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 / Trend / SuperTrend Flip With ROC Filter

SuperTrend Flip With ROC Filter

Buys when a SuperTrend flips up and sells short when it flips down, but only when the smoothed 30-period rate of change is beyond plus or minus 3. Each entry carries a 6% stop from entry.

TrendLong & shortIntradaySilver10 min
n/aProfit factor
31,759Net profit USD
37.50%Win rate
152Trades
-15,937Max drawdown
209Avg trade

Best run of 13. Silver, 10 min, spread 2, from run sweeps:2026-10-07-SILVER-10m-opt.tsv:6.

Entry rules, long

  2. The 15-period EMA of the 30-bar rate of change is above 3 or below -3.

Entry rules, short

  2. The 15-period EMA of the 30-bar rate of change is above 3 or below -3.

Exit rules

  2. An opposite signal reverses the position.

Test conditions

PeriodUp to 2026-10-07
InstrumentSilver, 10 minutes
Spread2 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run10 minn/a 15237.5031,759 USD-15,937
USD/JPY30 minn/a 2100.00831,840 USD-260,990
USD/JPY15 minn/a 1100.00257,730 USD-222,180
Nikkei 22515 minn/a 4438.6423,442 USD-23,221
Nasdaq 10015 minn/a 5841.389,582 EUR-5,892
DAX 4015 minn/a 4740.437,809 EUR-4,477
US Crude Oil5 minn/a 9338.717,251 EUR-4,929
Brent Crude3 minn/a 6240.324,991 EUR-3,507
Nasdaq 1005 minn/a 837.504,869 EUR-3,656
FTSE 10010 minn/a 366.672,770 EUR-1,258
FTSE 1005 minn/a 366.672,666 EUR-1,260
GBP/USD30 minn/a 650.001,957 USD-1,326
S&P 5005 minn/a 520.001,704 EUR-1,057

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 With ROC Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE longstop = 0
ONCE shortstop = 0
ONCE dir = 1

myAtr = 1.3 * AverageTrueRange[3](close)
lsprev = longstop
ssprev = shortstop
longstop = MedianPrice - myAtr

30 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

SuperTrendATREMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 15,936 USD is large next to the net profit of 31,759 USD.

Questions

About this strategy

Can I run SuperTrend Flip With ROC 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 13 market and timeframe combinations. The best run by trade count was Silver, 10 minutes, with 152 trades.

How large was the drawdown?

The best run had a maximum drawdown of 15,936 USD at the tested position size, against a net result of 31,759 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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.comStatsDocs