Strategies / Trend / Supertrend SMA Filtered Order Block

Supertrend SMA Filtered Order Block

Takes Supertrend flips that agree with the 200-bar average, with a valid recent order block and a 0.8% stop loss and 1.6% target. Trades are skipped when RSI divergence, oversized bars or weak trend strength (ADX below 20) are present.

TrendLong & shortIntradayUSD/JPY15 min

1.57Profit factor

641,620Net profit USD

44.09%Win rate

186Trades

-110,180Max drawdown

3,450Avg trade

Best run of 23. USD/JPY, 15 min, spread 1, from run pf:2026-10-10-USDJPY-15m.tsv:2.

Entry rules, long

The close is above the 200-bar simple moving average.
No bearish RSI divergence, where the close makes a new 5-bar high but RSI(14) does not.
A valid bullish order block is in place, with the close within 1.5 times ATR(10) of its low.
The bar range and body are each no more than 2 times ATR(10), and ADX(14) is at least 20.
No position is open.

Entry rules, short

The close is below the 200-bar simple moving average.
No bullish RSI divergence, where the close makes a new 5-bar low but RSI(14) does not.
A valid bearish order block is in place, with the close within 1.5 times ATR(10) of its high.
The bar range and body are each no more than 2 times ATR(10), and ADX(14) is at least 20.
No position is open.

Exit rules

A profit target 1.6% from the entry price closes the trade.

Test conditions

Period	Up to 2026-10-10
Instrument	USD/JPY, 15 minutes
Spread	1 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	15 min	1.57	186	44.09	641,620 USD	-110,180
USD/JPY	10 min	n/a	194	39.69	390,050 USD	-141,320
USD/JPY	5 min	n/a	120	39.17	229,930 USD	-200,670
USD/JPY	2 min	n/a	41	48.78	216,050 USD	-49,310
USD/JPY	3 min	n/a	77	38.96	145,210 USD	-141,360
USD/JPY	Daily	n/a	40	37.50	117,760 USD	-86,960
EUR/USD	30 min	n/a	291	37.11	27,389 USD	-17,672
EUR/USD	Daily	n/a	34	38.24	6,796 USD	-6,341
DAX 40	5 min	n/a	200	39.50	4,903 EUR	-1,753
Dow Jones	1 hour	n/a	79	39.24	4,287 EUR	-2,508
Brent Crude	2 min	n/a	291	39.18	3,017 EUR	-1,145
FTSE 100	1 hour	n/a	272	37.13	1,664 EUR	-1,398
DAX 40	4 hours	n/a	113	38.05	1,605 EUR	-917
Gold	5 min	n/a	268	41.79	1,433 EUR	-990
US Crude Oil	2 min	n/a	315	35.24	1,084 EUR	-800
FTSE 100	2 min	n/a	86	39.53	1,082 EUR	-1,066
S&P 500	30 min	n/a	390	36.67	959 EUR	-552
Silver	Daily	n/a	41	24.39	938 USD	-671
Gold	10 min	n/a	305	37.70	859 EUR	-456
FTSE 100	Daily	n/a	32	50.00	811 EUR	-163
Gold	30 min	n/a	426	35.45	666 EUR	-360
Gold	15 min	n/a	326	37.73	652 EUR	-471
S&P 500	1 min	n/a	53	39.62	480 EUR	-420

Charts

Results by run

Top 10 of 23 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend SMA Filtered Order Block
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ub = 0
ONCE lb = 0
ONCE st = 0
ONCE dir = 1
ONCE bullob = 0
ONCE bearob = 0
ONCE hasbull = 0
ONCE hasbear = 0

myAtr = AverageTrueRange[10](close)
ma = Average[200](close)
myRsi = RSI[14](close)
myAdx = ADX[14]

ubraw = MedianPrice + 3 * myAtr
lbraw = MedianPrice - 3 * myAtr
prevlb = lb
prevub = ub

72 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

SuperTrendATRSMARSIADX

Longer historyRe-run on up to 1,000,000 barsUSD/JPY · 15 min · older data 123,510.00 USD

On the long run with 511,000 bars the net result was 765,130 USD, against 641,620 USD on the standard 200,000-bar run. The older data alone gave 123,510 USD.

USD/JPY · 15 min

Bars available	511,000
Net, standard 200,000-bar run	641,620.00 USD
Net, long run	765,130.00 USD
Net on the older data alone	123,510.00 USD

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 SMA Filtered Order Block 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 23 market and timeframe combinations. The best run was USD/JPY, 15 minutes, with a profit factor of 1.57 over 186 trades.

How large was the drawdown?

The best run had a maximum drawdown of 110,180 USD at the tested position size, against a net result of 641,620 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

EMA 5 32 Fixed Percent Bracket

Also a trend strategy.

1.57 PF · 557 trades

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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.com Stats Docs

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