Longs open when the close is above a rising 8 period Super Smoother, a low lag filter. A close crossing under the 40 period SMA ends the long and opens a short, which lasts until the long condition returns. There is no fixed stop or target.
Best run of 14. EUR/USD, Daily, spread 1, from run pf:2026-09-24-EURUSD-D.tsv:1.
| Period | Up to 2026-09-24 |
| Instrument | EUR/USD, Daily |
| Spread | 1 points |
| Contracts | 1 |
| 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 | 2026-09-24 |
| positionSize Contracts per trade | 1 |
| smootherPeriod Super Smoother length | 8 |
| exitPeriod SMA whose downside cross flips the system short | 40 |
| piValue Formula constant, as tested | 3.14159 |
| rootTwo Formula constant, as tested | 1.414 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | Daily | 1.28 | 801 | 38.33 | 156,226 USD | -32,480 |
| USD/JPY | 4 hours | n/a | 2,354 | 36.24 | 721,140 JPY | -271,750 |
| Nikkei 225 | Daily | n/a | 734 | 35.42 | 43,281 USD | -26,211 |
| Dow Jones | 1 hour | n/a | 2,632 | 36.13 | 39,815 EUR | -13,089 |
| Silver | Daily | n/a | 886 | 33.52 | 35,320 USD | -29,660 |
| Dow Jones | 4 hours | n/a | 651 | 38.10 | 26,628 EUR | -9,191 |
| Nikkei 225 | 4 hours | n/a | 1,728 | 33.33 | 23,945 USD | -16,846 |
| Dow Jones | Daily | n/a | 951 | 35.65 | 16,836 EUR | -11,424 |
| Nasdaq 100 | 4 hours | n/a | 2,014 | 33.96 | 16,352 EUR | -4,707 |
| DAX 40 | Daily | n/a | 938 | 35.61 | 14,994 EUR | -7,411 |
| GBP/USD | Daily | n/a | 933 | 38.80 | 10,287 USD | -10,202 |
| S&P 500 | Daily | n/a | 1,008 | 32.34 | 3,399 EUR | -1,601 |
| Gold | 4 hours | n/a | 1,897 | 35.42 | 3,335 EUR | -1,528 |
| Gold | Daily | n/a | 936 | 35.15 | 2,376 EUR | -1,014 |
Charts
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // Super Smoother Trend // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: Daily // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade smootherPeriod = 8 // Super Smoother length exitPeriod = 40 // SMA whose downside cross flips the system short piValue = 3.14159 // formula constant, as tested rootTwo = 1.414 // formula constant, as tested // --- Indicators --- // Two-pole Super Smoother filter coefficients filterAngle = (rootTwo * piValue) / smootherPeriod filterDecay = EXP(0 - filterAngle) coefTwo = 2 * filterDecay * COS(filterAngle) coefThree = 0 - filterDecay * filterDecay coefOne = 1 - coefTwo - coefThree IF BarIndex > smootherPeriod THEN smoothValue = coefOne * (close + close[1]) * 0.5 + coefTwo * smoothValue[1] + coefThree * smoothValue[2] ENDIF exitMA = Average[exitPeriod](close)
21 more lines: the entry and exit rules.
Read this first
Questions
Yes. It runs as an automated stop and reverse system at 1 contract, with orders that do not stack.
EUR/USD Daily was the main run with 156,226 USD. Every other row was also positive, including USD/JPY 4 hours, Nikkei 225 Daily, Dow Jones on three timeframes and Gold.
At 1 contract on EUR/USD Daily the worst drawdown was 32,480 USD, with an average trade of 195.04 USD.
A trend filter with a 40 period exit needs room to breathe. Daily and 4 hour charts made up most of the tested rows.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
