Strategies / Trend / Supertrend Flip With EMA Filter

Supertrend Flip With EMA Filter

Buys when Supertrend (ATR 10, factor 1.8) flips up while price is above its 200 EMA, and sells short when it flips down while price is below that EMA. A flip against an open position closes it.

TrendLong & shortSwingUSD/JPYDaily

1.93Profit factor

3,310,530Net profit USD

41.99%Win rate

362Trades

-245,700Max drawdown

9,145Avg trade

Best run of 8. USD/JPY, Daily, spread 1, from run pf:2026-10-10-USDJPY-D.tsv:10.

Entry rules, long

The close is above the 200 EMA.

Entry rules, short

The close is below the 200 EMA.

Exit rules

An uptrend flip while short closes the short, and reverses to long if the close is above the 200 EMA.
No stop or target is set.

Test conditions

Period	Up to 2026-10-10
Instrument	USD/JPY, Daily
Spread	1 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.93	362	41.99	3,310,530 USD	-245,700
EUR/USD	Daily	1.50	370	44.32	161,554 USD	-36,904
USD/JPY	1 hour	n/a	3,407	37.51	386,390 USD	-227,590
EUR/USD	4 hours	n/a	1,203	37.66	43,843 USD	-32,892
Nikkei 225	Daily	n/a	381	41.21	30,215 USD	-13,788
GBP/USD	Daily	n/a	412	40.29	11,946 USD	-7,008
Gold	4 hours	n/a	807	41.88	1,898 EUR	-1,415
Gold	1 hour	n/a	3,039	35.97	1,539 EUR	-904

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend Flip With EMA 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

myAtr = AverageTrueRange[10](close)
ub = MedianPrice + 1.8 * myAtr
lb = MedianPrice - 1.8 * myAtr

51 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

SuperTrendEMAATR

Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data -10.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available	12,000
Net, standard 200,000-bar run	3,310,530.00 USD
Net, long run	3,310,520.00 USD
Net on the older data alone	-10.00 USD

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Supertrend Flip With EMA 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 8 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.93 over 362 trades.

How large was the drawdown?

The best run had a maximum drawdown of 245,700 USD at the tested position size, against a net result of 3,310,530 USD.

Does it trade long, short or both?

It trades both long and short.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

200-Period Average Two-Way Crossover

Also a trend strategy.

1.92 PF · 370 trades

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