Strategies / Trend / SuperTrend Trend Following Long

SuperTrend Trend Following Long

Buys when the close moves above the SuperTrend line while flat, using bands 3 times ATR(7) around the bar midpoint. Sells the long when the close falls below that line.

TrendLong onlySwingNasdaq 100Daily

2.07Profit factor

18,126Net profit EUR

47.31%Win rate

186Trades

-3,573Max drawdown

97.45Avg trade

Best run of 26. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:3.

Entry rules, long

The SuperTrend line uses bands at the bar midpoint plus or minus 3 times ATR(7), which move toward price while the trend holds.

Exit rules

The long closes at market when the close falls below the SuperTrend line.

Test conditions

Period	Up to 2026-10-05
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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.07	186	47.31	18,126 EUR	-3,573
S&P 500	Daily	1.96	229	44.10	3,881 EUR	-670
Dow Jones	Daily	1.95	193	45.60	28,463 EUR	-6,337
Gold	4 hours	1.72	427	42.62	3,402 EUR	-633
Nasdaq 100	1 hour	1.19	1,839	40.78	13,295 EUR	-2,863
Nasdaq 100	30 min	1.14	2,866	39.95	14,093 EUR	-3,275
USD/JPY	1 hour	n/a	1,721	39.05	426,390 USD	-272,500
USD/JPY	30 min	n/a	2,437	38.28	414,620 USD	-171,210
EUR/USD	Daily	n/a	184	39.13	49,508 USD	-44,343
Nikkei 225	Daily	n/a	200	42.50	37,765 USD	-12,604
Silver	4 hours	n/a	405	38.27	32,053 USD	-13,418
Nikkei 225	4 hours	n/a	370	41.35	26,549 USD	-11,499
Dow Jones	4 hours	n/a	154	45.45	14,353 EUR	-5,928
Nasdaq 100	4 hours	n/a	507	41.62	13,206 EUR	-3,485
Nikkei 225	1 hour	n/a	1,405	40.50	12,730 USD	-12,559
DAX 40	30 min	n/a	2,825	38.23	11,640 EUR	-3,533
Brent Crude	Daily	n/a	78	48.72	11,620 EUR	-8,690
DAX 40	1 hour	n/a	1,624	40.46	11,085 EUR	-5,031
Dow Jones	1 hour	n/a	599	39.90	10,152 EUR	-5,804
DAX 40	4 hours	n/a	458	39.30	7,305 EUR	-3,246
Nasdaq 100	5 min	n/a	2,628	37.63	4,492 EUR	-4,209
Gold	30 min	n/a	2,493	37.30	2,795 EUR	-747
Gold	1 hour	n/a	1,505	38.74	2,483 EUR	-841
Gold	Daily	n/a	200	43.00	2,265 EUR	-1,104
S&P 500	4 hours	n/a	491	43.79	2,250 EUR	-922
S&P 500	1 hour	n/a	1,798	40.16	2,141 EUR	-1,059

Charts

Results by run

Top 10 of 26 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// SuperTrend Trend Following Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastupper = 0
ONCE lastlower = 0
ONCE lastst = 0
ONCE lastclose = 0
ONCE bought = 0

myAtr = AverageTrueRange[7](close)

44 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

SuperTrendATR

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 307.20 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available	10,000
Net, standard 200,000-bar run	18,126.30 EUR
Net, long run	18,433.50 EUR
Net on the older data alone	307.20 EUR

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run SuperTrend Trend Following Long 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 26 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.07 over 186 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,573 EUR at the tested position size, against a net result of 18,126 EUR.

Does it trade long, short or both?

It only takes long 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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