ADX and Momentum Trend Strategy with EMA Filters and Trailing Stops

Summary

This shared ProRealTime strategy combines ADX, directional indicators, momentum, stochastic movement, and price relationships to moving averages. It seeks long entries when several measures support an upward trend and short entries when they support a downward trend. The author says it is being run on the DAX at a 15-minute frequency and invites feedback on its behavior in other markets and at a different simulated capital level.

The rules add time-of-day entry limits, a fixed initial stop and profit target, and a long series of conditional stop adjustments that progressively protect gains as price moves in the trade’s favor. The post supplies code but no backtest results, performance statistics, or comparison across markets and timeframes. Its claims about strategy quality are therefore unverified, and the extensive indicator conditions and stop settings would need independent testing for robustness, costs, and instrument suitability.

Key ideas

• Long entries require agreement among trend, momentum, directional movement, and moving-average filters.
• Short entries use corresponding bearish conditions and a subset of the indicator checks.
• The strategy restricts new entries to a specified daily time window.
• Initial stop and profit target rules are supplemented by staged stop adjustments as trades move favorably.
• The author provides no performance results to establish robustness across markets or timeframes.

Tags

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