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Strategies / Trend / SuperTrend Uptrend StochRSI Pullback

SuperTrend Uptrend StochRSI Pullback

Buys a pullback in an uptrend when the close is above the 200 period EMA, Stochastic RSI %K is below 20 and crosses above %D, and SuperTrend is in an up trend. Closes the long when %K is above 80 and crosses below %D.

TrendLong onlySwingS&P 500Daily
2.47Profit factor
3,851Net profit EUR
70.94%Win rate
234Trades
-799Max drawdown
16.46Avg trade

Best run of 14. S&P 500, Daily, spread 1, from run pf:2026-10-05-USA500-D.tsv:1.

Entry rules, long

  1. The close is above the 200 period exponential moving average.
  3. SuperTrend, with factor 2 and ATR 11, is in an up trend.
  4. Enter long at market when flat and all conditions above are met.

Exit rules

  2. The sell signal closes the long at market.

Test conditions

PeriodUp to 2026-10-05
InstrumentS&P 500, Daily
Spread1 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
S&P 500Best runDaily2.47 23470.943,851 EUR-799
Nasdaq 100Daily2.41 18870.2114,124 EUR-3,269
Nasdaq 1004 hours1.85 46867.0916,380 EUR-2,321
Dow Jones4 hours1.74 15168.8715,642 EUR-3,822
S&P 5004 hours1.59 48066.883,321 EUR-683
EUR/USD4 hoursn/a 50459.3340,679 USD-26,062
Nikkei 225Dailyn/a 13666.9135,322 USD-11,480
EUR/USDDailyn/a 12761.4232,892 USD-28,970
Dow JonesDailyn/a 22867.1115,176 EUR-11,230
DAX 40Dailyn/a 21665.288,705 EUR-4,162
US Crude Oil4 hoursn/a 27063.337,152 EUR-6,014
Dow Jones30 minn/a 92661.456,470 EUR-5,765
Dow Jones1 hourn/a 47960.336,052 EUR-5,646
FTSE 100Dailyn/a 16966.274,099 EUR-1,816

Charts

Results by run

Top 10 of 14 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 StochRSI Pullback
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE dir = 1
ONCE lb = 0
ONCE ub = 0
ONCE st = 0

myRsi = RSI[14](close)
hh = highest[14](myRsi)
ll = lowest[14](myRsi)

53 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

SuperTrendATREMARSIStochastic
Longer historyRe-run on up to 1,000,000 barsS&P 500 · Daily · older data 0.00 EUR

S&P 500 had no history beyond the standard run, so both runs used 14,000 bars.

S&P 500 · Daily

Bars available14,000
Net, standard 200,000-bar run3,850.70 EUR
Net, long run3,850.70 EUR
Net on the older data alone0.00 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 Uptrend StochRSI Pullback 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 14 market and timeframe combinations. The best run was S&P 500, Daily, with a profit factor of 2.47 over 234 trades.

How large was the drawdown?

The best run had a maximum drawdown of 799 EUR at the tested position size, against a net result of 3,851 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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

Copy trading on US indices is available to ProRealAlgos members as spots open.

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