DAX Breakout Strategy Using Daily, Weekly, and Monthly Levels

Summary

This DAX strategy uses a smoothed price signal crossing prior daily, weekly, or monthly highs and lows to trigger long and short trades. It applies moving-average filters to selected crossings, restricts entries to a stated intraday window, and varies position size by season. Long entries may accumulate, while short entries are limited to cases where a short position is not already open.

Trade management combines percentage stop-loss and profit targets with time-based exits when positions have remained profitable or losing for specified candle counts. The author describes the approach as an idea and invites suggestions, but provides no backtest results, benchmark, or evidence that it is profitable. The supplied platform code includes detailed parameters, yet the note does not establish robustness across market regimes, instruments, costs, or execution conditions; the seasonal sizing and order accumulation also warrant independent evaluation.

Key ideas

• Entries are triggered by a smoothed signal crossing prior daily, weekly, or monthly price levels.
• Moving-average conditions filter some breakouts, and trading is limited to a specified time window.
• The rules include seasonal position-size changes and allow long order accumulation.
• Percentage targets and stops are paired with time-based exits for open positions.
• The document proposes the system but supplies no performance validation.

Tags

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