Strategies / Trend / Triple SuperTrend Stochastic RSI Long

Triple SuperTrend Stochastic RSI Long

The strategy buys when at least two of three SuperTrend bands point up, the Stochastic RSI is below 0.8, and the close is above the 90-period EMA. It sells when the SuperTrend sum falls below 1 and the Stochastic RSI is above 0.2.

TrendLong onlySwingGold4 hours

1.96Profit factor

3,622Net profit EUR

38.65%Win rate

282Trades

-675Max drawdown

12.84Avg trade

Best run of 34. Gold, 4 hours, spread 0.6, from run pf:2026-10-05-GOLD-4h.tsv:7.

Entry rules, long

The Stochastic RSI, built on RSI(14) over a 14-bar range, is below 0.8.
The close is above the 90-period EMA.
Volume is above zero.

Exit rules

The SuperTrend direction sum falls below 1 while the Stochastic RSI is above 0.2.

Test conditions

Period	Up to 2026-10-05
Instrument	Gold, 4 hours
Spread	0.6 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	4 hours	1.96	282	38.65	3,622 EUR	-675
USD/JPY	Daily	n/a	47	53.19	645,720 USD	-194,590
USD/JPY	1 hour	n/a	1,174	38.59	577,990 USD	-237,340
USD/JPY	30 min	n/a	1,648	37.62	406,560 USD	-243,850
USD/JPY	10 min	n/a	1,755	38.06	325,490 USD	-178,350
USD/JPY	15 min	n/a	1,739	38.01	223,010 USD	-205,890
USD/JPY	5 min	n/a	1,811	36.06	121,840 USD	-111,700
Nikkei 225	Daily	n/a	36	38.89	23,241 USD	-10,284
Silver	30 min	n/a	1,649	33.60	22,547 USD	-14,947
Nikkei 225	1 hour	n/a	596	38.93	20,972 USD	-12,324
Nikkei 225	4 hours	n/a	160	37.50	20,517 USD	-9,314
Nikkei 225	2 min	n/a	1,813	36.96	15,016 USD	-8,725
Nasdaq 100	Daily	n/a	35	51.43	13,948 EUR	-3,668
Dow Jones	15 min	n/a	1,450	37.66	12,261 EUR	-8,910
Nikkei 225	15 min	n/a	1,883	35.42	11,472 USD	-10,446
DAX 40	1 hour	n/a	567	39.51	10,084 EUR	-3,573
Nasdaq 100	10 min	n/a	1,756	37.36	9,487 EUR	-4,346
Dow Jones	5 min	n/a	1,764	36.05	9,074 EUR	-4,880
Nasdaq 100	30 min	n/a	1,161	39.19	8,129 EUR	-5,673
Nasdaq 100	4 hours	n/a	178	45.51	6,748 EUR	-4,688
Dow Jones	Daily	n/a	22	45.45	6,735 EUR	-4,839
DAX 40	15 min	n/a	1,776	37.22	6,703 EUR	-4,007
Nasdaq 100	1 hour	n/a	601	40.27	5,515 EUR	-4,966
Nasdaq 100	15 min	n/a	1,831	37.58	5,341 EUR	-3,709
Nasdaq 100	5 min	n/a	1,751	37.52	5,160 EUR	-4,687
DAX 40	Daily	n/a	33	51.52	4,970 EUR	-3,805
Gold	1 hour	n/a	1,008	37.80	2,972 EUR	-889
S&P 500	4 hours	n/a	164	48.17	2,552 EUR	-1,126
Gold	Daily	n/a	43	58.14	2,331 EUR	-1,206
S&P 500	Daily	n/a	37	48.65	2,004 EUR	-1,158
Gold	15 min	n/a	1,728	33.68	1,999 EUR	-846
Gold	30 min	n/a	1,645	35.62	1,563 EUR	-1,212
Gold	10 min	n/a	1,772	34.71	1,421 EUR	-657
S&P 500	5 min	n/a	1,793	36.53	1,359 EUR	-802

Charts

Results by run

Top 10 of 34 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Triple SuperTrend Stochastic RSI Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE dira = 1
ONCE upa = 0
ONCE loa = 0
ONCE dirb = 1
ONCE upb = 0
ONCE lob = 0
ONCE dirc = 1
ONCE upc = 0
ONCE loc = 0

hl = (high + low) / 2

atra = AverageTrueRange[20](close)
upa = hl + 3 * atra
loa = hl - 3 * atra

68 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

SuperTrendATREMARSIStochasticVolume

Longer historyRe-run on up to 1,000,000 barsGold · 4 hours · older data 0.00 EUR

Gold had no history beyond the standard run, so both runs used 30,000 bars.

Gold · 4 hours

Bars available	30,000
Net, standard 200,000-bar run	3,621.50 EUR
Net, long run	3,621.50 EUR
Net on the older data alone	0.00 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 Triple SuperTrend Stochastic RSI 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 34 market and timeframe combinations. The best run was Gold, 4 hours, with a profit factor of 1.96 over 282 trades.

How large was the drawdown?

The best run had a maximum drawdown of 675 EUR at the tested position size, against a net result of 3,622 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Seasonal Trend Filter (long only)

Also a trend strategy.

1.96 PF · 78 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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