Strategies / Trend / Supertrend Pullback Continuation

Supertrend Pullback Continuation

Buys a pullback inside a Supertrend uptrend when price resumes above the prior high and trend and momentum filters agree. Sells short on the mirror setup, with each trade capped by a 1% stop and a 2% target.

TrendLong & shortSwingNasdaq 1001 hour

1.69Profit factor

5,601Net profit EUR

37.31%Win rate

201Trades

-967Max drawdown

27.87Avg trade

Best run of 43. Nasdaq 100, 1 hour, spread 3, from run pf:2026-10-12-NAS100-1h.tsv:7.

Entry rules, long

The previous bar's low dipped below the Supertrend line, and the bar before that was at or above it.
The current high is above the previous high.
RSI(14) is at least 50, and the close is above EMA(200).
MACD(12, 26) line is above 0, and CCI(20) is above 200.

Entry rules, short

The previous bar's high rose above the Supertrend line, and the bar before that was at or below it.
The current low is below the previous low.
RSI(14) is at most 50, and the close is below EMA(200).
MACD(12, 26) line is below 0, and CCI(20) is below -200.

Exit rules

Each trade has a 2% profit target from the entry price.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, 1 hour
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	1 hour	1.69	201	37.31	5,601 EUR	-967
USD/JPY	15 min	1.64	100	45.00	484,990 USD	-110,400
S&P 500	10 min	1.57	123	44.72	2,061 EUR	-433
Nasdaq 100	15 min	1.48	218	44.50	9,410 EUR	-1,810
Nasdaq 100	10 min	1.39	172	41.28	7,142 EUR	-1,659
USD/JPY	10 min	n/a	100	45.00	476,090 USD	-123,860
USD/JPY	5 min	n/a	57	42.11	196,830 USD	-91,010
USD/JPY	3 min	n/a	38	44.74	171,020 USD	-101,260
USD/JPY	2 min	n/a	24	45.83	111,930 USD	-83,720
EUR/USD	1 hour	n/a	164	36.59	16,351 USD	-14,434
Nikkei 225	10 min	n/a	211	37.91	12,614 USD	-5,989
Nikkei 225	30 min	n/a	247	40.08	10,277 USD	-5,531
Dow Jones	15 min	n/a	147	39.46	9,815 EUR	-2,907
Nikkei 225	1 hour	n/a	107	44.86	7,079 USD	-2,994
Silver	5 min	n/a	117	42.74	6,870 USD	-4,754
Dow Jones	3 min	n/a	72	38.89	5,180 EUR	-3,990
EUR/USD	Daily	n/a	2	100.00	5,032 USD	-1,355
DAX 40	5 min	n/a	104	41.35	4,921 EUR	-1,672
Dow Jones	1 min	n/a	31	45.16	4,851 EUR	-3,320
Dow Jones	1 hour	n/a	51	43.14	4,835 EUR	-2,202
Nasdaq 100	30 min	n/a	284	40.85	4,639 EUR	-4,481
Nasdaq 100	3 min	n/a	101	40.59	4,464 EUR	-3,792
Silver	2 min	n/a	117	37.61	4,457 USD	-4,130
Nasdaq 100	5 min	n/a	122	38.52	3,453 EUR	-3,196
Nasdaq 100	1 min	n/a	63	41.27	3,298 EUR	-2,686
Nikkei 225	4 hours	n/a	14	64.29	3,160 USD	-1,213
GBP/USD	1 hour	n/a	130	37.69	2,650 USD	-2,625
Brent Crude	2 min	n/a	140	40.00	2,446 EUR	-967
DAX 40	3 min	n/a	89	38.20	2,434 EUR	-2,137
Brent Crude	5 min	n/a	149	40.27	2,387 EUR	-637
Brent Crude	3 min	n/a	153	38.56	2,033 EUR	-863
Gold	3 min	n/a	80	50.00	1,537 EUR	-290
Gold	5 min	n/a	89	48.31	1,262 EUR	-628
Silver	4 hours	n/a	34	47.06	1,015 USD	-660
S&P 500	5 min	n/a	92	39.13	810 EUR	-744
Gold	10 min	n/a	125	39.20	724 EUR	-599
Gold	15 min	n/a	142	40.14	632 EUR	-499
Gold	1 hour	n/a	185	39.46	506 EUR	-270
US Crude Oil	Daily	n/a	5	60.00	429 EUR	-71.90
Gold	4 hours	n/a	39	46.15	307 EUR	-96.10
FTSE 100	Daily	n/a	3	100.00	130 EUR	-0.00
Dow Jones	Daily	n/a	1	100.00	61.10 EUR	-0.00
DAX 40	Daily	n/a	5	40.00	45.50 EUR	-20.50

Charts

Results by run

Top 10 of 43 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 Pullback Continuation
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lowerband = 0
ONCE upperband = 0
ONCE st = 0
ONCE dir = 1

myAtr = AverageTrueRange[10](close)
lowraw = MedianPrice - 3.0 * myAtr
upraw = MedianPrice + 3.0 * myAtr
prevlower = lowerband
prevupper = upperband
prevst = st

58 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

SuperTrendATREMARSIMACDCCI

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 Pullback Continuation 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 43 market and timeframe combinations. The best run was Nasdaq 100, 1 hour, with a profit factor of 1.69 over 201 trades.

How large was the drawdown?

The best run had a maximum drawdown of 967 EUR at the tested position size, against a net result of 5,601 EUR.

Does it trade long, short or both?

It trades both long and short.

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Copy trading on US indices is available to ProRealAlgos members as spots open.

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