DAX Trading Strategy Using Moving-Average Angle and Slope

Summary

This DAX strategy seeks directional moves by combining the angle and slope of exponential moving averages. It calculates an angle from a 10-period average across 15 bars, then uses a second average’s slope and a smoothed trigger to define long and short entry conditions. The rules also restrict trading to a stated time window and set different position sizes and profit targets for each direction. A trailing stop based on average true range and a time-based exit for losing positions manage trades.

The author reports backtests over 200,000 bars using a stated spread of 1.5 points, and says the strategy was also run in live and demo modes, where positions differed. The post provides no detailed performance statistics or controlled comparison, so its claim that it works well is not independently substantiated here. The author suggests the approach may be adapted to other timeframes by changing parameters; results may therefore depend on timeframe, settings, and execution conditions.

Key ideas

• The strategy estimates trend direction from the angle of a 10-period exponential moving average across 15 bars.
• A second moving-average slope and smoothed trigger help define long and short entries.
• Entry rules include a specified trading window and distinct position sizes and profit targets for each direction.
• An average-true-range-based trailing stop and time-based exits for losing trades are included.
• The author reports a long backtest and live and demo use, but supplies limited performance evidence.

Tags

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