DAX Strategy Using Changes in Rolling Candle-Body Momentum

Summary

This DAX strategy calculates each candle’s body as the close minus the open, then measures changes in that body over a rolling period of 84 bars. It applies separate positive and negative thresholds, set to 81 and 6 times the platform’s pip size, and compares the resulting series across bars. Four selectable modes determine which directional comparisons trigger a long or short signal; a signal-inversion setting can reverse the direction. The example parameters specify one contract and disable order cumulation.

The document presents these settings as optimized for DAX and supplies entry instructions that submit market orders when a signal is positive or negative. It does not include a backtest, performance statistics, exit or risk controls, or details about the data and optimization procedure. The thresholds and period are presented as market-specific settings, so the document gives no evidence that they transfer to other instruments, timeframes, or market conditions.

Key ideas

• The strategy sums changes in candle bodies over a rolling period to form its signal input.
• Separate positive and negative thresholds filter that rolling sum.
• Four modes define different comparisons between the filtered series and its prior values.
• An inversion parameter can reverse signal direction, and the example trades one DAX contract at market.
• The document provides no backtest results or risk-management rules.

Tags

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