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Strategies / Trend / Supertrend RSI Reversal

Supertrend RSI Reversal

Reverses into a long whenever the Supertrend trend is up and RSI(14) is above 50, and into a short whenever it is down and RSI is below 50. Closes a long above RSI 70 and a short below RSI 30.

TrendLong & shortSwingGold4 hours
n/aProfit factor
1,594Net profit EUR
51.27%Win rate
2,912Trades
-860Max drawdown
0.55Avg trade

Best run of 9. Gold, 4 hours, spread 0.6, from run sweeps:2026-10-11-GOLD-4h-opt.tsv:37.

Entry rules, long

  2. RSI(14) is above 50.

Entry rules, short

  2. RSI(14) is below 50.

Exit rules

  2. RSI(14) falls below 30, closing the short.

Test conditions

PeriodUp to 2026-10-11
InstrumentGold, 4 hours
Spread0.6 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run4 hoursn/a 2,91251.271,594 EUR-860
Nikkei 225Dailyn/a 1,08153.1946,724 USD-20,996
SilverDailyn/a 99548.4429,036 USD-21,427
Dow JonesDailyn/a 1,24453.7023,586 EUR-15,384
Brent CrudeDailyn/a 42455.4220,722 EUR-7,989
Nasdaq 100Dailyn/a 1,19045.8017,687 EUR-4,882
Dow Jones4 hoursn/a 99054.7515,984 EUR-9,974
US Crude OilDailyn/a 88650.2313,914 EUR-7,933
GoldDailyn/a 1,20050.751,878 EUR-902

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend RSI Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE upper = 0
ONCE lower = 0
ONCE dir = 1
ONCE st = 0

myAtr = AverageTrueRange[10](close)
prevupper = upper
prevlower = lower
prevst = st
bup = MedianPrice + 3 * myAtr
blo = MedianPrice - 3 * myAtr

48 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

SuperTrendRSIATR
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 860 EUR is large next to the net profit of 1,594 EUR.
  • 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 Reversal 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 9 market and timeframe combinations. The best run by trade count was Gold, 4 hours, with 2,912 trades.

How large was the drawdown?

The best run had a maximum drawdown of 860 EUR at the tested position size, against a net result of 1,594 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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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.comStatsDocs