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Strategies / Trend / Triple Supertrend Entry With Fast Exit

Triple Supertrend Entry With Fast Exit

The strategy buys when three Supertrend lines, using 10-, 15- and 20-period ATR bands, all point up, and sells short when all three point down. It closes a long when the fastest Supertrend flips down, and a short when it flips up.

TrendLong & shortSwingUSD/JPYDaily
n/aProfit factor
1,257,880Net profit USD
100.00%Win rate
1Trades
-1,022,800Max drawdown
1,257,880Avg trade

Best run of 3. USD/JPY, Daily, spread 1, from run sweeps:2026-10-10-USDJPY-D-opt.tsv:35.

Entry rules, long

  2. Buys one contract at market when not already long, after bar 30.

Entry rules, short

  2. Sells short one contract at market when not already short, after bar 30.

Exit rules

  2. The fastest Supertrend flips up, which closes the short at market.
  3. No stop or target is set.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDailyn/a 1100.001,257,880 USD-1,022,800
EUR/USD2 minn/a 1100.0030,703 USD-27,917
Gold1 minn/a 1100.00869 EUR-782

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Triple Supertrend Entry With Fast Exit
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lba = 0
ONCE uba = 0
ONCE dira = 1
ONCE lbb = 0
ONCE ubb = 0
ONCE dirb = 1
ONCE lbc = 0
ONCE ubc = 0
ONCE dirc = 1

atrfa = AverageTrueRange[10](close)
upa = MedianPrice + 1 * atrfa
dna = MedianPrice - 1 * atrfa
plba = lba
puba = uba
pdira = dira

109 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

ATRSuperTrend
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The best run has only 1 trades, which is a small sample to judge it on.
  • The maximum drawdown of 1,022,800 USD is large next to the net profit of 1,257,880 USD.

Questions

About this strategy

Can I run Triple Supertrend Entry With Fast Exit 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 3 market and timeframe combinations. The best run by trade count was USD/JPY, Daily, with 1 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,022,800 USD at the tested position size, against a net result of 1,257,880 USD.

Does it trade long, short or both?

It trades both long and short.

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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.comStatsDocs