{
  "id": 1062,
  "rank": 2928,
  "name": "Pathfinder DAX 4H",
  "aka": [
    "DAX breakout system triggered by previous daily, weekly and monthly high/low crossings",
    "Pathfinder trading strategy"
  ],
  "family": "J",
  "subtype": "J1",
  "one_liner": "Trades based on daily, weekly, and monthly high/low crossings with smoothed averages and seasonal patterns.",
  "market_regime": "any",
  "timeframes": [
    "4H"
  ],
  "symbols": [
    "DAX"
  ],
  "sessions": [
    "8:00-22:00 GMT"
  ],
  "indicators": [
    {
      "name": "WilderAverage",
      "params": {
        "period": 5
      },
      "applied_to": "close"
    },
    {
      "name": "TimeSeriesAverage",
      "params": {
        "period": 10
      },
      "applied_to": "WilderAverage"
    },
    {
      "name": "TimeSeriesAverage",
      "params": {
        "period": 3
      },
      "applied_to": "TimeSeriesAverage"
    }
  ],
  "entry_long": [
    "signalline CROSSES OVER monthlyHigh OR signalline CROSSES OVER weeklyHigh OR signalline CROSSES OVER dailyHigh OR (signalline CROSSES OVER monthlyLow AND close < Average[periodLongMA](close))",
    "not saisonalShortPattern"
  ],
  "entry_short": [
    "(signalline CROSSES UNDER monthlyHigh AND close > Average[periodLongMA](close)) OR (signalline CROSSES UNDER monthlyLow AND close < Average[periodShortMA](close)) OR (signalline CROSSES UNDER dailyLow AND close > Average[periodShortMA](close))"
  ],
  "exit_rules": [
    "posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit",
    "posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit",
    "posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit",
    "posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit"
  ],
  "filters": [
    "saisonalShortPattern"
  ],
  "stop_loss": "SET STOP %LOSS stoppLoss",
  "take_profit": "SET TARGET %PROFIT takeProfit",
  "position_size": "PositionSize * longPositionMultiplier CONTRACT AT MARKET if not saisonalShortPattern, otherwise PositionSize CONTRACT AT MARKET for long trades; positionSize * shortPositionMultiplier CONTRACT AT MARKET if saisonalShortPattern, otherwise positionSize CONTRACT AT MARKET for short trades",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/1062-pathfinder-dax-4h",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-trading-strategies/pathfinder-dax-4h/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}