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Strategies / Trend / Supertrend Flip With Volume Filter

Supertrend Flip With Volume Filter

Buys when Supertrend (ATR 10, factor 2) flips to an uptrend with close above its 50-bar average and volume above 1.2 times its 20-bar average, and sells short on the mirror flip. Each trade has a 5% stop and a 10% target.

TrendLong & shortSwingSilver4 hours
1.47Profit factor
28,308Net profit USD
37.15%Win rate
428Trades
-6,309Max drawdown
66.14Avg trade

Best run of 8. Silver, 4 hours, spread 2, from run pf:2026-10-04-SILVER-4h.tsv:2.

Entry rules, long

  2. The close is above the 50-bar simple moving average.
  3. Volume is above 1.2 times its 20-bar average.
  4. No long position is already open.

Entry rules, short

  2. The close is below the 50-bar simple moving average.
  3. Volume is above 1.2 times its 20-bar average.
  4. No short position is already open.

Exit rules

  2. A 10% profit target from the entry price closes the trade.
  3. If no new entry fires, an open long closes when the Supertrend turns down, and an open short closes when it turns up.

Test conditions

PeriodUp to 2026-10-04
InstrumentSilver, 4 hours
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run4 hours1.47 42837.1528,308 USD-6,309
USD/JPY30 minn/a 3,24937.24687,450 USD-177,050
USD/JPY1 hourn/a 1,57738.05373,320 USD-170,060
SilverDailyn/a 7745.4511,169 USD-6,816
Brent CrudeDailyn/a 3855.269,501 EUR-1,540
US Crude OilDailyn/a 5743.864,743 EUR-2,838
Gold4 hoursn/a 40838.731,630 EUR-476
Gold1 hourn/a 1,59436.321,239 EUR-474

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE ub = 0
ONCE lb = 0
ONCE dir = 1
ONCE st = 0

src = MedianPrice
myAtr = AverageTrueRange[10](close)
bu = src + 2.0 * myAtr
bl = src - 2.0 * myAtr

63 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

SuperTrendATRSMAVolume
Longer historyRe-run on up to 1,000,000 barsSilver · 4 hours · older data 0.00 USD

Silver had no history beyond the standard run, so both runs used 30,000 bars.

Silver · 4 hours

Bars available30,000
Net, standard 200,000-bar run28,308.00 USD
Net, long run28,308.00 USD
Net on the older data alone0.00 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 Volume 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 Silver, 4 hours, with a profit factor of 1.47 over 428 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,309 USD at the tested position size, against a net result of 28,308 USD.

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