swingBalancedtrend-followingsimpleBest TF: 4hWalk-forward untestedTV: Compiled (Pine v6 PASS)

Supertrend Flip

Follow the Supertrend indicator; enter on direction flips and ride until the next flip. Simple trend-following workhorse.

Profitability — TV multi-year derived

NEGATIVE EV
RM/Day
-88
net MYR ÷ trading days
Trades/Day
0.6
avg trade frequency
Monthly Est
RM -1,931
RM/day × 22 days
Trading Days
1,038
2022-01-01 → 2026-04-25
Philosophy

One indicator, one rule. Designed for people who want to stop second-guessing and simply obey the trend. Cuts losers fast, lets winners breathe.

Walk-forward status: Walk-forward untested

The featured config below was not directly covered by the walk-forward grids (different dataset or timeframe, or the in-sample SQN was too low to promote to OOS evaluation). Treat the in-sample numbers with appropriate caution — no unseen-window validation yet.

This strategy: Featured config is snap_4h — outside the walk-forward grid (which uses legacy tick data at 1m/5m/15m). No OOS verdict yet. Treat the in-sample SQN with caution until the test is extended to the 4h/daily snap datasets.

Authoritative result · TV multi-year backtest

TradingView 5m, multi-year history

TV UNPROFITABLE
Net (MYR)
-91,105
Profit Factor
0.58
Win rate
29.4%
Trades
595
Max DD (MYR)
+91,205

TV Wave-2 multi-year on 5m (Supertrend(10,3) flip): -91k MYR, PF 0.58, 29.4% WR. FCPO 5m flips direction too often for Supertrend to hold winners. Avg trade -153 MYR is the worst of all 5 Wave-2 strategies because the Supertrend stop sits ATR-distant from entry.

Tested 2026-04-25. This is the load-bearing evidence — it overrides the 1-month sweep below.

Local 1-month sweep — in-sample only, weak signal

In-sample only — weak signal
SQN
1.58
Profit Factor
2.13
Win rate
55.6%
Trades
18
Net profit
MYR +5,010
Max drawdown
MYR +2,220
Dataset
snap_4h
Timeframe
4h

Strategy properties

Style
swing
Profile
Balanced
Trades / day
0.13
Avg bars held
TV compile status
Compiled (Pine v6 PASS)
Walk-forward
Walk-forward untested
Moderate WR with PF ~1.5–2. Workhorse — no extreme runs either way.

Parameters

period
7
mult
2

Applies to

  • Market: FCPO (Crude Palm Oil Futures, Bursa Malaysia)
  • Timeframe: 4h
  • Style: Swing (hours to days)
  • Complexity: 1 rule, plug-and-play

When it works

Strong, directional trends. Performs poorly in chop.

Pine Script coming soon

Related strategies (trend-following)

Full raw backtest result
{
  "dataset": "snap_4h",
  "tf": "4h",
  "params": {
    "period": 7,
    "mult": 2
  },
  "trades": 18,
  "winRate": 55.56,
  "netProfitMYR": 5010,
  "profitFactor": 2.13,
  "sqn": 1.58,
  "maxDrawdownMYR": 2220
}

Amaran Risiko: Dagangan niaga hadapan (futures) melibatkan risiko kerugian yang tinggi dan tidak sesuai untuk semua pelabur. Kerugian boleh melebihi deposit margin asal anda. Prestasi lampau bukan jaminan prestasi masa hadapan. Kandungan di laman ini adalah untuk tujuan pendidikan dan maklumat sahaja, dan bukan nasihat pelaburan. Pastikan anda memahami sepenuhnya risiko yang terlibat sebelum berdagang, dan dapatkan nasihat profesional jika perlu.