We report a single-copy tempering method for simulating large complex systems. In a generalized ensemble, the method uses runtime estimate of the thermal average energy computed from a novel integral identity to guide a continuous temperature-space random walk. We first validated the method in a two-dimensional Ising model and a Lennard-Jones liquid system. It was then applied to folding of three small proteins, trpzip2, trp-cage, and villin headpiece in explicit solvent. Within 0.5 ~ 1 microsecond, all three systems were folded into atomic accuracy: the alpha carbon root mean square deviations of the best folded conformations from the native states were 0.2, 0.4, and 0.4 Å, for trpzip2, trp-cage, and villin headpiece, respectively. Discussion of folding much larger helical proteins in explicit solvent will also be given.