Germany 30 Strategy Using Moving-Average Trend, Momentum, and RSI

Summary

This intraday Germany 30 strategy combines the direction of a 20-period moving average with 12-period momentum and a 20-period RSI. It opens long positions when price is above the average, momentum is rising across recent readings, and RSI crosses above 70. It opens short positions when price is below the average, momentum is falling, and RSI crosses below 30. Exit conditions use RSI thresholds or a change in moving-average direction, with fixed stop-loss and profit-target settings. The code also limits trading hours and disables order accumulation.

The author reports testing the rules on 100,000 bars and asks for a longer test, but provides no performance metrics or market conditions for evaluating the result. Although presented as used with real money, this is not evidence of robustness. The entry logic treats RSI threshold crosses as trend-confirmation triggers, so results may depend heavily on instrument behavior, bar size, execution costs, and the specified thresholds. The document describes a concrete rule set, not a complete validation or risk assessment.

Key ideas

• The strategy combines a 20-period moving average, 12-period momentum, and 20-period RSI.\nLong entries require price above the average, rising momentum, and an RSI cross above 70.\nShort entries require price below the average, falling momentum, and an RSI cross below 30.\nExit rules use RSI crosses or a reversal in moving-average direction.\nThe author mentions a 100,000-bar test but gives no performance statistics.

Tags

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