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Strategies / Trend / SuperTrend With TRAMA Filter

SuperTrend With TRAMA Filter

Buys when SuperTrend flips up with close above TRAMA(99) and its oscillator positive, or during an uptrend when close crosses above TRAMA with the oscillator positive. Exits when SuperTrend flips down.

TrendLong onlySwingNasdaq 100Daily
2.41Profit factor
18,795Net profit EUR
46.15%Win rate
169Trades
-2,634Max drawdown
111Avg trade

Best run of 29. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:22.

Entry rules, long

  2. Close is above TRAMA(99) and the SuperTrend oscillator, using ATR(10) and factor 2, is above zero.
  3. Alternatively, when flat in an uptrend: close crosses over TRAMA(99) and the oscillator is above zero.
  4. Entries start after bar 110.

Exit rules

  2. There is no stop loss or profit target.

Test conditions

PeriodUp to 2026-10-05
InstrumentNasdaq 100, Daily
Spread3 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
Nasdaq 100Best runDaily2.41 16946.1518,795 EUR-2,634
Dow Jones4 hours1.88 13046.9222,101 EUR-4,269
Gold4 hours1.72 33941.002,931 EUR-570
Gold1 hour1.27 1,13639.882,352 EUR-583
USD/JPYDailyn/a 15442.21652,630 USD-440,950
USD/JPY30 minn/a 1,90439.18334,650 USD-153,310
EUR/USDDailyn/a 14742.1859,131 USD-40,771
Silver4 hoursn/a 29740.4030,822 USD-11,502
Nikkei 225Dailyn/a 16143.4827,410 USD-11,465
Nikkei 2254 hoursn/a 31143.7325,003 USD-8,225
Nikkei 2251 hourn/a 1,15438.7318,188 USD-8,993
Dow JonesDailyn/a 18342.0817,875 EUR-7,874
Nikkei 2253 minn/a 2,23734.8213,869 USD-7,148
Brent CrudeDailyn/a 6149.1810,911 EUR-5,934
DAX 401 hourn/a 1,32540.759,759 EUR-4,001
Dow Jones1 hourn/a 49640.739,461 EUR-5,090
Nasdaq 1001 hourn/a 1,50739.359,177 EUR-4,011
Nasdaq 1004 hoursn/a 45043.787,125 EUR-3,895
US Crude OilDailyn/a 14344.066,674 EUR-5,380
DAX 4030 minn/a 2,24438.506,655 EUR-3,975
DAX 40Dailyn/a 28343.115,280 EUR-4,578
DAX 404 hoursn/a 39639.904,867 EUR-3,220
Nasdaq 10015 minn/a 2,23437.694,825 EUR-4,251
Nasdaq 10030 minn/a 2,33839.054,808 EUR-4,373
S&P 5004 hoursn/a 43342.492,631 EUR-825
GoldDailyn/a 15446.102,236 EUR-704
S&P 500Dailyn/a 21842.202,033 EUR-711
Gold30 minn/a 1,81638.551,809 EUR-1,005
S&P 5001 hourn/a 1,50139.911,360 EUR-892

Charts

Results by run

Top 10 of 29 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 With TRAMA Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ama = 0
ONCE up = 0
ONCE dn = 0
ONCE trend = 1
ONCE upper = 0
ONCE lower = 0
ONCE trendo = 0

hst = highest[99](high)
lst = lowest[99](low)
flag = 0

87 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

SuperTrendATRSMA
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 271.20 EUR

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

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run18,795.30 EUR
Net, long run19,066.50 EUR
Net on the older data alone271.20 EUR
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 With TRAMA Filter 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 29 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.41 over 169 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,634 EUR at the tested position size, against a net result of 18,795 EUR.

Does it trade long, short or both?

It only takes long trades.

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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