Strategies / Trend / Supertrend ADX Chop Filter

Supertrend ADX Chop Filter

The strategy follows Supertrend flips that are confirmed by a trend strength reading above 25 and a choppiness reading below 61.8. It buys on a bullish flip, sells short on a bearish flip, and uses ATR(7) based stops and targets.

TrendLong & shortSwingUS Crude OilDaily

n/aProfit factor

3,346Net profit EUR

22.48%Win rate

596Trades

-2,962Max drawdown

5.61Avg trade

Best run of 2. US Crude Oil, Daily, spread 3, from run sweeps:2026-10-04-CRUDE-D-opt.tsv:48.

Entry rules, long

ADX(7) is above 25.
Choppiness Index(14) is below 61.8.

Entry rules, short

Exit rules

A stop loss sits at the lower of 1 times the ATR(7) percentage of the close and 1% from the entry price.
A profit target sits at 3 times the ATR(7) percentage of the close from the entry price.

Test conditions

Period	Up to 2026-10-04
Instrument	US Crude Oil, Daily
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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
US Crude OilBest run	Daily	n/a	596	22.48	3,346 EUR	-2,962
Brent Crude	Daily	n/a	271	26.20	2,515 EUR	-2,296

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend ADX Chop Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lowerband = 0
ONCE upperband = 0
ONCE st = 0
ONCE dir = 1

myAtr = AverageTrueRange[7](close)
lowraw = MedianPrice - 3.0 * myAtr
upraw = MedianPrice + 3.0 * myAtr
prevlower = lowerband
prevupper = upperband
prevst = st

56 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

ADXATRSuperTrend

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 2,962 EUR is large next to the net profit of 3,346 EUR.

Questions

About this strategy

Can I run Supertrend ADX Chop 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 2 market and timeframe combinations. The best run by trade count was US Crude Oil, Daily, with 596 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,962 EUR at the tested position size, against a net result of 3,346 EUR.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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