{
  "id": 1215,
  "rank": 2959,
  "name": "CSR strategy DAX 1 D",
  "aka": [
    "CSR strategy cumulative 2 periods",
    "Cumulative RSI 2 periods strategy"
  ],
  "family": "A",
  "subtype": "A2",
  "one_liner": "Trailing stop and Donchian channel stop with cumulative orders based on RSI and moving averages",
  "market_regime": "any",
  "timeframes": [
    "Daily"
  ],
  "symbols": [
    "DAX"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "RSI",
      "params": {
        "period": 2
      },
      "applied_to": "close"
    },
    {
      "name": "average",
      "params": {
        "period": 100
      },
      "applied_to": "close"
    },
    {
      "name": "average",
      "params": {
        "period": 110
      },
      "applied_to": "close"
    },
    {
      "name": "highest",
      "params": {
        "period": 25
      },
      "applied_to": "high"
    },
    {
      "name": "lowest",
      "params": {
        "period": 25
      },
      "applied_to": "low"
    }
  ],
  "entry_long": [
    "Close>AVG AND CUMRSI<35 AND CUM"
  ],
  "entry_short": [
    "Close<AVGS AND CUMRSI > 175"
  ],
  "exit_rules": [
    "TGL and TGS trailing stop",
    "Donchian channel stop"
  ],
  "filters": [
    "Cumulative orders",
    "Spread 5 - 95% of Position open at 010000 am"
  ],
  "stop_loss": "Donchian channel stop",
  "take_profit": "Trailing stop",
  "position_size": "initLOT = 1",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": [
    "DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/1215-csr-strategy-dax-1-d",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-trading-strategies/csr-strategy-dax-1/",
  "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."
}