El sistema construye un valor BBTrend a partir de la diferencia entre las Bollinger Bands de 20 y 50 periodos, y después aplica un SuperTrend sobre él. Mantiene el long mientras el SuperTrend es alcista y sale cuando se vuelve bajista.
Mejor de 68 ejecuciones. USD/JPY, 30 min, spread 1, de la ejecución sweeps:2026-10-12-USDJPY-30m-opt.tsv:31.
| Periodo | Hasta el 2026-10-12 |
| Instrumento | USD/JPY, 30 minutos |
| Spread | 1 puntos |
| Capital inicial | 1,000,000 |
| Costes | Solo spread. No se incluyen comisiones ni financiación overnight. |
| Barras | Hasta 200,000 barras, menos cuando el instrumento tiene menos historial |
| Última prueba | 2026-10-12 |
Todas las ejecuciones
| Mercado | Marco temporal | PF | Operaciones | % de acierto | Neto | Max DD |
|---|---|---|---|---|---|---|
| USD/JPYMejor ejecución | 30 min | n/a | 1 | 100.00 | 771,500 USD | -260,990 |
| USD/JPY | 4 horas | n/a | 1 | 100.00 | 520,920 USD | -483,860 |
| USD/JPY | 1 hora | 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 horas | n/a | 1 | 100.00 | 59,775 USD | -11,811 |
| Nikkei 225 | 1 hora | 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 | Diario | n/a | 1 | 100.00 | 57,858 USD | -31,906 |
| Dow Jones | Diario | 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 | Diario | n/a | 1 | 100.00 | 30,729 EUR | -5,914 |
| Nasdaq 100 | 4 horas | n/a | 1 | 100.00 | 29,398 EUR | -5,975 |
| Nasdaq 100 | 1 hora | 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 | Diario | 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 hora | n/a | 1 | 100.00 | 22,959 EUR | -11,342 |
| Dow Jones | 4 horas | 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 horas | n/a | 1 | 100.00 | 19,553 EUR | -5,779 |
| DAX 40 | 1 hora | 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 | Diario | 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 | Diario | 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 horas | n/a | 1 | 100.00 | 6,538 EUR | -1,298 |
| S&P 500 | 1 hora | 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 hora | n/a | 1 | 100.00 | 6,198 EUR | -3,326 |
| FTSE 100 | 4 horas | 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 |
| Oro | Diario | 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 |
| Oro | 1 hora | n/a | 1 | 100.00 | 3,567 EUR | -1,599 |
| Oro | 4 horas | 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 |
| Oro | 30 min | n/a | 1 | 100.00 | 3,006 EUR | -1,624 |
| Oro | 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 |
| Oro | 10 min | n/a | 1 | 100.00 | 2,402 EUR | -1,629 |
| Oro | 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 |
Gráficos
Las 10 mejores de 68 ejecuciones. La lista completa está en la tabla de arriba.
El código
// ============================================================== // 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 líneas más: las reglas de entrada y salida.
Configuración
Preguntas
Sí. El código es ProBuilder y funciona como sistema automático de ProOrder. Haz un backtest en tu propia cuenta, con tu propio spread y tu position size, antes de operarla en real.
Se probó en 68 combinaciones de mercado y marco temporal. La mejor ejecución por número de operaciones fue USD/JPY, 30 minutos, con 1 operaciones.
La mejor ejecución tuvo un max drawdown de 260,990 USD con la position size probada, frente a un resultado neto de 771,500 USD.
Solo toma operaciones largas.
Relacionado
La comunidad de ProRealAlgos obtiene las reglas completas, el código completo y la cartera automatizada.