GER40 Long Strategy Using Moving Averages and Regression Slope

Summary

The document describes a long-only GER40 strategy on a four-hour chart. Its written description says to buy when price is below the 200-period EMA and above the 50-period EMA, with a linear regression slope filter, then exit when price is above the 28-period EMA and below the 7-period EMA. The included rules differ: they use the 50- and 100-period EMAs for entries and require a negative 100-period regression slope. Entries also require a rising close and are limited to weekday trading hours; the strategy sets a percentage loss stop and profit target.

No backtest results or performance evidence are provided. The document gives conflicting entry criteria between its prose and strategy rules, so the intended setup is unclear. It also supplies no rationale or validation for its indicators, trading window, stop, or target. Treat it as an example of a rule-based trading system, not evidence that the approach is profitable.

Key ideas

• The strategy is long-only and is described for GER40 on a four-hour chart.
• The written entry description conflicts with the EMA periods in the included rules.
• The coded entry rules combine moving averages, a rising close, and a negative regression slope.
• Entries are restricted to weekdays during specified hours, with a stop and profit target stated.
• The document provides no performance results or evidence of profitability.

Tags

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