Strategies / Trend / Supertrend Order Block Trend Filter

Supertrend Order Block Trend Filter

This idea buys when a Supertrend turns up above the 200-period moving average and sells short when it turns down below it. Trades need trend strength and a nearby order block, and each has a fixed 0.8% stop and 1.6% target.

TrendLong & shortIntradayUSD/JPY15 min

1.57Profit factor

641,620Net profit USD

44.09%Win rate

186Trades

-110,180Max drawdown

3,450Avg trade

Best run of 24. USD/JPY, 15 min, spread 1, from run pf:2026-10-11-USDJPY-15m.tsv:1.

Entry rules, long

The close is above the 200-period simple moving average.
ADX(14) is at least 20.
No bearish RSI divergence over the prior 5 bars, and a recent bullish order block lies within 1.5 times ATR of the close.
The signal bar's range and body are each at most 2 times the 10-period ATR.

Entry rules, short

The close is below the 200-period simple moving average.
ADX(14) is at least 20.
No bullish RSI divergence over the prior 5 bars, and a recent bearish order block lies within 1.5 times ATR of the close.
The signal bar's range and body are each at most 2 times the 10-period ATR.

Exit rules

A target 1.6% from entry closes the trade at the fixed level.
New signals are ignored while a position is open, so exits are only the stop or target.

Test conditions

Period	Up to 2026-10-11
Instrument	USD/JPY, 15 minutes
Spread	1 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
USD/JPYBest run	15 min	1.57	186	44.09	641,620 USD	-110,180
USD/JPY	10 min	n/a	194	39.69	388,520 USD	-141,320
USD/JPY	5 min	n/a	120	39.17	228,570 USD	-200,670
USD/JPY	2 min	n/a	41	48.78	214,840 USD	-49,310
USD/JPY	3 min	n/a	76	39.47	155,880 USD	-129,460
USD/JPY	Daily	n/a	40	37.50	117,760 USD	-86,960
EUR/USD	30 min	n/a	292	36.99	27,198 USD	-17,672
EUR/USD	Daily	n/a	34	38.24	6,794 USD	-6,341
DAX 40	5 min	n/a	199	39.70	5,093 EUR	-1,753
Dow Jones	1 hour	n/a	79	39.24	4,287 EUR	-2,508
Nasdaq 100	1 min	n/a	106	39.62	3,808 EUR	-3,581
Brent Crude	2 min	n/a	291	39.18	3,014 EUR	-1,145
FTSE 100	1 hour	n/a	272	37.13	1,664 EUR	-1,398
DAX 40	4 hours	n/a	113	38.05	1,605 EUR	-917
Gold	5 min	n/a	268	41.79	1,426 EUR	-1,003
US Crude Oil	2 min	n/a	315	35.24	1,082 EUR	-800
FTSE 100	2 min	n/a	86	39.53	1,081 EUR	-1,066
S&P 500	30 min	n/a	390	36.67	959 EUR	-552
Silver	Daily	n/a	41	24.39	938 USD	-671
Gold	10 min	n/a	305	37.70	859 EUR	-456
FTSE 100	Daily	n/a	32	50.00	811 EUR	-163
S&P 500	1 min	n/a	52	42.31	695 EUR	-420
Gold	30 min	n/a	426	35.45	666 EUR	-360
Gold	15 min	n/a	326	37.73	641 EUR	-471

Charts

Results by run

Top 10 of 24 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend Order Block Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lband = 0
ONCE uband = 0
ONCE dir = 1
ONCE st = 0
ONCE bullob = 0
ONCE bearob = 0
ONCE hasbull = 0
ONCE hasbear = 0

myAtr = AverageTrueRange[10](close)

prevlband = lband
prevuband = uband
prevst = st
prevdir = dir
newl = MedianPrice - 3 * myAtr
newu = MedianPrice + 3 * myAtr

100 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

SuperTrendADXATRSMARSI

Longer historyRe-run on up to 1,000,000 barsUSD/JPY · 15 min · older data 123,510.00 USD

On the long run with 511,000 bars the net result was 765,130 USD, against 641,620 USD on the standard 200,000-bar run. The older data alone gave 123,510 USD.

USD/JPY · 15 min

Bars available	511,000
Net, standard 200,000-bar run	641,620.00 USD
Net, long run	765,130.00 USD
Net on the older data alone	123,510.00 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 Order Block Trend 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 24 market and timeframe combinations. The best run was USD/JPY, 15 minutes, with a profit factor of 1.57 over 186 trades.

How large was the drawdown?

The best run had a maximum drawdown of 110,180 USD at the tested position size, against a net result of 641,620 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

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EMA 5 32 Fixed Percent Bracket

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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

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