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Strategies / Trend / SuperTrend Flip With RSI Filter

SuperTrend Flip With RSI Filter

Buys when SuperTrend (ATR 10, factor 3) flips up with RSI(14) below 70 while the 200-period SMA is not falling, and sells short on the mirrored flip. Trades use a 0.5% stop loss and a 1.0% take profit, measured from entry.

TrendLong & shortSwingDow JonesDaily
1.34Profit factor
3,594Net profit EUR
31.80%Win rate
283Trades
-840Max drawdown
12.70Avg trade

Best run of 2. Dow Jones, Daily, spread 3, from run pf:2026-10-04-DOW30-D.tsv:4.

Entry rules, long

  2. RSI(14) is below 70.
  3. The 200-period SMA is not falling, meaning it is at or above its value on the prior bar.
  4. Only when no long position is open.

Entry rules, short

  2. RSI(14) is above 30.
  3. The 200-period SMA is falling, meaning it is below its value on the prior bar.
  4. Only when no short position is open.

Exit rules

  2. If the opposite entry also qualifies, the position reverses instead.
  3. A stop loss of 0.5% and a take profit of 1.0% are set from the entry price.

Test conditions

PeriodUp to 2026-10-04
InstrumentDow Jones, Daily
Spread3 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
Dow JonesBest runDaily1.34 28331.803,594 EUR-840
FTSE 100Dailyn/a 30538.691,087 EUR-784

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SuperTrend Flip With RSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE lo = 0
ONCE dir = 1
ONCE st = 0

myAtr = AverageTrueRange[10](close)
prevup = up
prevlo = lo
prevst = st
prevdir = dir

64 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

SuperTrendATRRSISMA
Longer historyRe-run on up to 1,000,000 barsDow Jones · Daily · older data 77.20 EUR

Dow Jones had no history beyond the standard run, so both runs used 14,000 bars.

Dow Jones · Daily

Bars available14,000
Net, standard 200,000-bar run3,593.90 EUR
Net, long run3,671.10 EUR
Net on the older data alone77.20 EUR
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 RSI 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 2 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 1.34 over 283 trades.

How large was the drawdown?

The best run had a maximum drawdown of 840 EUR at the tested position size, against a net result of 3,594 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