Strategies / Trend / Supertrend Flip With Band Width Filter

Supertrend Flip With Band Width Filter

Trades Supertrend flips (ATR 10, factor 3, median price) and filters entries with Bollinger band width above its 20-bar average. It buys on uptrend flips and sells short on downtrend flips, and each qualifying flip reverses an open trade.

TrendLong & shortSwingNasdaq 100Daily

1.80Profit factor

21,533Net profit EUR

40.11%Win rate

374Trades

-4,956Max drawdown

57.57Avg trade

Best run of 16. Nasdaq 100, Daily, spread 3, from run pf:2026-10-04-NAS100-D.tsv:3.

Entry rules, long

Bollinger band width, 4 standard deviations over the 20-bar mean, is above its 20-bar average.
No long position is open.

Entry rules, short

Bollinger band width, 4 standard deviations over the 20-bar mean, is above its 20-bar average.
No short position is open.

Exit rules

An uptrend flip closes an open short if the band width filter does not hold.
A downtrend flip closes an open long if the band width filter does not hold.

Test conditions

Period	Up to 2026-10-04
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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	1.80	374	40.11	21,533 EUR	-4,956
Dow Jones	Daily	1.76	413	43.58	44,823 EUR	-9,601
Dow Jones	1 hour	n/a	1,165	43.61	28,382 EUR	-8,123
Nikkei 225	4 hours	n/a	822	39.05	21,708 USD	-16,830
Nasdaq 100	4 hours	n/a	1,014	41.81	21,120 EUR	-5,655
Dow Jones	30 min	n/a	3,169	42.47	15,020 EUR	-10,237
Dow Jones	4 hours	n/a	328	42.38	13,692 EUR	-9,010
DAX 40	1 hour	n/a	3,426	40.78	11,421 EUR	-7,539
FTSE 100	Daily	n/a	424	50.00	9,308 EUR	-3,454
DAX 40	4 hours	n/a	986	44.02	8,763 EUR	-8,439
Brent Crude	4 hours	n/a	550	44.73	8,493 EUR	-4,086
DAX 40	Daily	n/a	696	33.76	8,082 EUR	-5,284
S&P 500	Daily	n/a	453	37.75	4,774 EUR	-1,275
S&P 500	4 hours	n/a	1,031	41.13	3,044 EUR	-1,596
Gold	4 hours	n/a	880	38.98	2,702 EUR	-964
Gold	Daily	n/a	406	37.44	2,197 EUR	-1,075

Charts

Results by run

Top 10 of 16 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 With Band Width Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE fub = 0
ONCE flb = 0
ONCE dir = 1
ONCE st = 0

atrval = AverageTrueRange[10](close)
basicup = MedianPrice + 3.0 * atrval
basiclo = MedianPrice - 3.0 * atrval

prevup = fub
prevlo = flb
prevst = st
prevdir = dir

58 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

SuperTrendATRBollinger BandsSMA

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 212.30 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available	10,000
Net, standard 200,000-bar run	21,532.90 EUR
Net, long run	21,745.20 EUR
Net on the older data alone	212.30 EUR

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 With Band Width 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 was Nasdaq 100, Daily, with a profit factor of 1.80 over 374 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,956 EUR at the tested position size, against a net result of 21,533 EUR.

Does it trade long, short or both?

It trades both long and short.

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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.com Stats Docs