Strategies / Trend / TEMA Crossover With SuperTrend Filter

TEMA Crossover With SuperTrend Filter

The strategy buys when a 50-period TEMA of lows crosses above a 30-period TEMA of highs while the SuperTrend is up. It sells short on the mirror condition and uses a 1% stop and 1% target.

TrendLong & shortIntradayS&P 50015 min

1.25Profit factor

3,078Net profit EUR

56.35%Win rate

614Trades

-558Max drawdown

5.01Avg trade

Best run of 29. S&P 500, 15 min, spread 1, from run pf:2026-10-11-USA500-15m.tsv:1.

Entry rules, long

The 50-period TEMA of lows is above the 140-period TEMA of closes.
The SuperTrend, using 2 times a 10-period EMA of true range, is in an uptrend.

Entry rules, short

The 50-period TEMA of lows is below the 140-period TEMA of closes.
The SuperTrend is in a downtrend.

Exit rules

A 1% stop loss and a 1% profit target are set on each trade.

Test conditions

Period	Up to 2026-10-11
Instrument	S&P 500, 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	15 min	1.25	614	56.35	3,078 EUR	-558
USD/JPY	30 min	n/a	472	54.66	502,200 USD	-151,660
USD/JPY	10 min	n/a	298	56.38	482,820 USD	-167,450
USD/JPY	15 min	n/a	331	54.08	330,050 USD	-215,540
USD/JPY	3 min	n/a	99	55.56	159,950 USD	-101,150
USD/JPY	2 min	n/a	53	60.38	156,360 USD	-90,480
USD/JPY	4 hours	n/a	110	55.45	138,800 USD	-92,950
Nikkei 225	1 min	n/a	289	55.71	17,916 USD	-6,881
EUR/USD	4 hours	n/a	174	53.45	14,642 USD	-10,566
Dow Jones	15 min	n/a	503	54.47	13,824 EUR	-4,875
DAX 40	15 min	n/a	632	54.27	9,664 EUR	-3,218
Dow Jones	5 min	n/a	303	53.47	8,136 EUR	-5,169
Dow Jones	10 min	n/a	473	52.64	7,532 EUR	-5,396
Dow Jones	3 min	n/a	223	53.36	6,066 EUR	-5,431
Nasdaq 100	1 min	n/a	168	55.95	5,157 EUR	-3,359
Nasdaq 100	15 min	n/a	745	52.75	4,552 EUR	-2,978
Nasdaq 100	1 hour	n/a	553	52.80	4,138 EUR	-2,578
DAX 40	4 hours	n/a	143	53.85	2,019 EUR	-908
Nikkei 225	Daily	n/a	44	56.82	1,709 USD	-666
S&P 500	10 min	n/a	495	54.14	1,616 EUR	-727
FTSE 100	3 min	n/a	178	54.49	1,416 EUR	-949
Silver	4 hours	n/a	111	48.65	1,241 USD	-1,118
GBP/USD	Daily	n/a	45	57.78	1,223 USD	-797
S&P 500	1 hour	n/a	522	54.21	1,135 EUR	-380
Gold	10 min	n/a	520	53.85	1,050 EUR	-768
S&P 500	1 min	n/a	71	60.56	1,025 EUR	-369
FTSE 100	4 hours	n/a	111	54.05	623 EUR	-457
Gold	4 hours	n/a	122	55.74	334 EUR	-135
S&P 500	4 hours	n/a	132	52.27	254 EUR	-208

Charts

Results by run

Top 10 of 29 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// TEMA Crossover With SuperTrend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE dn = 0
ONCE uptrend = 1

eaa = ExponentialAverage[30](high)
eab = ExponentialAverage[30](eaa)
eac = ExponentialAverage[30](eab)
temashort = 3 * (eaa - eab) + eac
eba = ExponentialAverage[50](low)
ebb = ExponentialAverage[50](eba)
ebc = ExponentialAverage[50](ebb)
temalong = 3 * (eba - ebb) + ebc
eca = ExponentialAverage[140](close)
ecb = ExponentialAverage[140](eca)
ecc = ExponentialAverage[140](ecb)
tematrend = 3 * (eca - ecb) + ecc

42 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

SuperTrendEMATrue Range

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 TEMA Crossover With SuperTrend 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 S&P 500, 15 minutes, with a profit factor of 1.25 over 614 trades.

How large was the drawdown?

The best run had a maximum drawdown of 558 EUR at the tested position size, against a net result of 3,078 EUR.

Does it trade long, short or both?

It trades both long and short.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

Directional Movement Trend Long

Also a trend strategy.

1.25 PF · 1,365 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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