DAX H4 SuperBandPass Strategy with RMS Crossings and Risk Controls

Summary

This document outlines an experimental DAX four-hour strategy built around a SuperBandPass filter and positive and negative RMS bands. It proposes entering long when the filter crosses above the negative band and short when it crosses below the positive band, with additional filter thresholds used to qualify entries. Crossings of the bands also trigger exits. The code includes a volatility range filter based on recent close-price variation and limits the number of daily entries.

Risk controls include percentage-based stop-loss and profit-target settings, plus a trailing stop intended to protect gains after a specified profit threshold. The author describes the system as still in development and explicitly says it has not been tested in live trading. Several settings are exposed as adjustable inputs, and alternative crossing rules are mentioned. The document gives implementation logic, not evidence of profitability: it reports no backtest results, sample period, costs, or evaluation of parameter sensitivity. The strategy’s performance and execution behavior therefore remain unestablished.

Key ideas

• The strategy uses SuperBandPass filter crossings of positive and negative RMS bands to define entries and exits.
• Additional filter thresholds and a short-term volatility range qualify entries.
• The code limits daily entries and restricts trading to a specified time window.
• Percentage stops and targets are paired with a trailing stop intended to protect gains.
• The strategy is described as untested in live trading, with no performance results supplied.

Tags

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