Long-Only DAX40 H1 Trend Strategy with Moving-Average Filters

Summary

This document presents an intraday long-only system for the DAX40 CFD using hourly bars. It requires the close to exceed both a 185-period moving average, used as a broad trend filter, and a 16-period moving average, used to confirm nearer-term direction. It also includes a price-above-1000 condition. Entries are permitted before 17:30, and the system schedules positions to be flat outside a specified late-day window. Weekend trading is excluded, and only one position may be open at a time.

Each entry uses a fixed 67-point stop and a 185-point target. The post characterizes the method as suited to bullish trending conditions and likely to stand aside in bearish or choppy markets. It supplies rules and code but no backtest, trade sample, costs, slippage assumptions, or comparison with a benchmark. The fixed price threshold and point-based exits may depend on the instrument’s quotation and market regime, so the description alone does not establish robustness or profitability.

Key ideas

• The system trades DAX40 CFD long only on hourly bars.
• It requires price to be above both the 185-period and 16-period moving averages and above 1000.
• Entries stop after 17:30, with time-based position flattening and weekends excluded.
• The rules set a 67-point stop and a 185-point profit target, with one position at a time.
• No backtest or evidence of performance is included, and the fixed thresholds may be regime dependent.

Tags

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