SuperTrend Pine Script for Prop Firm Evaluations

What makes SuperTrend work for prop firm evals

SuperTrend is an ATR-based trailing indicator. It measures recent volatility with the Average True Range, then plots a band a multiple of that ATR away from price. Whenever a bar closes on the opposite side of the band, the indicator flips — long becomes short, short becomes long. That flip is the entire signal.

For prop firm accounts, that simplicity is an advantage rather than a shortcoming. Most evaluations aren't lost to a bad strategy — they're lost to overtrading: six marginal setups taken in a session when two would have done the job, or a re-entry fired the moment a stop-out no longer qualifies as a real setup. SuperTrend can't do that. There is either a valid long or a valid short, never both, and the script waits for the next flip once a position is closed.

How the strategy is built for prop firm rules

A raw SuperTrend indicator isn't evaluation-ready by itself. Our Pine Script adds four layers on top of the base flip logic to make it viable on any major futures evaluation:

The flip condition itself is generic and easy to reason about — a simplified version looks like this:

//@version=5
strategy("SuperTrend Flip — Illustration", overlay=true,
     calc_on_every_tick=false, process_orders_on_close=true)

atrLen   = input.int(10, "ATR Length")
mult     = input.float(2.5, "ATR Multiplier")
riskUsd  = input.float(150, "Fixed Risk per Trade ($)")

[_, direction] = ta.supertrend(mult, atrLen)
longSignal  = direction < 0 and direction[1] > 0
shortSignal = direction > 0 and direction[1] < 0

if longSignal
    strategy.entry("Long", strategy.long)
if shortSignal
    strategy.entry("Short", strategy.short)

// Dollar-based stop sizing is computed separately from the flip level
// so per-trade risk stays fixed regardless of how wide the ATR band is.

Recommended settings by instrument and timeframe

The default SuperTrend inputs (ATR 10, multiplier 3.0) are tuned for daily charts and need adjusting for the intraday timeframes most prop firm traders actually use. Starting points we recommend:

The setup guide included with every purchase walks through tuning these per firm and account size.

Which firms and account sizes fit SuperTrend best

SuperTrend vs other strategies — what to expect

SuperTrend is a trend-following strategy. It performs best in sessions with a clear directional bias — the early New York open and the afternoon continuation window — and produces more scratch trades during choppy midday chop. The optional RTH filter defaults to the higher-probability windows and can be widened or narrowed to taste.

Performance characteristics

Backtest figures for this configuration will replace the placeholders above once a verified TradingView Strategy Tester run is complete.

Common SuperTrend mistakes on prop firm accounts

SuperTrend is easy to add to a chart but frequently misconfigured for a prop firm environment. Three mistakes cause the most silent compliance failures:

1. Calculating on every tick instead of bar close. The default indicator updates live; a strategy left in that mode fires entries mid-bar, which backtests fine but behaves differently once live. Our script forces bar-close-only evaluation for this reason.
2. No daily kill switch. A SuperTrend script in a ranging market can produce several whipsaw stop-outs in one session. Without a halt, a choppy Wednesday can approach a daily limit before lunch.
3. An ATR multiplier that doesn't match the timeframe. Too tight on a 1-minute chart produces dozens of micro-flips; too wide on a 5-minute chart produces almost none. The included setup guide covers workable ranges per instrument and timeframe.

Reading a signal in the context of prop firm risk

Not every flip is worth taking mid-evaluation — the eval phase carries risk constraints the funded phase doesn't. Higher-probability setups tend to share these traits:

• The flip fires in the first half of the RTH session, when volume and trend quality are both at their best.
• Direction agrees with the session's opening bias — a long flip above the opening print and above VWAP carries more weight than one fired into overhead resistance.
• The daily loss buffer is still mostly intact. The kill switch enforces the hard limit, but good execution means sizing down as that buffer shrinks, not waiting for the switch to trip.
• No major economic release is due in the next half hour. High-impact prints move price in ways that don't respect a SuperTrend stop; a news blackout filter pauses entries around scheduled events.

Past performance of any strategy configuration does not guarantee future results. All prop firm evaluations carry real risk — size positions to your account's daily loss limit.