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 / Momentum / Supertrend Filtered MACD Crossover

Supertrend Filtered MACD Crossover

Buys when the MACD line crosses above its 9-period signal line while the Supertrend direction value is 1, which marks a downtrend. Closes the long when MACD crosses below the signal while the direction value is -1.

MomentumLong onlySwingDow JonesDaily
2.68Profit factor
23,431Net profit EUR
68.39%Win rate
155Trades
-5,719Max drawdown
151Avg trade

Best run of 19. Dow Jones, Daily, spread 3, from run pf:2026-10-12-DOW30-D.tsv:23.

Entry rules, long

  1. The Supertrend (ATR 10, factor 3) direction value is 1, meaning a downtrend.
  3. No long position is already open.

Exit rules

  1. The Supertrend direction value is -1, meaning an uptrend.
  3. Both conditions must hold on the same bar to close the long.

Test conditions

PeriodUp to 2026-10-12
InstrumentDow Jones, 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest runDaily2.68 15568.3923,431 EUR-5,719
Nikkei 2254 hoursn/a 28864.9330,829 USD-10,959
Nikkei 2251 hourn/a 1,03658.7827,880 USD-11,270
Nasdaq 1001 hourn/a 1,23660.7615,728 EUR-4,728
Dow Jones1 hourn/a 40660.8414,445 EUR-11,914
DAX 401 hourn/a 1,18361.2814,360 EUR-4,825
Nasdaq 1004 hoursn/a 34866.9512,786 EUR-6,349
Nasdaq 100Dailyn/a 13164.8911,833 EUR-4,404
DAX 40Dailyn/a 14367.8311,467 EUR-5,567
Dow Jones30 minn/a 70660.069,323 EUR-7,982
FTSE 100Dailyn/a 13568.898,141 EUR-3,037
Brent Crude4 hoursn/a 20859.135,153 EUR-3,234
FTSE 1001 hourn/a 1,16159.003,720 EUR-2,307
FTSE 1004 hoursn/a 33158.313,662 EUR-2,032
S&P 5001 hourn/a 1,25360.973,434 EUR-1,402
S&P 5004 hoursn/a 33368.172,414 EUR-1,400
S&P 500Dailyn/a 16358.902,133 EUR-1,238
GoldDailyn/a 15259.871,756 EUR-1,534
S&P 50030 minn/a 1,85958.151,401 EUR-1,325

Charts

Results by run

Top 10 of 19 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend Filtered MACD Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE dn = 0
ONCE st = 0
ONCE dir = 1

myAtr = AverageTrueRange[10](close)
basicup = MedianPrice + 3 * myAtr
basicdn = MedianPrice - 3 * myAtr
prevup = up
prevdn = dn
prevst = st

47 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

SuperTrendATRMACDEMA
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 Filtered MACD Crossover 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 19 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 2.68 over 155 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,719 EUR at the tested position size, against a net result of 23,431 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

Smoothed MACD Turn With RSI

Also a momentum strategy.

2.60 PF · 5,812 trades

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

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