A Time-Filtered DAX Strategy Using TDI Signals
Summary
This document presents a rule-based DAX system for five-minute charts, built around the Traders Dynamic Index (TDI), which combines an RSI series with smoothed lines. It defines separate morning and afternoon trading windows and a daily flat time. A long entry occurs when the smoothed RSI line is above both its middle band and specified levels. A short entry is triggered when that line crosses below the middle band, subject to a level filter. Positions are closed at the end of each window, with fixed stop-loss and profit-target settings.
The post supplies parameter values and executable-style rules, but no backtest, live results, rationale for the thresholds, or evaluation of trading costs. The code also does not describe volatility-based sizing or market regime filters, and its performance cannot be inferred from the rules alone. Any assessment would need to account for DAX contract characteristics, intraday execution, and the possibility that the chosen indicator settings are specific to the sample or author.
Key ideas
- The system applies a TDI-style indicator to five-minute DAX data.
- Trading is restricted to designated morning and afternoon sessions, with positions closed at their boundaries.
- Long signals require the smoothed RSI line to exceed the middle band and selected thresholds.
- Short entries follow a downward cross of the middle band subject to a level condition.
- The rules use fixed position size, stop, and target settings, but the document reports no performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.