Strategies / Trend / Supertrend Long With Simple ATR

Supertrend Long With Simple ATR

Buys when a Supertrend using a 10-bar simple average of true range and a factor of 8.5 flips to an uptrend. The long is closed when the trend flips back to a downtrend.

TrendLong onlySwingNasdaq 1004 hours

2.26Profit factor

15,276Net profit EUR

48.09%Win rate

131Trades

-2,884Max drawdown

117Avg trade

Best run of 48. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-05-NAS100-4h.tsv:12.

Entry rules, long

No long position is open.

Exit rules

The Supertrend flips to a downtrend, closing the long.

Test conditions

Period	Up to 2026-10-05
Instrument	Nasdaq 100, 4 hours
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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	4 hours	2.26	131	48.09	15,276 EUR	-2,884
Gold	5 min	1.45	585	37.44	2,491 EUR	-365
Gold	3 min	1.43	512	40.43	2,271 EUR	-456
Gold	10 min	1.37	670	39.10	2,283 EUR	-434
Nasdaq 100	15 min	1.20	907	43.77	11,761 EUR	-2,823
USD/JPY	Daily	n/a	39	41.03	1,369,720 USD	-500,000
USD/JPY	30 min	n/a	672	40.77	482,840 USD	-169,520
USD/JPY	4 hours	n/a	110	40.91	482,690 USD	-337,180
USD/JPY	15 min	n/a	705	39.86	294,180 USD	-197,480
USD/JPY	10 min	n/a	718	41.78	262,100 USD	-167,620
Nikkei 225	Daily	n/a	39	56.41	64,063 USD	-11,480
Nikkei 225	1 hour	n/a	345	43.77	28,124 USD	-8,078
Silver	4 hours	n/a	97	41.24	27,459 USD	-27,254
Nikkei 225	30 min	n/a	769	40.96	19,991 USD	-14,922
Nikkei 225	4 hours	n/a	84	41.67	19,904 USD	-11,743
Silver	30 min	n/a	703	37.70	19,787 USD	-17,114
Silver	2 min	n/a	561	39.22	17,637 USD	-14,078
Dow Jones	Daily	n/a	43	44.19	16,767 EUR	-7,188
Nikkei 225	3 min	n/a	751	36.62	16,546 USD	-13,597
Silver	3 min	n/a	574	38.15	14,487 USD	-11,450
Nasdaq 100	1 hour	n/a	724	39.50	13,115 EUR	-3,457
Nasdaq 100	30 min	n/a	1,012	43.08	12,561 EUR	-5,118
Dow Jones	30 min	n/a	393	43.00	11,327 EUR	-6,934
DAX 40	30 min	n/a	1,038	40.08	11,214 EUR	-3,441
Nikkei 225	2 min	n/a	732	36.07	10,451 USD	-7,729
Nasdaq 100	Daily	n/a	42	52.38	10,097 EUR	-3,648
Nikkei 225	1 min	n/a	656	36.28	9,836 USD	-8,605
Nasdaq 100	5 min	n/a	749	37.52	9,494 EUR	-2,943
Dow Jones	4 hours	n/a	38	52.63	8,748 EUR	-4,245
Nasdaq 100	10 min	n/a	886	39.50	7,398 EUR	-3,313
Dow Jones	1 hour	n/a	213	43.66	7,373 EUR	-6,043
DAX 40	4 hours	n/a	106	46.23	7,272 EUR	-4,147
DAX 40	1 hour	n/a	576	41.67	6,684 EUR	-3,795
Nasdaq 100	3 min	n/a	659	39.91	6,037 EUR	-2,597
Dow Jones	5 min	n/a	793	33.42	5,731 EUR	-4,570
DAX 40	15 min	n/a	892	40.02	4,524 EUR	-3,617
Nasdaq 100	2 min	n/a	612	37.75	3,634 EUR	-2,668
S&P 500	4 hours	n/a	116	48.28	2,855 EUR	-807
Gold	1 hour	n/a	462	39.39	2,708 EUR	-719
Gold	Daily	n/a	39	46.15	2,439 EUR	-1,575
S&P 500	30 min	n/a	957	42.53	2,368 EUR	-795
S&P 500	1 hour	n/a	643	43.23	2,183 EUR	-780
Gold	4 hours	n/a	103	41.75	2,040 EUR	-1,242
Gold	15 min	n/a	679	39.03	1,991 EUR	-626
S&P 500	Daily	n/a	47	55.32	1,866 EUR	-788
S&P 500	15 min	n/a	888	41.78	1,517 EUR	-745
Gold	2 min	n/a	496	39.72	996 EUR	-539
S&P 500	5 min	n/a	761	38.11	840 EUR	-813

Charts

Results by run

Top 10 of 48 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 Long With Simple ATR
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE dn = 0
ONCE trend = 1

myAtr = Average[10](TR(close))
rawup = MedianPrice - 8.5 * myAtr
rawdn = MedianPrice + 8.5 * myAtr

38 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

SuperTrendTrue RangeSMA

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 4 hours · older data 249.70 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 28,000 bars.

Nasdaq 100 · 4 hours

Bars available	28,000
Net, standard 200,000-bar run	15,275.60 EUR
Net, long run	15,525.30 EUR
Net on the older data alone	249.70 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 Long With Simple ATR 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 48 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 2.26 over 131 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,884 EUR at the tested position size, against a net result of 15,276 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Supertrend Direction Flip Long

Also a trend strategy.

2.25 PF · 188 trades

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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.com Stats Docs