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Strategies / Momentum / Supertrend RSI Fifty Filter

Supertrend RSI Fifty Filter

Buys when Supertrend (ATR 10, factor 3) is bullish and RSI(14) is above 50, and sells short when Supertrend is bearish and RSI is below 50. Longs close above RSI 70 and shorts close below RSI 30.

MomentumLong & shortSwingUSD/JPYDaily
n/aProfit factor
868,360Net profit USD
59.23%Win rate
1,398Trades
-684,880Max drawdown
621Avg trade

Best run of 8. USD/JPY, Daily, spread 1, from run sweeps:2026-10-03-USDJPY-D-opt.tsv:82.

Entry rules, long

  2. RSI(14) is above 50.
  3. No long position is open.

Entry rules, short

  2. RSI(14) is below 50.
  3. No short position is open.

Exit rules

  2. RSI(14) is below 30, closing the short.
  3. An opposite signal reverses the position.

Test conditions

PeriodUp to 2026-10-03
InstrumentUSD/JPY, 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDailyn/a 1,39859.23868,360 USD-684,880
EUR/USDDailyn/a 1,18656.24108,089 USD-54,291
Nikkei 225Dailyn/a 1,13057.0841,955 USD-19,946
SilverDailyn/a 1,13052.3021,590 USD-17,096
Brent CrudeDailyn/a 56157.5818,853 EUR-6,081
Dow JonesDailyn/a 1,33855.7518,265 EUR-12,720
Nasdaq 100Dailyn/a 1,17748.5116,509 EUR-5,165
US Crude OilDailyn/a 1,07354.5215,623 EUR-6,235

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend RSI Fifty Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ub = 0
ONCE lb = 0
ONCE dir = 1
ONCE st = 0

myAtr = AverageTrueRange[10](close)
upper = MedianPrice + 3.0 * myAtr
lower = MedianPrice - 3.0 * myAtr

59 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

SuperTrendATRRSI
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 684,880 USD is large next to the net profit of 868,360 USD.
  • 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 Fifty 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 8 market and timeframe combinations. The best run by trade count was USD/JPY, Daily, with 1,398 trades.

How large was the drawdown?

The best run had a maximum drawdown of 684,880 USD at the tested position size, against a net result of 868,360 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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EMA 8 21 RSI Filtered Bracket

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1.09 PF · 6,194 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

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