Strategies / Trend / Wide Band Supertrend Long Only

Wide Band Supertrend Long Only

Buys when a wide Supertrend (ATR 4, factor 22) flips from a downtrend to an uptrend. Closes the long when the line flips back to a downtrend.

TrendLong onlyIntradayNasdaq 10030 min

1.84Profit factor

19,088Net profit EUR

45.74%Win rate

352Trades

-2,164Max drawdown

54.23Avg trade

Best run of 46. Nasdaq 100, 30 min, spread 3, from run pf:2026-10-12-NAS100-30m.tsv:1.

Entry rules, long

No long position is already open.

Exit rules

The Supertrend flips from an uptrend back to a downtrend, closing the long.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, 30 minutes
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	1.84	352	45.74	19,088 EUR	-2,164
Nasdaq 100	1 hour	1.76	215	43.72	13,908 EUR	-3,106
S&P 500	30 min	1.66	313	45.69	3,878 EUR	-541
USD/JPY	15 min	n/a	245	47.35	472,100 USD	-121,550
USD/JPY	10 min	n/a	275	43.64	417,840 USD	-148,170
USD/JPY	1 hour	n/a	136	41.91	403,630 USD	-327,020
USD/JPY	3 min	n/a	248	41.94	114,290 USD	-63,430
Silver	30 min	n/a	216	41.20	35,816 USD	-21,396
Nikkei 225	Daily	n/a	14	57.14	35,404 USD	-16,447
Nikkei 225	4 hours	n/a	21	47.62	34,125 USD	-11,006
Silver	15 min	n/a	216	38.43	32,211 USD	-8,632
EUR/USD	4 hours	n/a	32	40.62	29,689 USD	-29,656
Nikkei 225	30 min	n/a	283	43.11	25,472 USD	-8,195
Nikkei 225	15 min	n/a	358	43.58	23,386 USD	-10,610
Nikkei 225	1 hour	n/a	120	46.67	23,127 USD	-8,544
Silver	5 min	n/a	219	44.29	15,847 USD	-13,970
Dow Jones	Daily	n/a	10	60.00	14,460 EUR	-12,225
Dow Jones	15 min	n/a	278	43.88	14,004 EUR	-7,050
Nasdaq 100	Daily	n/a	13	61.54	12,943 EUR	-7,989
Nasdaq 100	4 hours	n/a	39	56.41	10,435 EUR	-3,908
Nasdaq 100	15 min	n/a	355	43.66	10,186 EUR	-3,276
Dow Jones	30 min	n/a	137	39.42	9,634 EUR	-5,750
Nasdaq 100	10 min	n/a	372	43.82	9,132 EUR	-4,317
DAX 40	1 hour	n/a	178	46.07	8,451 EUR	-3,120
DAX 40	30 min	n/a	412	39.08	6,519 EUR	-4,040
Nasdaq 100	5 min	n/a	356	41.85	5,247 EUR	-3,371
DAX 40	15 min	n/a	370	39.73	4,939 EUR	-3,414
FTSE 100	Daily	n/a	10	50.00	4,659 EUR	-3,247
Dow Jones	3 min	n/a	313	36.74	4,563 EUR	-4,390
DAX 40	5 min	n/a	353	40.23	4,547 EUR	-2,748
S&P 500	Daily	n/a	13	76.92	4,310 EUR	-825
Gold	Daily	n/a	9	55.56	3,934 EUR	-1,534
DAX 40	10 min	n/a	394	41.12	3,921 EUR	-2,986
Gold	15 min	n/a	221	42.99	2,567 EUR	-843
S&P 500	1 hour	n/a	188	45.21	2,261 EUR	-801
Gold	4 hours	n/a	29	37.93	2,175 EUR	-1,504
S&P 500	15 min	n/a	327	44.95	2,131 EUR	-854
Gold	3 min	n/a	165	43.64	1,907 EUR	-568
Gold	1 hour	n/a	133	36.84	1,880 EUR	-1,234
Gold	30 min	n/a	228	37.28	1,861 EUR	-1,443
Gold	2 min	n/a	147	41.50	1,842 EUR	-609
Gold	10 min	n/a	227	45.37	1,834 EUR	-1,219
S&P 500	4 hours	n/a	35	57.14	1,790 EUR	-1,003
S&P 500	5 min	n/a	341	43.11	1,475 EUR	-587
Gold	5 min	n/a	207	45.89	1,337 EUR	-855
S&P 500	10 min	n/a	362	43.09	952 EUR	-901

Charts

Results by run

Top 10 of 46 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

// ==============================================================
// Wide Band Supertrend Long Only
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lo = 0
ONCE hi = 0
ONCE dir = 1
ONCE st = 0

myAtr = AverageTrueRange[4](close)
basiclo = MedianPrice - 22 * myAtr
basichi = MedianPrice + 22 * myAtr
prevlo = lo
prevhi = hi
prevst = st
prevdir = dir

46 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

SuperTrendATR

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 Wide Band Supertrend Long Only 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 46 market and timeframe combinations. The best run was Nasdaq 100, 30 minutes, with a profit factor of 1.84 over 352 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,164 EUR at the tested position size, against a net result of 19,088 EUR.

Does it trade long, short or both?

It only takes long 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