Strategies / Trend / Triple Supertrend Vote With StochRSI

Triple Supertrend Vote With StochRSI

It buys when at least 2 of 3 Supertrend indicators point up, Stochastic RSI is below 0.8, and the close is above the 90-period EMA. It closes the long when at least 2 of 3 point down and Stochastic RSI is above 0.2.

TrendLong onlySwingNasdaq 100Daily

2.45Profit factor

18,092Net profit EUR

50.83%Win rate

120Trades

-3,668Max drawdown

151Avg trade

Best run of 37. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:5.

Entry rules, long

The unsmoothed Stochastic RSI over 14 periods is below 0.8
The close is above the 90-period EMA
No long position is currently open

Exit rules

The unsmoothed Stochastic RSI over 14 periods is above 0.2
When both conditions hold, the long closes at market

Test conditions

Period	Up to 2026-10-05
Instrument	Nasdaq 100, Daily
Spread	3 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
Nasdaq 100Best run	Daily	2.45	120	50.83	18,092 EUR	-3,668
Nikkei 225	Daily	2.00	125	44.80	48,413 USD	-10,284
Gold	4 hours	1.97	281	38.79	3,640 EUR	-675
USD/JPY	Daily	n/a	130	46.92	1,040,320 USD	-451,410
USD/JPY	1 hour	n/a	1,173	38.62	581,990 USD	-237,340
USD/JPY	30 min	n/a	1,647	37.64	407,190 USD	-243,850
USD/JPY	10 min	n/a	1,755	38.06	322,650 USD	-178,350
USD/JPY	15 min	n/a	1,739	37.95	215,900 USD	-205,890
USD/JPY	5 min	n/a	1,811	36.06	123,570 USD	-111,700
EUR/USD	Daily	n/a	117	40.17	56,550 USD	-35,820
Silver	30 min	n/a	1,648	33.62	23,778 USD	-14,947
Nikkei 225	4 hours	n/a	246	38.62	20,359 USD	-9,314
Nikkei 225	1 hour	n/a	938	38.17	18,795 USD	-12,324
Dow Jones	Daily	n/a	134	41.79	18,567 EUR	-4,839
Nikkei 225	2 min	n/a	1,838	36.40	14,029 USD	-8,826
Nikkei 225	15 min	n/a	1,885	35.60	12,527 USD	-10,429
Dow Jones	15 min	n/a	1,452	37.67	12,284 EUR	-8,816
DAX 40	1 hour	n/a	1,054	39.37	10,548 EUR	-3,658
US Crude Oil	Daily	n/a	123	41.46	10,197 EUR	-4,622
Nasdaq 100	10 min	n/a	1,757	37.51	9,605 EUR	-4,520
Dow Jones	5 min	n/a	1,773	35.82	9,260 EUR	-4,459
DAX 40	Daily	n/a	230	46.96	8,915 EUR	-3,856
GBP/USD	Daily	n/a	141	41.13	7,872 USD	-5,269
Nasdaq 100	30 min	n/a	1,826	38.12	7,178 EUR	-5,667
Nasdaq 100	4 hours	n/a	353	38.81	6,666 EUR	-4,688
DAX 40	30 min	n/a	1,828	36.98	6,162 EUR	-4,107
Nasdaq 100	15 min	n/a	1,833	37.70	5,789 EUR	-3,728
DAX 40	15 min	n/a	1,826	37.68	5,566 EUR	-3,547
Nasdaq 100	5 min	n/a	1,756	37.70	5,419 EUR	-4,695
Gold	Daily	n/a	135	50.37	3,406 EUR	-1,206
Gold	1 hour	n/a	1,007	37.84	2,965 EUR	-889
S&P 500	Daily	n/a	167	40.12	2,642 EUR	-1,158
S&P 500	4 hours	n/a	335	39.70	2,234 EUR	-1,126
Gold	15 min	n/a	1,728	33.68	1,999 EUR	-846
Gold	30 min	n/a	1,644	35.64	1,580 EUR	-1,212
Gold	10 min	n/a	1,771	34.67	1,422 EUR	-657
S&P 500	5 min	n/a	1,804	36.47	1,394 EUR	-776

Charts

Results by run

Top 10 of 37 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

// ==============================================================
// Triple Supertrend Vote With StochRSI
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

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

hl = (high + low) / 2

atra = AverageTrueRange[20](close)
newupa = hl + 3 * atra
newloa = hl - 3 * atra

89 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

SuperTrendATRRSIStochasticEMA

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 307.20 EUR

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

Nasdaq 100 · Daily

Bars available	10,000
Net, standard 200,000-bar run	18,091.60 EUR
Net, long run	18,398.80 EUR
Net on the older data alone	307.20 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 Vote With StochRSI 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 37 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.45 over 120 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,668 EUR at the tested position size, against a net result of 18,092 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

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Supertrend Long With Fixed Bracket

Also a trend strategy.

2.45 PF · 182 trades

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.com Stats Docs

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