Adapting a Three-Day High-Low Strategy to One-Minute DAX Trading

Summary

This strategy adapts a three-day high-low pattern to one-minute bars on the DAX 40. It enters long when the latest close is above a 200-bar moving average but below a 5-bar average, and when highs and lows have declined across a sequence of recent bars. The provided code places a percentage loss stop after entry and exits when price closes above the short moving average under an additional daily high-low condition. It also includes a separate exit based on the current day’s high and low relative to the prior day.

The author says the method is traditionally used on daily bars and reports finding it effective on the one-minute timeframe, but provides no supporting performance figures, test period, or comparison. The rules mix minute-bar signals with daily high-low checks, and the code’s time-window variables are not visibly applied to entries. Results may depend on execution, costs, and the exact platform interpretation; the document does not assess those effects.

Key ideas

• The entry combines a long-term trend filter, a short-term pullback condition, and consecutively lower highs and lows.
• The rules are applied to one-minute DAX 40 bars despite being described as a daily strategy originally.
• The code adds a percentage loss stop and exits tied to the short moving average and daily high-low relationships.
• The author provides no quantified testing evidence, and the time-window variables are not visibly enforced in the entry logic.

Tags

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