Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / SuperTrend RSI Crossover Long

SuperTrend RSI Crossover Long

Buys when SuperTrend is in an up trend and RSI(14) crosses above 50. Closes the long when RSI(14) is above 72 or SuperTrend flips to a down trend.

TrendLong onlySwingEUR/USDDaily
n/aProfit factor
4,370Net profit USD
100.00%Win rate
1Trades
-850Max drawdown
4,370Avg trade

Best run of 2. EUR/USD, Daily, spread 1, from run sweeps:2026-10-04-EURUSD-D-opt.tsv:30.

Entry rules, long

  2. SuperTrend, with factor 3 and ATR(10), is in an up trend.
  3. Enter long at market when flat and both conditions are met.

Exit rules

  2. The long closes at market when SuperTrend flips to a down trend.

Test conditions

PeriodUp to 2026-10-04
InstrumentEUR/USD, Daily
Spread1 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
EUR/USDBest runDailyn/a 1100.004,370 USD-850
US Crude Oil4 hoursn/a 1100.00559 EUR-145

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SuperTrend RSI Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lowband = 0
ONCE upband = 0
ONCE dir = 1

myAtr = AverageTrueRange[10](close)
myRsi = RSI[14](close)
olddir = dir
mid = (high + low) / 2
rawup = mid + 3.0 * myAtr
rawlow = mid - 3.0 * myAtr

30 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

RSISuperTrendATR
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The best run has only 1 trades, which is a small sample to judge it on.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run SuperTrend RSI Crossover Long 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 2 market and timeframe combinations. The best run by trade count was EUR/USD, Daily, with 1 trades.

How large was the drawdown?

The best run had a maximum drawdown of 850 USD at the tested position size, against a net result of 4,370 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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