Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / SuperTrend Band Trend Long

SuperTrend Band Trend Long

Buys when the close moves above the SuperTrend line while flat, using bands 3 times ATR(13) around the bar midpoint. Sells the long when the close falls below that line.

TrendLong onlySwingNasdaq 100Daily
2.32Profit factor
20,386Net profit EUR
46.52%Win rate
187Trades
-2,634Max drawdown
109Avg trade

Best run of 30. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:2.

Entry rules, long

  1. The SuperTrend line uses bands at the bar midpoint plus or minus 3 times ATR(13), which move toward price while the trend holds.

Exit rules

  1. The long closes at market when the close falls below the SuperTrend line.

Test conditions

PeriodUp to 2026-10-05
InstrumentNasdaq 100, Daily
Spread3 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.32 18746.5220,386 EUR-2,634
Gold4 hours1.81 40643.843,814 EUR-684
Dow Jones4 hours1.69 14345.4522,940 EUR-5,111
S&P 500Daily1.58 23241.383,038 EUR-739
S&P 5004 hours1.36 47142.463,253 EUR-701
Nasdaq 1001 hour1.24 1,73840.4516,968 EUR-3,557
DAX 4030 min1.15 2,67838.7216,505 EUR-3,483
USD/JPY1 hourn/a 1,67639.32544,010 USD-245,650
USD/JPY30 minn/a 2,39438.22371,190 USD-208,580
Nikkei 225Dailyn/a 20044.5038,598 USD-14,177
Silver4 hoursn/a 39638.3830,792 USD-16,594
Nikkei 2254 hoursn/a 36143.4928,725 USD-13,817
Dow JonesDailyn/a 18946.0328,713 EUR-8,171
Nikkei 2251 hourn/a 1,37139.7522,737 USD-10,261
Nasdaq 10030 minn/a 2,81239.5814,042 EUR-4,289
Nikkei 2253 minn/a 2,75934.7612,609 USD-8,794
Nasdaq 1004 hoursn/a 49641.5310,945 EUR-4,369
DAX 401 hourn/a 1,56339.8010,846 EUR-4,858
Nasdaq 10015 minn/a 2,69337.3910,334 EUR-4,411
Nasdaq 10010 minn/a 2,62537.2610,185 EUR-5,978
Brent CrudeDailyn/a 8046.259,733 EUR-6,970
DAX 404 hoursn/a 44640.138,722 EUR-3,508
US Crude OilDailyn/a 17646.028,328 EUR-6,933
Nasdaq 1005 minn/a 2,57038.757,985 EUR-4,013
DAX 40Dailyn/a 37841.276,429 EUR-4,876
Gold1 hourn/a 1,46139.152,558 EUR-697
Gold30 minn/a 2,42737.492,240 EUR-853
S&P 5001 hourn/a 1,72039.481,871 EUR-1,098
S&P 50030 minn/a 2,77138.901,831 EUR-1,549
Gold15 minn/a 2,44733.671,002 EUR-990

Charts

Results by run

Top 10 of 30 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// SuperTrend Band Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE lo = 0
ONCE st = 0
ONCE lastclose = 0

myAtr = AverageTrueRange[13](close)

37 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

SuperTrendATR
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 307.20 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run20,386.20 EUR
Net, long run20,693.40 EUR
Net on the older data alone307.20 EUR
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run SuperTrend Band Trend Long 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 30 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.32 over 187 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,634 EUR at the tested position size, against a net result of 20,386 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Hull Band Crossover

Also a trend strategy.

2.30 PF · 126 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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