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Strategies / Trend / SuperTrend EMA ADX Filter

SuperTrend EMA ADX Filter

The strategy buys on the first bar where SuperTrend (factor 3.5, ATR 14) is bullish, close is above the 200 period EMA, and ADX(14) is at least 25 with +DI above -DI. It sells short on the mirror conditions and exits when SuperTrend flips.

TrendLong & shortIntradayDAX 4030 min
n/aProfit factor
7,001Net profit EUR
41.08%Win rate
3,055Trades
-3,649Max drawdown
2.29Avg trade

Best run of 16. DAX 40, 30 min, spread 3, from run sweeps:2026-10-07-DAX40-30m-opt.tsv:12.

Entry rules, long

  2. The close is above the 200 period EMA.
  3. ADX(14) is at least 25 and +DI is above -DI.
  4. Entries are taken only on the first bar where all these conditions hold, after bar 210.

Entry rules, short

  2. The close is below the 200 period EMA.
  3. ADX(14) is at least 25 and -DI is above +DI.
  4. Entries are taken only on the first bar where all these conditions hold, after bar 210.

Exit rules

  2. A short closes when SuperTrend turns bullish.
  3. An opposite entry signal reverses the position.

Test conditions

PeriodUp to 2026-10-07
InstrumentDAX 40, 30 minutes
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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run30 minn/a 3,05541.087,001 EUR-3,649
USD/JPY4 hoursn/a 52745.73310,480 USD-262,060
EUR/USDDailyn/a 16844.0556,941 USD-38,346
Silver4 hoursn/a 48738.4025,435 USD-17,608
Nikkei 225Dailyn/a 17942.4624,631 USD-17,736
Nikkei 2254 hoursn/a 40440.8413,992 USD-9,684
Dow Jones1 hourn/a 64247.2012,475 EUR-3,194
Nasdaq 100Dailyn/a 15346.4111,615 EUR-4,583
Dow Jones4 hoursn/a 17645.4510,191 EUR-5,076
DAX 404 hoursn/a 49044.698,404 EUR-2,823
GBP/USDDailyn/a 20743.487,392 USD-3,317
FTSE 100Dailyn/a 14949.662,782 EUR-2,131
GoldDailyn/a 20343.842,125 EUR-1,576
S&P 500Dailyn/a 18042.221,815 EUR-828
Gold4 hoursn/a 51340.161,554 EUR-1,254
Gold1 hourn/a 1,75838.171,390 EUR-1,236

Charts

Results by run

Top 10 of 16 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SuperTrend EMA ADX Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE fub = 0
ONCE flb = 0
ONCE st = 0
ONCE stdir = 1

myAtr = AverageTrueRange[14](close)
ub = MedianPrice + 3.5 * myAtr
lb = MedianPrice - 3.5 * myAtr
prevub = fub
prevlb = flb
prevst = st

53 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

ADXATRDMIEMASuperTrend
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 3,649 EUR is large next to the net profit of 7,000 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run SuperTrend EMA ADX 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 16 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 3,055 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,649 EUR at the tested position size, against a net result of 7,000 EUR.

Does it trade long, short or both?

It trades both long and short.

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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.comStatsDocs