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Strategies / Trend / Hull Slope SuperTrend Choppy Exit

Hull Slope SuperTrend Choppy Exit

The strategy buys when the 50 period Hull moving average is rising and SuperTrend (ATR 10, factor 3) is bullish, and sells short when the average is falling and SuperTrend is bearish. Positions close when the slope and SuperTrend disagree.

TrendLong & shortSwingUSD/JPYDaily
1.73Profit factor
2,573,000Net profit USD
36.56%Win rate
331Trades
-413,550Max drawdown
7,773Avg trade

Best run of 5. USD/JPY, Daily, spread 1, from run pf:2026-10-10-USDJPY-D.tsv:9.

Entry rules, long

  2. SuperTrend is bullish, using an ATR of 10 bars and a factor of 3.
  3. Signals are checked only after bar 70 and only when no long position is open.

Entry rules, short

  2. SuperTrend is bearish, using an ATR of 10 bars and a factor of 3.
  3. Signals are checked only after bar 70 and only when no short position is open.

Exit rules

  2. An opposite signal reverses the position.

Test conditions

PeriodUp to 2026-10-10
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.73 33136.562,573,000 USD-413,550
USD/JPY1 hourn/a 3,55832.88507,420 USD-274,240
EUR/USDDailyn/a 32536.9286,882 USD-44,297
GBP/USDDailyn/a 36034.178,787 USD-5,309
Brent CrudeDailyn/a 12429.848,367 EUR-6,908

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Hull Slope SuperTrend Choppy Exit
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lb = 0
ONCE ub = 0
ONCE dir = 1

whalf = WeightedAverage[25](close)
wfull = WeightedAverage[50](close)
raw = 2 * whalf - wfull
hma = WeightedAverage[7](raw)

myAtr = AverageTrueRange[10](close)
prevlb = lb
prevub = ub
prevdir = dir
nlb = MedianPrice - 3.0 * myAtr
nub = MedianPrice + 3.0 * myAtr

49 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

Hull MAWMASuperTrendATR
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 run2,573,000.00 USD
Net, long run2,573,000.00 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 Hull Slope SuperTrend Choppy Exit 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 5 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.73 over 331 trades.

How large was the drawdown?

The best run had a maximum drawdown of 413,550 USD at the tested position size, against a net result of 2,573,000 USD.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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