DAX Intraday Trend Strategy with Moving Average and MACD Filters

Summary

This document describes a rules-based DAX CFD strategy using H4 bars covering the session from 9:00 to 21:00. It enters long when price is above a 200-period moving average and MACD is positive, and short when price is below the average and MACD is negative. Positions are closed at 21:00, with a 1% stop loss and a 3% profit target. The code also disables order accumulation.

The author reports positive results over the preceding ten years with a one-point spread, but says the strategy was not profitable in earlier data and suggests trading-hour differences may explain that result. No detailed performance figures, test setup, or risk-adjusted measures are provided. The short description does not specify how the 9:00 signal is synchronized with H4 bars or how repeated entries are prevented during the session, so those implementation details would need checking before interpreting or reproducing the backtest.

Key ideas

• The strategy uses a 200-period moving average and MACD sign to determine trade direction.
• It applies the same directional filters to long and short entries.
• Positions are scheduled to close at 21:00, with a 1% stop and 3% target.
• The author reports positive results over ten years with a one-point spread, but not for earlier data.
• The document gives limited information about the backtest setup and intraday entry handling.

Tags

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