Strategies / Trend / Smoothed Candle Momentum Supertrend

Smoothed Candle Momentum Supertrend

The strategy buys when a momentum line built from a Hull moving average of close turns upward, while a SuperTrend on 200-period candles is up. It sells when momentum stays in a lower band zone after a neutral reading.

TrendLong onlyIntradayNasdaq 10030 min

n/aProfit factor

12,566Net profit EUR

62.44%Win rate

1,009Trades

-4,291Max drawdown

12.45Avg trade

Best run of 37. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-12-NAS100-30m-opt.tsv:25.

Entry rules, long

The SuperTrend on 200-period candles is up.

Exit rules

The exit fires when that lower zone persists across consecutive bars following a neutral reading, unless the colour is green.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, 30 minutes
Spread	3 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	n/a	1,009	62.44	12,566 EUR	-4,291
USD/JPY	1 hour	n/a	611	59.57	833,550 USD	-351,080
USD/JPY	30 min	n/a	887	57.84	476,480 USD	-244,360
USD/JPY	4 hours	n/a	157	62.42	463,380 USD	-349,450
USD/JPY	2 min	n/a	856	56.31	126,930 USD	-54,600
EUR/USD	4 hours	n/a	171	60.23	61,952 USD	-30,660
Nikkei 225	4 hours	n/a	127	64.57	50,103 USD	-13,835
Nikkei 225	Daily	n/a	55	63.64	49,190 USD	-21,090
Nikkei 225	1 hour	n/a	429	61.31	38,795 USD	-16,468
Dow Jones	Daily	n/a	96	72.92	31,857 EUR	-8,251
Silver	3 min	n/a	846	55.44	27,839 USD	-13,323
Nikkei 225	30 min	n/a	910	58.46	26,536 USD	-12,680
Dow Jones	1 hour	n/a	197	65.48	25,830 EUR	-8,525
DAX 40	Daily	n/a	91	60.44	22,227 EUR	-5,863
Nasdaq 100	Daily	n/a	82	74.39	22,124 EUR	-5,919
Nasdaq 100	4 hours	n/a	190	67.37	21,757 EUR	-6,645
Dow Jones	4 hours	n/a	58	65.52	20,033 EUR	-7,726
Nikkei 225	10 min	n/a	882	57.71	19,966 USD	-13,512
DAX 40	1 hour	n/a	563	61.10	13,780 EUR	-5,337
Nasdaq 100	1 hour	n/a	675	61.93	13,267 EUR	-8,134
DAX 40	4 hours	n/a	141	64.54	13,016 EUR	-5,833
DAX 40	30 min	n/a	901	58.05	11,807 EUR	-5,219
Dow Jones	10 min	n/a	808	54.95	10,191 EUR	-7,795
Dow Jones	3 min	n/a	786	57.00	8,390 EUR	-5,607
Dow Jones	5 min	n/a	801	56.43	8,350 EUR	-5,577
FTSE 100	Daily	n/a	64	67.19	7,572 EUR	-2,067
Nasdaq 100	5 min	n/a	885	56.16	4,769 EUR	-3,605
DAX 40	5 min	n/a	884	56.79	4,748 EUR	-3,764
FTSE 100	4 hours	n/a	147	63.27	4,612 EUR	-3,189
S&P 500	Daily	n/a	105	69.52	4,461 EUR	-1,408
S&P 500	4 hours	n/a	185	70.27	4,429 EUR	-1,296
S&P 500	1 hour	n/a	647	62.75	3,365 EUR	-1,703
Gold	Daily	n/a	62	69.35	3,198 EUR	-1,645
Gold	1 hour	n/a	533	58.72	2,604 EUR	-1,722
Gold	4 hours	n/a	146	58.90	2,322 EUR	-1,575
S&P 500	30 min	n/a	970	59.90	2,027 EUR	-1,447
Gold	15 min	n/a	795	56.23	1,951 EUR	-1,161

Charts

Results by run

Top 10 of 37 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Smoothed Candle Momentum Supertrend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lstop = 0
ONCE sstop = 0
ONCE dir = 1

hraw = 2 * WeightedAverage[30](close) - WeightedAverage[60](close)
oclose = WeightedAverage[7](hraw)

sc = Average[200](close)
sh = Average[200](high)
sl = Average[200](low)
myTr = MAX(sh, sc[1]) - MIN(sl, sc[1])
myAtr = Average[200](myTr)

69 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

Hull MALinear RegressionEMASuperTrendSMAStandard Deviation

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Smoothed Candle Momentum Supertrend 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 37 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 1,009 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,290 EUR at the tested position size, against a net result of 12,566 EUR.

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.com Stats Docs