The books... not free though
The strategy buys 1 contract when the close is above the SuperTrend line and RSI(14) is above 60. It sells when the close falls below the SuperTrend line, and it uses no stop or target.
Best run of 23. Nasdaq 100, Daily, spread 3, from run pf:2026-10-12-NAS100-D.tsv:5.
| Period | Up to 2026-10-12 |
| Instrument | Nasdaq 100, 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
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | Daily | 1.87 | 223 | 47.98 | 13,521 EUR | -3,257 |
| DAX 40 | Daily | 1.51 | 366 | 43.44 | 10,696 EUR | -2,424 |
| USD/JPY | 30 min | n/a | 2,220 | 38.87 | 552,890 USD | -144,630 |
| Silver | 4 hours | n/a | 445 | 39.33 | 34,790 USD | -9,852 |
| Nikkei 225 | Daily | n/a | 225 | 45.33 | 26,582 USD | -9,745 |
| Nikkei 225 | 1 hour | n/a | 1,502 | 41.01 | 24,532 USD | -11,462 |
| Brent Crude | Daily | n/a | 86 | 53.49 | 12,386 EUR | -5,299 |
| Dow Jones | Daily | n/a | 185 | 45.95 | 11,377 EUR | -5,616 |
| Nikkei 225 | 3 min | n/a | 2,339 | 34.67 | 10,421 USD | -7,758 |
| Nasdaq 100 | 15 min | n/a | 2,529 | 36.81 | 9,235 EUR | -4,359 |
| Nikkei 225 | 4 hours | n/a | 370 | 42.16 | 8,811 USD | -8,691 |
| Nasdaq 100 | 4 hours | n/a | 599 | 43.07 | 8,560 EUR | -4,124 |
| Dow Jones | 4 hours | n/a | 185 | 40.54 | 8,391 EUR | -5,267 |
| US Crude Oil | Daily | n/a | 161 | 43.48 | 7,677 EUR | -6,662 |
| Nasdaq 100 | 1 hour | n/a | 2,093 | 41.23 | 6,542 EUR | -3,291 |
| Nasdaq 100 | 5 min | n/a | 2,184 | 38.46 | 5,828 EUR | -3,365 |
| Nasdaq 100 | 30 min | n/a | 3,061 | 40.67 | 5,785 EUR | -3,294 |
| DAX 40 | 4 hours | n/a | 518 | 40.35 | 4,421 EUR | -3,990 |
| Gold | 4 hours | n/a | 457 | 44.20 | 3,267 EUR | -917 |
| Gold | 30 min | n/a | 2,402 | 40.22 | 2,681 EUR | -736 |
| Gold | 1 hour | n/a | 1,605 | 40.19 | 2,084 EUR | -683 |
| S&P 500 | Daily | n/a | 266 | 40.98 | 1,874 EUR | -692 |
| Gold | Daily | n/a | 230 | 40.00 | 1,426 EUR | -1,218 |
Charts
Top 10 of 23 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // Supertrend RSI Trend Filter // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false ONCE lo = 0 ONCE hi = 0 ONCE dir = 1 ONCE st = 0 myAtr = AverageTrueRange[1](close) basiclo = MedianPrice - 5 * myAtr basichi = MedianPrice + 5 * myAtr prevlo = lo prevhi = hi prevst = st
47 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 23 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 1.87 over 223 trades.
The best run had a maximum drawdown of 3,257 EUR at the tested position size, against a net result of 13,521 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
