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Strategies / Trend / Supertrend Flip Reversal System

Supertrend Flip Reversal System

Trades each Supertrend flip (ATR 10, factor 3, median price). It buys when the trend flips up and sells short when it flips down, so each flip reverses the position, with no stop or target.

TrendLong & shortSwingGold4 hours
1.39Profit factor
3,913Net profit EUR
40.12%Win rate
825Trades
-938Max drawdown
4.74Avg trade

Best run of 13. Gold, 4 hours, spread 0.6, from run pf:2026-10-04-GOLD-4h.tsv:1.

Entry rules, long

  2. No long position is already open.

Entry rules, short

  2. No short position is already open.

Exit rules

  1. An opposite flip closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-04
InstrumentGold, 4 hours
Spread0.6 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run4 hours1.39 82540.123,913 EUR-938
USD/JPYDailyn/a 40137.911,470,150 USD-582,140
USD/JPY1 hourn/a 3,38337.19449,250 USD-322,870
EUR/USDDailyn/a 36139.34112,990 USD-42,679
Brent CrudeDailyn/a 15241.4520,903 EUR-6,655
Dow Jones4 hoursn/a 29239.3818,327 EUR-11,871
DAX 4030 minn/a 5,42136.5114,564 EUR-6,216
Nasdaq 100Dailyn/a 36434.6212,855 EUR-5,381
US Crude OilDailyn/a 35041.4312,624 EUR-7,703
Brent Crude1 hourn/a 1,78538.546,180 EUR-5,638
Gold30 minn/a 4,89535.532,212 EUR-1,988
GoldDailyn/a 39139.391,829 EUR-1,282
Gold1 hourn/a 2,94336.871,463 EUR-884

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend Flip Reversal System
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE dn = 0
ONCE trend = 1

src = MedianPrice
myAtr = AverageTrueRange[10](close)
basicup = src - 3.0 * myAtr
basicdn = src + 3.0 * myAtr

39 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

SuperTrendATR
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 Reversal System 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 13 market and timeframe combinations. The best run was Gold, 4 hours, with a profit factor of 1.39 over 825 trades.

How large was the drawdown?

The best run had a maximum drawdown of 938 EUR at the tested position size, against a net result of 3,913 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