Strategies / Trend / Regime Adjusted Supertrend Entry

Regime Adjusted Supertrend Entry

Enters on Supertrend flips that pass a 65 point score built from volume, band distance, trend alignment and regime, with volume above its 20-bar average. Each trade has a stop 6 ATR away and a target 2.5 times that distance.

TrendLong & shortSwingNikkei 2251 hour

1.43Profit factor

54,626Net profit USD

41.12%Win rate

569Trades

-10,708Max drawdown

96.00Avg trade

Best run of 15. Nikkei 225, 1 hour, spread 10, from run pf:2026-10-04-NIKKEI-1h.tsv:1.

Entry rules, long

The Supertrend flips to an uptrend (ATR 10, base factor 3, scaled by regime).
The close is above the 50-period EMA and the regime is not ranging.
Volume is above its 20-bar average.
More than 5 bars have passed since the last entry.

Entry rules, short

The Supertrend flips to a downtrend (ATR 10, base factor 3, scaled by regime).
The close is below the 50-period EMA and the regime is not ranging.
Volume is above its 20-bar average.
More than 5 bars have passed since the last entry.

Exit rules

A target at 2.5 times the stop distance closes the trade.
An opposite signal reverses the open position.

Test conditions

Period	Up to 2026-10-04
Instrument	Nikkei 225, 1 hour
Spread	10 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nikkei 225Best run	1 hour	1.43	569	41.12	54,626 USD	-10,708
Silver	1 hour	n/a	1,100	36.09	45,987 USD	-15,234
Silver	30 min	n/a	2,022	35.16	24,989 USD	-19,624
USD/JPY	4 hours	n/a	548	31.75	22,700 USD	-6,220
Nikkei 225	5 min	n/a	1,562	35.79	22,116 USD	-19,739
Silver	Daily	n/a	59	44.07	21,207 USD	-4,720
Dow Jones	Daily	n/a	23	60.87	18,136 EUR	-10,043
Nikkei 225	Daily	n/a	26	46.15	10,466 USD	-9,272
Nasdaq 100	1 hour	n/a	681	38.47	9,827 EUR	-6,567
USD/JPY	Daily	n/a	65	35.38	7,290 USD	-3,510
US Crude Oil	4 hours	n/a	272	38.24	5,680 EUR	-4,849
S&P 500	1 hour	n/a	709	38.50	3,923 EUR	-1,020
S&P 500	4 hours	n/a	166	41.57	1,964 EUR	-1,247
Gold	4 hours	n/a	392	36.73	1,287 EUR	-979
Gold	2 min	n/a	2,185	35.24	1,131 EUR	-923

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Regime Adjusted Supertrend Entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE stband = 0
ONCE stdir = 1
ONCE hasband = 0
ONCE lastentry = 0

bmult = 3.0
myAtr = AverageTrueRange[10](close)
atrma = Average[40](myAtr)

203 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

SuperTrendATRADXTrue RangeEMASMAVolume

Longer historyRe-run on up to 1,000,000 barsNikkei 225 · 1 hour · older data 285.40 USD

Nikkei 225 had no history beyond the standard run, so both runs used 90,000 bars.

Nikkei 225 · 1 hour

Bars available	90,000
Net, standard 200,000-bar run	54,626.30 USD
Net, long run	54,911.70 USD
Net on the older data alone	285.40 USD

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 Regime Adjusted Supertrend Entry 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 15 market and timeframe combinations. The best run was Nikkei 225, 1 hour, with a profit factor of 1.43 over 569 trades.

How large was the drawdown?

The best run had a maximum drawdown of 10,708 USD at the tested position size, against a net result of 54,626 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

Three MA Trend

Also a trend strategy.

1.43 PF · 689 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.com Stats Docs

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