Strategies / Trend / Supertrend EMA Trend Filter

Supertrend EMA Trend Filter

Buys when the Supertrend (ATR 10, factor 5) is bullish, the close is above a 200-period EMA and that EMA is rising. Sells when the Supertrend turns bearish, with no stop loss or target.

TrendLong onlyIntradayGold15 min

1.29Profit factor

2,224Net profit EUR

36.68%Win rate

1,077Trades

-508Max drawdown

2.07Avg trade

Best run of 41. Gold, 15 min, spread 0.6, from run pf:2026-10-05-GOLD-15m.tsv:1.

Entry rules, long

The close is above the 200-period EMA.
The 200-period EMA is higher than its value on the prior bar.
Only when no position is open.

Exit rules

Supertrend turns bearish, and the long position is sold.

Test conditions

Period	Up to 2026-10-05
Instrument	Gold, 15 minutes
Spread	0.6 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
GoldBest run	15 min	1.29	1,077	36.68	2,224 EUR	-508
USD/JPY	Daily	n/a	75	45.33	864,080 USD	-323,630
USD/JPY	4 hours	n/a	201	42.29	583,600 USD	-193,200
USD/JPY	30 min	n/a	1,060	40.66	544,460 USD	-161,740
USD/JPY	15 min	n/a	1,077	39.83	466,320 USD	-132,300
USD/JPY	10 min	n/a	1,115	39.82	332,440 USD	-141,160
Nikkei 225	Daily	n/a	77	46.75	36,404 USD	-13,003
Nikkei 225	4 hours	n/a	158	43.04	25,174 USD	-8,706
Nikkei 225	3 min	n/a	1,172	38.31	23,293 USD	-7,248
Nikkei 225	1 hour	n/a	621	39.61	22,713 USD	-9,919
Dow Jones	Daily	n/a	82	48.78	19,359 EUR	-5,579
Nasdaq 100	Daily	n/a	69	66.67	19,339 EUR	-2,747
Nikkei 225	2 min	n/a	1,161	37.21	17,353 USD	-9,321
Silver	5 min	n/a	1,073	35.23	15,345 USD	-8,373
Nikkei 225	5 min	n/a	1,233	37.39	13,892 USD	-11,227
Nikkei 225	30 min	n/a	1,227	39.53	13,663 USD	-10,964
DAX 40	Daily	n/a	144	47.22	13,385 EUR	-3,969
Dow Jones	1 hour	n/a	269	43.87	13,060 EUR	-4,017
Nikkei 225	15 min	n/a	1,256	37.26	12,729 USD	-11,971
DAX 40	30 min	n/a	1,295	40.54	12,630 EUR	-3,448
Nasdaq 100	30 min	n/a	1,354	43.28	12,460 EUR	-3,454
Nasdaq 100	4 hours	n/a	239	46.44	11,352 EUR	-3,698
Nasdaq 100	1 hour	n/a	853	40.33	10,362 EUR	-4,328
DAX 40	1 hour	n/a	740	42.03	9,912 EUR	-3,189
GBP/USD	Daily	n/a	74	47.30	8,403 USD	-4,679
Nasdaq 100	15 min	n/a	1,256	41.24	7,775 EUR	-4,364
DAX 40	4 hours	n/a	205	42.44	7,481 EUR	-3,554
Dow Jones	4 hours	n/a	76	48.68	7,389 EUR	-5,641
US Crude Oil	Daily	n/a	76	43.42	6,405 EUR	-5,467
Nasdaq 100	5 min	n/a	1,146	37.78	5,294 EUR	-3,432
Nasdaq 100	10 min	n/a	1,211	37.57	5,096 EUR	-3,688
S&P 500	Daily	n/a	90	51.11	4,923 EUR	-851
DAX 40	15 min	n/a	1,237	38.24	3,789 EUR	-3,453
Gold	Daily	n/a	79	46.84	3,386 EUR	-1,088
Gold	4 hours	n/a	186	39.78	2,639 EUR	-813
Gold	1 hour	n/a	669	42.90	2,531 EUR	-1,132
S&P 500	1 hour	n/a	838	41.65	1,959 EUR	-667
S&P 500	30 min	n/a	1,329	39.65	1,686 EUR	-939
Gold	5 min	n/a	1,038	38.25	1,514 EUR	-594
Gold	30 min	n/a	1,090	39.27	1,474 EUR	-1,116
Gold	10 min	n/a	1,109	36.52	1,420 EUR	-743

Charts

Results by run

Top 10 of 41 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend EMA Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ub = 0
ONCE lb = 0
ONCE dir = 1
ONCE st = 0

myAtr = AverageTrueRange[10](close)
upper = MedianPrice + 5.0 * myAtr
lower = MedianPrice - 5.0 * myAtr

52 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

ATREMASuperTrend

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 EMA Trend 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 41 market and timeframe combinations. The best run was Gold, 15 minutes, with a profit factor of 1.29 over 1,077 trades.

How large was the drawdown?

The best run had a maximum drawdown of 508 EUR at the tested position size, against a net result of 2,224 EUR.

Does it trade long, short or both?

It only takes long trades.

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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