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Strategies / Trend / SuperTrend Uptrend Flip Long

SuperTrend Uptrend Flip Long

Buys when SuperTrend flips from down to up, with bands 3.7 times ATR(10) around the bar midpoint. The trade exits at a stop at the lowest low of the last 2 bars or a target 1.5 times the risk above the entry.

TrendLong onlySwingNikkei 225Daily
1.78Profit factor
23,471Net profit USD
52.24%Win rate
134Trades
-4,949Max drawdown
175Avg trade

Best run of 16. Nikkei 225, Daily, spread 10, from run pf:2026-10-05-NIKKEI-D.tsv:1.

Entry rules, long

  2. The SuperTrend bands sit at the bar midpoint plus or minus 3.7 times ATR(10).
  3. The stop sits below the fill price by the signal close minus the lowest low of the last 2 bars.

Exit rules

  2. The target is set 1.5 times the stop distance above the fill price.

Test conditions

PeriodUp to 2026-10-05
InstrumentNikkei 225, Daily
Spread10 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best runDaily1.78 13452.2423,471 USD-4,949
Nasdaq 1001 hour1.30 1,23539.1913,348 EUR-3,061
Dow Jones4 hoursn/a 10347.5711,648 EUR-5,445
US Crude OilDailyn/a 12750.396,809 EUR-3,921
Nasdaq 1004 hoursn/a 36043.896,756 EUR-3,420
DAX 40Dailyn/a 26335.745,551 EUR-1,593
Dow JonesDailyn/a 14640.414,505 EUR-4,369
DAX 401 hourn/a 1,10639.874,300 EUR-3,907
Nasdaq 100Dailyn/a 13144.273,821 EUR-2,900
Nasdaq 1005 minn/a 1,72837.623,661 EUR-2,514
DAX 404 hoursn/a 30541.313,314 EUR-2,414
US Crude Oil4 hoursn/a 24146.892,955 EUR-2,258
S&P 5004 hoursn/a 34443.601,392 EUR-945
S&P 500Dailyn/a 17139.771,202 EUR-376
S&P 50030 minn/a 1,93936.62882 EUR-866
Gold4 hoursn/a 29541.69762 EUR-348

Charts

Results by run

Top 10 of 16 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 Uptrend Flip Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE dn = 0
ONCE trend = 1

myAtr = AverageTrueRange[10](close)
upprev = up
dnprev = dn
trendprev = trend
hl = (high + low) / 2
upraw = hl - 3.7 * myAtr
dnraw = hl + 3.7 * myAtr

32 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

SuperTrendATR
Longer historyRe-run on up to 1,000,000 barsNikkei 225 · Daily · older data 261.40 USD

Nikkei 225 had no history beyond the standard run, so both runs used 11,000 bars.

Nikkei 225 · Daily

Bars available11,000
Net, standard 200,000-bar run23,470.80 USD
Net, long run23,732.20 USD
Net on the older data alone261.40 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 Uptrend Flip 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 16 market and timeframe combinations. The best run was Nikkei 225, Daily, with a profit factor of 1.78 over 134 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,949 USD at the tested position size, against a net result of 23,471 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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WaveTrend EMA Pullback Trend

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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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