A Frankfurt-Open Long Strategy for DAX 15-Minute Bars

Summary

The document describes a long-only DAX system intended for 15-minute bars. It permits entries around the Frankfurt open on weekdays, using a short momentum comparison and price above a parabolic SAR as entry conditions. A fractal dimension index below a threshold also filters entries. The stated position size is three contracts, with a fixed loss stop; trading is flattened during the afternoon. Short entries and a profit target appear only in commented-out code.

The author reports using the system for over a year and calls it useful and profitable, but provides no trade history, performance metrics, market period, or test results. The document requests testing over a large bar sample and invites parameter adjustments, but does not provide those results. The strategy description therefore offers implementation details rather than independently verifiable evidence. Its performance may depend on the data, execution assumptions, parameter choices, and DAX market conditions; the reported experience alone does not establish robustness.

Key ideas

• The system looks for long entries near the Frankfurt open on weekdays.
• Entry conditions combine momentum, price above parabolic SAR, and a low fractal dimension reading.
• The example uses three contracts and a fixed loss stop, with afternoon position flattening.
• The author reports personal live use but supplies no performance data or backtest results.
• Short trades and a profit target are shown only as commented-out logic.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.