# CSR strategy DAX 1 D

Trailing stop and Donchian channel stop with cumulative orders based on RSI and moving averages

Canonical: https://prismaticalgos.com/compendium/algo/1215-csr-strategy-dax-1-d
Record ID: 1215
Catalog rank: 2959 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://www.prorealcode.com/prorealtime-trading-strategies/csr-strategy-dax-1/
Evidence label (unverified): source_code

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

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.

## Recorded profile

- symbols: DAX
- timeframes: Daily
- sessions: Not specified
- market_regime: any

## Indicators

- RSI: {"period": 2}; applied to: close
- average: {"period": 100}; applied to: close
- average: {"period": 110}; applied to: close
- highest: {"period": 25}; applied to: high
- lowest: {"period": 25}; applied to: low

## Recorded long-entry rules

- Close>AVG AND CUMRSI<35 AND CUM

## Recorded short-entry rules

- Close<AVGS AND CUMRSI > 175

## Recorded exit rules

- TGL and TGS trailing stop
- Donchian channel stop

## Recorded filters

- Cumulative orders
- Spread 5 - 95% of Position open at 010000 am

## Risk controls

- Stop loss: Donchian channel stop
- Take profit: Trailing stop
- Position sizing: initLOT = 1