DAX Hourly EMA Crossover Strategy with Separate Long and Short Rules

Summary

This document describes a DAX strategy on hourly bars that uses separate exponential moving average pairs for long and short trades. A 60-period average crossing above a 200-period average opens a long position, while the reverse cross exits it. For shorts, a 40-period average crossing below a 300-period average opens the position, and the opposite cross closes it. Entries are blocked on two specified weekdays, and fixed stop-loss and profit-target settings are included.

The author reports being surprised by the strategy’s backtest performance and asks for feedback, but provides no results, test dates, costs, or robustness checks. The claimed performance therefore cannot be evaluated from the page. The code is a first implementation, and the strategy’s asymmetric rules and parameter choices may be sensitive to the test period; further validation would be needed before drawing conclusions.

Key ideas

• The strategy uses different EMA crossover pairs for long and short DAX trades on hourly bars.
• Long entries and exits use the 60- and 200-period averages, while short rules use the 40- and 300-period averages.
• Entries are restricted on two weekdays, and fixed loss and profit thresholds are specified.
• The author mentions strong backtest performance without providing evidence or robustness checks.

Tags

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