Trading DAX Intraday with a Normalized Super Smoother Signal

Summary

This post presents a 15-minute intraday strategy for German DAX mini CFDs. It uses a Super Smoother filter applied to price changes, then normalizes the filtered value by a decaying estimate of its peak magnitude. The strategy opens long positions when the signal reaches the positive threshold and shorts when it reaches the negative threshold, with stated trading-hour windows and a rule that excludes new long entries on Mondays.

Risk controls include a fixed loss limit, a profit target, and trailing exits that activate after favorable movement, using separate distances for long and short trades. The author says tests used mini contracts with a one-point spread and reports that long trades were triggered more often, but gives no return series, drawdown, sample period, or comparison benchmark. The code is specific to the stated instrument, platform, signal, and schedule; these settings alone do not establish robustness or profitability under other costs or market conditions.

Key ideas

• The signal normalizes a Super Smoother filter of price changes by an adaptive peak estimate.
• Positive and negative thresholds generate long and short entries during specified trading windows.
• The system combines fixed loss and profit levels with direction-specific trailing exits.
• The post reports more frequent long triggers but does not provide performance statistics or a test period.

Tags

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