Strategies / Trend / MACD SuperTrend DEMA Alignment

MACD SuperTrend DEMA Alignment

Trades MACD histogram crosses in the direction of a SuperTrend trend with 20 and 50 period DEMA alignment, and only when no position is open. Each trade has a 2% stop loss and a 4% profit target.

TrendLong & shortSwingS&P 5004 hours

1.64Profit factor

3,983Net profit EUR

43.96%Win rate

207Trades

-699Max drawdown

19.24Avg trade

Best run of 43. S&P 500, 4 hours, spread 1, from run pf:2026-10-13-USA500-4h.tsv:1.

Entry rules, long

The SuperTrend, using a 10 period ATR multiplied by 3, shows an uptrend.
The 20 period DEMA is above the 50 period DEMA.

Entry rules, short

The SuperTrend shows a downtrend.
The 20 period DEMA is below the 50 period DEMA.

Exit rules

A 4% profit target from the entry price closes the trade.

Test conditions

Period	Up to 2026-10-13
Instrument	S&P 500, 4 hours
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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	4 hours	1.64	207	43.96	3,983 EUR	-699
Gold	4 hours	1.63	241	46.06	2,753 EUR	-694
Gold	Daily	1.45	159	38.99	758 EUR	-185
DAX 40	15 min	1.32	267	41.20	15,273 EUR	-3,564
USD/JPY	30 min	n/a	154	38.96	564,250 USD	-364,770
USD/JPY	10 min	n/a	61	44.26	562,910 USD	-275,190
USD/JPY	15 min	n/a	78	41.03	399,230 USD	-196,210
EUR/USD	3 min	n/a	36	55.56	51,249 USD	-9,567
EUR/USD	5 min	n/a	33	54.55	45,517 USD	-17,144
Nikkei 225	15 min	n/a	337	38.87	31,827 USD	-13,898
Nikkei 225	1 hour	n/a	410	37.80	31,208 USD	-8,265
Silver	15 min	n/a	639	35.99	29,557 USD	-12,322
Nikkei 225	3 min	n/a	134	40.30	26,652 USD	-10,593
Nikkei 225	2 min	n/a	93	43.01	26,153 USD	-11,218
Nikkei 225	4 hours	n/a	205	40.00	17,963 USD	-5,753
Nasdaq 100	4 hours	n/a	256	42.19	11,030 EUR	-3,239
Dow Jones	1 min	n/a	10	70.00	9,550 EUR	-2,032
Dow Jones	2 min	n/a	22	50.00	8,553 EUR	-3,730
Nasdaq 100	10 min	n/a	277	36.82	8,237 EUR	-6,650
DAX 40	30 min	n/a	497	36.82	7,980 EUR	-5,090
GBP/USD	Daily	n/a	131	39.69	7,715 USD	-3,600
Dow Jones	3 min	n/a	45	40.00	6,284 EUR	-6,274
FTSE 100	10 min	n/a	87	48.28	6,074 EUR	-999
Brent Crude	1 hour	n/a	479	36.33	5,737 EUR	-5,372
GBP/USD	4 hours	n/a	165	36.97	5,331 USD	-4,499
Nasdaq 100	1 min	n/a	28	46.43	5,075 EUR	-4,257
Silver	Daily	n/a	176	36.36	4,965 USD	-2,415
DAX 40	1 hour	n/a	463	34.56	4,646 EUR	-4,484
DAX 40	4 hours	n/a	238	35.71	4,155 EUR	-2,833
Nasdaq 100	Daily	n/a	149	33.56	3,600 EUR	-2,072
FTSE 100	15 min	n/a	200	38.00	3,508 EUR	-1,882
FTSE 100	5 min	n/a	46	47.83	3,053 EUR	-1,125
Gold	10 min	n/a	188	40.96	2,710 EUR	-751
Gold	1 hour	n/a	472	38.56	2,702 EUR	-1,042
Gold	30 min	n/a	406	38.92	2,634 EUR	-904
S&P 500	15 min	n/a	259	37.45	2,418 EUR	-1,087
S&P 500	10 min	n/a	154	38.31	2,347 EUR	-1,553
S&P 500	1 hour	n/a	442	35.97	2,222 EUR	-1,111
Gold	15 min	n/a	248	39.52	1,945 EUR	-1,409
FTSE 100	3 min	n/a	30	46.67	1,774 EUR	-1,430
Gold	5 min	n/a	144	40.97	1,641 EUR	-1,564
S&P 500	2 min	n/a	21	47.62	1,166 EUR	-723
S&P 500	1 min	n/a	9	66.67	1,146 EUR	-430

Charts

Results by run

Top 10 of 43 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// MACD SuperTrend DEMA Alignment
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE upline = 0
ONCE dnline = 0
ONCE trend = 1

myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
sig = ExponentialAverage[9](myMacd)
delta = myMacd - sig

myAtr = AverageTrueRange[10](close)
up = MedianPrice + 3 * myAtr
dn = MedianPrice - 3 * myAtr
prevup = upline
prevdn = dnline

36 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

MACDSuperTrendATREMA

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run MACD SuperTrend DEMA Alignment 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 43 market and timeframe combinations. The best run was S&P 500, 4 hours, with a profit factor of 1.64 over 207 trades.

How large was the drawdown?

The best run had a maximum drawdown of 699 EUR at the tested position size, against a net result of 3,983 EUR.

Does it trade long, short or both?

It trades both long and short.

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

Ichimoku Cloud Chikou Touch

Also a trend strategy.

1.64 PF · 503 trades

Want strategies that are already part of a live portfolio? Join the ProRealAlgos waitlist.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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