 hourn/a 3,34236.71459,400 USD-302,250
EUR/USDDailyn/a 35842.46112,786 USD-65,603
Silver4 hoursn/a 78539.8747,848 USD-14,705
Brent CrudeDailyn/a 15740.7619,704 EUR-8,327
Nikkei 225Dailyn/a 38139.1119,662 USD-17,863
GBP/USDDailyn/a 40239.8010,637 USD-9,077
Gold4 hoursn/a 83040.842,114 EUR-1,041
GoldDailyn/a 38438.801,957 EUR-854

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Dual Supertrend Cloud Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE upa = 0
ONCE dna = 0
ONCE tra = 1
ONCE upb = 0
ONCE dnb = 0
ONCE trb = 1

myAtr = AverageTrueRange[4](close)
uplevA = MedianPrice - 2.4 * myAtr
dnlevA = MedianPrice + 2.4 * myAtr
uplevB = MedianPrice - 4.8 * myAtr
dnlevB = MedianPrice + 4.8 * myAtr

78 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

SuperTrendATR
Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data 0.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available12,000
Net, standard 200,000-bar run3,310,150.00 USD
Net, long run3,310,150.00 USD
Net on the older data alone0.00 USD
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Dual Supertrend Cloud Crossover 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 9 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.69 over 370 trades.

How large was the drawdown?

The best run had a maximum drawdown of 394,100 USD at the tested position size, against a net result of 3,310,150 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