Strategies / Trend / Supertrend Money Flow ROC

Supertrend Money Flow ROC

Buys when a Supertrend band confirms an uptrend, money flow is rising, and a filtered rate of change is beyond ±3. Sells short on the mirror setup, and every entry has a fixed 2% stop.

TrendLong & shortSwingGold1 hour

n/aProfit factor

1,387Net profit EUR

21.76%Win rate

170Trades

-1,002Max drawdown

8.16Avg trade

Best run of 11. Gold, 1 hour, spread 0.6, from run sweeps:2026-10-11-GOLD-1h-opt.tsv:16.

Entry rules, long

Money flow (20-bar up and down flows) is higher than on the previous bar.
The 13-period EMA of the 27-bar rate of change is above 3 or below -3.

Entry rules, short

Money flow (20-bar up and down flows) is lower than on the previous bar.
The 13-period EMA of the 27-bar rate of change is above 3 or below -3.

Exit rules

An opposite signal reverses the position.

Test conditions

Period	Up to 2026-10-11
Instrument	Gold, 1 hour
Spread	0.6 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	1 hour	n/a	170	21.76	1,387 EUR	-1,002
USD/JPY	Daily	n/a	56	37.50	599,950 USD	-299,880
EUR/USD	5 min	n/a	2	100.00	56,227 USD	-27,877
EUR/USD	30 min	n/a	3	66.67	54,024 USD	-27,782
EUR/USD	3 min	n/a	1	100.00	30,777 USD	-27,897
EUR/USD	2 min	n/a	2	50.00	29,992 USD	-28,457
Nasdaq 100	30 min	n/a	101	22.77	9,384 EUR	-4,828
US Crude Oil	5 min	n/a	77	27.27	7,923 EUR	-4,005
S&P 500	Daily	n/a	108	27.78	2,147 EUR	-1,954
S&P 500	15 min	n/a	37	35.14	1,401 EUR	-1,170
Gold	30 min	n/a	59	23.73	839 EUR	-720

Charts

Results by run

Top 10 of 11 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend Money Flow ROC
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE tup = 0
ONCE tdown = 0
ONCE trend = 1
ONCE mf = 50
ONCE mfok = 0

myAtr = AverageTrueRange[5](close)
upband = MedianPrice - 2 * myAtr
dnband = MedianPrice + 2 * myAtr
tupprev = tup
tdprev = tdown

64 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

ATREMASMAVolume

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 1,002 EUR is large next to the net profit of 1,387 EUR.

Questions

About this strategy

Can I run Supertrend Money Flow ROC 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 11 market and timeframe combinations. The best run by trade count was Gold, 1 hour, with 170 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,002 EUR at the tested position size, against a net result of 1,387 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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