Strategies / Trend / Supertrend Direction Flip Long

Supertrend Direction Flip Long

Buys when the Supertrend flips from down to up and sells when it flips back down, using 7-period average true range bands set 3 times the range from the bar's midpoint. Only long trades are taken.

TrendLong onlySwingNasdaq 100Daily

2.25Profit factor

18,348Net profit EUR

45.74%Win rate

188Trades

-3,031Max drawdown

97.59Avg trade

Best run of 25. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:16.

Entry rules, long

The upper and lower bands are the bar midpoint plus or minus 3 times the 7-period average of true range

Exit rules

The trend changes from up to down, which happens when the close falls below the previous lower band

Test conditions

Period	Up to 2026-10-05
Instrument	Nasdaq 100, 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.25	188	45.74	18,348 EUR	-3,031
S&P 500	Daily	2.11	231	42.86	3,946 EUR	-491
Dow Jones	Daily	1.93	200	46.00	27,936 EUR	-5,934
Gold	4 hours	1.70	429	43.12	3,328 EUR	-749
Gold	1 hour	1.22	1,731	39.57	2,596 EUR	-588
USD/JPY	1 hour	n/a	1,874	39.59	375,670 USD	-288,660
USD/JPY	30 min	n/a	2,693	38.14	290,850 USD	-181,450
EUR/USD	4 hours	n/a	626	37.38	39,550 USD	-36,906
Nikkei 225	Daily	n/a	207	40.58	33,463 USD	-14,047
Silver	4 hours	n/a	420	40.24	26,800 USD	-15,414
Nikkei 225	4 hours	n/a	384	41.67	26,159 USD	-9,205
Nasdaq 100	30 min	n/a	3,263	38.71	12,903 EUR	-3,717
DAX 40	1 hour	n/a	1,857	40.71	11,563 EUR	-4,563
DAX 40	30 min	n/a	3,198	37.62	11,310 EUR	-3,156
Nasdaq 100	4 hours	n/a	523	41.49	11,086 EUR	-3,167
DAX 40	Daily	n/a	384	40.36	9,797 EUR	-5,124
Dow Jones	1 hour	n/a	698	40.83	9,678 EUR	-8,032
Brent Crude	Daily	n/a	79	50.63	9,549 EUR	-9,071
Nasdaq 100	1 hour	n/a	2,221	39.89	8,700 EUR	-3,378
Dow Jones	4 hours	n/a	162	41.36	7,842 EUR	-5,889
DAX 40	4 hours	n/a	465	40.65	7,099 EUR	-4,040
Nasdaq 100	5 min	n/a	2,764	36.58	4,035 EUR	-3,564
Gold	30 min	n/a	2,794	37.62	2,532 EUR	-995
S&P 500	4 hours	n/a	506	44.07	2,179 EUR	-700
Gold	Daily	n/a	211	42.18	2,093 EUR	-1,131

Charts

Results by run

Top 10 of 25 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 Direction Flip Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE lo = 0
ONCE trend = 1

myAtr = Average[7](TR(close))
mid = (high + low) / 2
rawup = mid + 3 * myAtr
rawlo = mid - 3 * myAtr
prevtrend = trend
prevup = up
prevlo = lo

29 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

SuperTrendTrue RangeSMA

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 available	10,000
Net, standard 200,000-bar run	18,347.60 EUR
Net, long run	18,654.80 EUR
Net on the older data alone	307.20 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 Direction Flip 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 25 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.25 over 188 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,031 EUR at the tested position size, against a net result of 18,348 EUR.

Does it trade long, short or both?

It only takes long trades.

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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.com Stats Docs

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