Strategies / Mean reversion / Supertrend RSI Pullback Candle Entry

Supertrend RSI Pullback Candle Entry

Waits for RSI(14) to fall below 40 during a Supertrend (ATR 10, factor 3) uptrend, then buys on a green candle. Shorts mirror this with RSI above 60 and a red candle, and each entry has a 3% stop loss.

Mean reversionLong & shortSwingDow JonesDaily

1.85Profit factor

48,405Net profit EUR

29.07%Win rate

289Trades

-8,598Max drawdown

167Avg trade

Best run of 30. Dow Jones, Daily, spread 3, from run pf:2026-10-12-DOW30-D.tsv:28.

Entry rules, long

The Supertrend (ATR 10, factor 3, median price) is in an uptrend.
A long watch is armed when RSI(14) is below 40 during the uptrend and stays armed until RSI(14) rises above 50.
No position is open.

Entry rules, short

The Supertrend (ATR 10, factor 3, median price) is in a downtrend.
A short watch is armed when RSI(14) is above 60 during the downtrend and stays armed until RSI(14) falls below 50.
No position is open.

Exit rules

A 3% stop loss from the entry price closes the trade.
After RSI(14) falls below 30 while short, the first green candle closes the trade.

Test conditions

Period	Up to 2026-10-12
Instrument	Dow Jones, Daily
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
Dow JonesBest run	Daily	1.85	289	29.07	48,405 EUR	-8,598
Nikkei 225	4 hours	n/a	341	49.56	44,537 USD	-14,097
Nikkei 225	1 hour	n/a	868	62.67	35,584 USD	-11,552
Nikkei 225	15 min	n/a	1,317	64.69	24,786 USD	-9,839
Nikkei 225	10 min	n/a	1,279	66.15	22,783 USD	-9,221
Nasdaq 100	4 hours	n/a	468	50.64	20,908 EUR	-5,540
Nikkei 225	30 min	n/a	1,469	64.81	20,614 USD	-11,896
Dow Jones	30 min	n/a	571	65.85	19,918 EUR	-8,848
Dow Jones	4 hours	n/a	129	54.26	17,158 EUR	-9,342
Nasdaq 100	1 hour	n/a	1,125	62.93	16,493 EUR	-5,285
Dow Jones	15 min	n/a	1,028	66.34	15,809 EUR	-8,658
DAX 40	Daily	n/a	248	23.79	14,862 EUR	-5,844
Dow Jones	10 min	n/a	1,184	67.74	14,476 EUR	-8,258
DAX 40	4 hours	n/a	434	45.39	12,701 EUR	-4,995
Nasdaq 100	30 min	n/a	1,356	66.81	12,403 EUR	-6,036
Nasdaq 100	15 min	n/a	1,383	67.39	11,547 EUR	-5,413
DAX 40	1 hour	n/a	1,023	60.41	7,709 EUR	-6,864
FTSE 100	Daily	n/a	218	31.65	7,567 EUR	-3,378
DAX 40	10 min	n/a	1,221	66.34	5,325 EUR	-4,503
FTSE 100	1 hour	n/a	915	64.37	5,085 EUR	-3,974
DAX 40	30 min	n/a	1,418	63.82	4,655 EUR	-4,524
FTSE 100	15 min	n/a	1,226	66.07	4,516 EUR	-2,293
FTSE 100	10 min	n/a	1,145	66.72	3,787 EUR	-1,099
S&P 500	4 hours	n/a	397	52.64	3,718 EUR	-1,038
S&P 500	1 hour	n/a	1,065	65.16	3,593 EUR	-1,205
S&P 500	30 min	n/a	1,286	69.36	3,437 EUR	-1,055
S&P 500	15 min	n/a	1,270	67.72	2,724 EUR	-1,262
S&P 500	Daily	n/a	298	28.86	2,708 EUR	-1,795
S&P 500	10 min	n/a	1,191	66.75	1,803 EUR	-1,431
Gold	4 hours	n/a	377	53.32	1,286 EUR	-934

Charts

Results by run

Top 10 of 30 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend RSI Pullback Candle Entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE lo = 0
ONCE dir = 1
ONCE st = 0
ONCE watchlong = 0
ONCE watchshort = 0
ONCE waitlong = 0
ONCE waitshort = 0

myAtr = AverageTrueRange[10](close)
prevup = up
prevlo = lo
prevst = st

97 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

SuperTrendATRRSI

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 RSI Pullback Candle Entry 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 30 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 1.85 over 289 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,598 EUR at the tested position size, against a net result of 48,405 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

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Turtle Trade

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2.42 PF · 6,324 trades

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Also a mean reversion strategy.

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