Strategies / Trend / Supertrend Flip Above Regression Line

Supertrend Flip Above Regression Line

Buys when a Supertrend (ATR 14, factor 3) flips to an uptrend while the close is above its 101-bar linear regression line. Closes the long when the Supertrend flips to a downtrend.

TrendLong onlySwingNasdaq 100Daily

2.35Profit factor

15,015Net profit EUR

49.62%Win rate

131Trades

-3,160Max drawdown

115Avg trade

Best run of 33. Nasdaq 100, Daily, spread 3, from run pf:2026-10-13-NAS100-D.tsv:11.

Entry rules, long

The close is above the 101-bar linear regression value.
No long position is already open.

Exit rules

The Supertrend flips to a downtrend, closing the long.

Test conditions

Period	Up to 2026-10-13
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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.35	131	49.62	15,015 EUR	-3,160
Gold	4 hours	2.05	334	44.61	3,891 EUR	-684
Dow Jones	4 hours	1.77	103	44.66	20,145 EUR	-3,654
S&P 500	4 hours	1.70	341	44.87	4,267 EUR	-623
Nasdaq 100	4 hours	1.56	360	44.17	14,527 EUR	-3,513
Silver	4 hours	n/a	334	39.22	39,124 USD	-10,280
Nikkei 225	Daily	n/a	131	43.51	29,754 USD	-12,729
Nikkei 225	1 hour	n/a	1,078	41.09	27,777 USD	-9,332
Nikkei 225	4 hours	n/a	266	45.49	27,640 USD	-11,987
Nikkei 225	5 min	n/a	2,184	36.45	17,944 USD	-9,404
Dow Jones	Daily	n/a	141	43.26	17,478 EUR	-9,453
Nikkei 225	3 min	n/a	2,143	35.56	14,560 USD	-6,306
Nasdaq 100	10 min	n/a	2,082	38.52	13,764 EUR	-3,852
Nasdaq 100	15 min	n/a	2,084	38.72	13,687 EUR	-4,420
Nikkei 225	30 min	n/a	2,200	37.00	13,554 USD	-11,871
Nikkei 225	15 min	n/a	2,180	38.03	13,073 USD	-10,614
Nasdaq 100	1 hour	n/a	1,342	39.94	11,658 EUR	-3,026
DAX 40	1 hour	n/a	1,212	40.35	11,514 EUR	-3,595
Nasdaq 100	30 min	n/a	2,185	40.32	9,772 EUR	-4,740
DAX 40	30 min	n/a	2,124	37.85	9,761 EUR	-3,963
Brent Crude	Daily	n/a	55	47.27	9,553 EUR	-6,428
Dow Jones	1 hour	n/a	458	40.61	9,440 EUR	-7,833
Dow Jones	30 min	n/a	896	40.40	8,918 EUR	-8,426
Nasdaq 100	5 min	n/a	2,074	38.81	8,507 EUR	-2,882
US Crude Oil	Daily	n/a	132	48.48	8,189 EUR	-6,181
DAX 40	4 hours	n/a	359	41.50	6,455 EUR	-3,564
Gold	30 min	n/a	2,019	37.25	2,111 EUR	-560
Gold	1 hour	n/a	1,213	40.07	2,018 EUR	-802
S&P 500	1 hour	n/a	1,334	40.10	1,969 EUR	-911
Gold	Daily	n/a	161	40.99	1,856 EUR	-1,239
S&P 500	Daily	n/a	166	39.16	1,759 EUR	-759
S&P 500	30 min	n/a	2,213	39.77	1,196 EUR	-1,191
Gold	15 min	n/a	2,068	33.56	787 EUR	-751

Charts

Results by run

Top 10 of 33 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 Flip Above Regression Line
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

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

myAtr = AverageTrueRange[14](close)
bu = MedianPrice + 3 * myAtr
bl = MedianPrice - 3 * myAtr
prevdir = dir

38 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

SuperTrendATRLinear Regression

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 Flip Above Regression Line 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 33 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.35 over 131 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,160 EUR at the tested position size, against a net result of 15,015 EUR.

Does it trade long, short or both?

It only takes long trades.

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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.com Stats Docs

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