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Strategies / Momentum / OBV Crossover With Supertrend Filter

OBV Crossover With Supertrend Filter

Buys when the EMA of on-balance volume crosses above its own 20-period EMA while the Supertrend (ATR 10, factor 3) direction value is 1, which marks a downtrend. Closes the long when the direction value is -1.

MomentumLong onlyIntradayGBP/USD30 min
n/aProfit factor
1,512Net profit USD
74.92%Win rate
985Trades
-941Max drawdown
1.54Avg trade

Best run of 12. GBP/USD, 30 min, spread 1.5, from run sweeps:2026-10-10-GBPUSD-30m-opt.tsv:2.

Entry rules, long

  2. The Supertrend (ATR 10, factor 3, median price) direction value is 1, which marks a downtrend.
  3. No position is currently open.

Exit rules

  1. The Supertrend direction value is -1 while a long position is open, closing the trade.

Test conditions

PeriodUp to 2026-10-10
InstrumentGBP/USD, 30 minutes
Spread1.5 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
GBP/USDBest run30 minn/a 98574.921,512 USD-941
USD/JPY1 hourn/a 73673.64296,670 USD-102,690
USD/JPYDailyn/a 2688.46178,820 USD-91,560
Nikkei 2251 hourn/a 27674.289,326 USD-3,764
SilverDailyn/a 2277.279,104 USD-4,588
Nikkei 22530 minn/a 48671.408,497 USD-6,668
Nikkei 225Dailyn/a 1275.005,814 USD-4,415
Nasdaq 1004 hoursn/a 6988.415,444 EUR-1,734
Dow Jones1 hourn/a 16770.063,213 EUR-2,774
DAX 404 hoursn/a 9076.673,161 EUR-1,763
Dow JonesDailyn/a 771.433,092 EUR-3,034
S&P 5001 hourn/a 23576.17716 EUR-545

Charts

Results by run

Top 10 of 12 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// OBV Crossover With Supertrend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ub = 0
ONCE lb = 0
ONCE dir = 1
ONCE st = 0
ONCE obv = 0

myAtr = AverageTrueRange[10](close)
upper = MedianPrice + 3.0 * myAtr
lower = MedianPrice - 3.0 * myAtr

59 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

SuperTrendATREMAVolume
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 941 USD is large next to the net profit of 1,512 USD.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run OBV Crossover With Supertrend Filter 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 12 market and timeframe combinations. The best run by trade count was GBP/USD, 30 minutes, with 985 trades.

How large was the drawdown?

The best run had a maximum drawdown of 941 USD at the tested position size, against a net result of 1,512 USD.

Does it trade long, short or both?

It only takes long trades.

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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