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 Supertrend Reversal Signals

Wide Supertrend Reversal Signals

Trades each flip of a Supertrend on median price with ATR 15 and a factor of 9.1. A flip to uptrend buys and a flip to downtrend sells short, so each signal reverses any open position with no stop or target.

TrendLong & shortIntradayGold2 min
1.29Profit factor
2,789Net profit EUR
38.59%Win rate
754Trades
-601Max drawdown
3.70Avg trade

Best run of 19. Gold, 2 min, spread 0.6, from run pf:2026-10-04-GOLD-2m.tsv:1.

Entry rules, long

  2. No long position is already open.

Entry rules, short

  2. No short position is already open.

Exit rules

  1. An opposite flip closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-04
InstrumentGold, 2 minutes
Spread0.6 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run2 min1.29 75438.592,789 EUR-601
GBP/USD1 hour1.21 75740.6912,173 USD-2,975
USD/JPYDailyn/a 6342.862,873,510 USD-656,800
USD/JPY30 minn/a 88538.87614,570 USD-175,970
USD/JPY10 minn/a 97638.32400,350 USD-186,080
EUR/USDDailyn/a 6145.90104,960 USD-40,100
Nikkei 225Dailyn/a 6442.1955,777 USD-19,951
Silver30 minn/a 89036.9742,242 USD-15,969
Silver2 minn/a 85735.5925,809 USD-12,731
Silver3 minn/a 88233.5617,307 USD-16,210
Dow Jones30 minn/a 46537.6314,769 EUR-14,370
GBP/USDDailyn/a 6841.1811,585 USD-7,742
Nikkei 2251 minn/a 1,02234.258,476 USD-8,158
Nasdaq 1003 minn/a 95036.745,339 EUR-4,956
Gold5 minn/a 88435.972,648 EUR-1,287
Gold30 minn/a 93737.892,647 EUR-1,187
Gold3 minn/a 81236.702,350 EUR-682
Gold1 hourn/a 57537.041,643 EUR-1,321
Gold10 minn/a 96335.931,090 EUR-761

Charts

Results by run

Top 10 of 19 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 Supertrend Reversal Signals
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 2 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE dn = 0
ONCE trend = 1

myAtr = AverageTrueRange[15](close)
upprev = up
dnprev = dn
upbasic = MedianPrice - 9.1 * myAtr
dnbasic = MedianPrice + 9.1 * myAtr
trendprev = trend

33 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 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 Supertrend Reversal Signals 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 19 market and timeframe combinations. The best run was Gold, 2 minutes, with a profit factor of 1.29 over 754 trades.

How large was the drawdown?

The best run had a maximum drawdown of 600 EUR at the tested position size, against a net result of 2,789 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Hull MA Cross With MACD Filter

Also a trend strategy.

1.29 PF · 1,134 trades

Want strategies that are already part of a live portfolio? Join the ProRealAlgos waitlist.

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