DAX Intraday Breakout Strategy with Daily Range Filters and Trailing Stops

Summary

This DAX strategy uses 15-minute bars and begins measuring the day’s range after the morning start time. It sets buy and sell stop entries near the range extremes once price has moved sufficiently away from both sides. The range must remain below a maximum size, and the entry levels must be far enough apart. The system uses fixed position size, cancels or changes orders after an afternoon cutoff, closes positions later in the day, and applies a trailing stop and a maximum-loss stop.

The document says tests used a one-point spread and describes recent historical results as favorable, but it provides no performance figures, test dates, or robustness analysis. Its behavior depends on the specified market, bar interval, and GMT+2 schedule, which may need adjustment for other feeds or daylight-saving periods. The rules are presented as shared platform code, without independent validation or discussion of slippage, parameter sensitivity, or out-of-sample performance.

Key ideas

• The strategy tracks the intraday high and low from a specified morning start on DAX 15-minute bars.
• It places stop entries near the range boundaries only when range and distance conditions are met.
• Afternoon time rules restrict new entries and manage open positions.
• Trailing and maximum-loss stops provide trade exits, but the document supplies no detailed performance statistics.

Tags

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