Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / Wide Band Supertrend Short Only

Wide Band Supertrend Short Only

Sells short when a wide Supertrend (ATR 4, factor 22) flips from an uptrend to a downtrend, and covers the short when the line flips back up. No stop loss or profit target is used.

TrendShort onlyIntradayUSD/JPY10 min
n/aProfit factor
34,190Net profit USD
42.64%Win rate
516Trades
-25,130Max drawdown
66.26Avg trade

Best run of 6. USD/JPY, 10 min, spread 1, from run sweeps:2026-10-07-USDJPY-10m-opt.tsv:8.

Entry rules, short

  2. No short position is already open.

Exit rules

  1. The Supertrend flips back to an uptrend, closing the short.

Test conditions

PeriodUp to 2026-10-07
InstrumentUSD/JPY, 10 minutes
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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run10 minn/a 51642.6434,190 USD-25,130
Nikkei 225Dailyn/a 2552.001,785 USD-1,099
Dow JonesDailyn/a 1163.64930 EUR-420
Dow Jones4 hoursn/a 2352.17737 EUR-313
GBP/USDDailyn/a 2646.15632 USD-530
S&P 500Dailyn/a 1435.71484 EUR-94.43

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Wide Band Supertrend Short Only
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Short only
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lb = 0
ONCE ub = 0
ONCE st = 0
ONCE dir = 1

myAtr = AverageTrueRange[4](close)
bu = MedianPrice + 22 * myAtr
bl = MedianPrice - 22 * myAtr
prevlb = lb
prevub = ub
prevst = st

45 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

SuperTrendATR
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 25,130 USD is large next to the net profit of 34,190 USD.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Wide Band Supertrend Short 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 6 market and timeframe combinations. The best run by trade count was USD/JPY, 10 minutes, with 516 trades.

How large was the drawdown?

The best run had a maximum drawdown of 25,130 USD at the tested position size, against a net result of 34,190 USD.

Does it trade long, short or both?

It only takes short trades.

Related

Strategies like this one

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

Put your name on the ProRealAlgos waitlist to trade a tested portfolio instead of single strategies.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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