DAX Pullback Grid Strategy with Moving Average and ADX Filters

Summary

This document presents a long-only DAX strategy intended for a 15-minute chart. It enters when a short moving average crosses below a longer one, subject to an ADX range, then adds to a losing position after a fixed price decline. The entry logic is limited by time of day and weekday filters, and the strategy exits on the reverse moving-average crossover or through stop mechanisms.

The code caps the position through a maximum-count condition, sets a fixed loss stop, and trails a stop upward after a profit threshold. The author describes a related hourly strategy as successful, but provides no performance data, backtest, or risk analysis to support that claim. Grid additions increase exposure during adverse movement, so the stated position cap does not make the approach risk-free; results may also depend on instrument specifications, execution, and how the platform handles orders and timeframes.

Key ideas

• The strategy opens a long position when the shorter moving average crosses below the longer average and ADX is within a specified range.
• It adds to a losing trade after a preset adverse move, increasing exposure through a grid approach.
• Time and weekday filters restrict when new entries or position increases can occur.
• Exit logic combines a reverse moving-average crossover, a fixed loss stop, and a trailing stop.
• The document gives no backtest or quantified evidence, and grid losses can be substantial despite the position cap.

Tags

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