{
  "id": 1295,
  "rank": 2974,
  "name": "DAX 30 - Morning range breakout with order size increase",
  "aka": [
    "DAX open range breakout automated trading strategy",
    "DAX-1-min-mor-steigerung.itf"
  ],
  "family": "J",
  "subtype": "J1",
  "one_liner": "Enters long or short positions based on morning range breakout and adjusts position size based on performance.",
  "market_regime": "any",
  "timeframes": [
    "M1"
  ],
  "symbols": [
    "DAX30"
  ],
  "sessions": [
    "08:59-09:01 GMT"
  ],
  "indicators": [],
  "entry_long": [
    "close > HIGHEST[120](high) AND CurrentTime >= 090100 AND not daysForbiddenEntry AND timeEnterAfter"
  ],
  "entry_short": [
    "close < LOWEST[120](low) AND CurrentTime >= 090100 AND not daysForbiddenEntry AND timeEnterAfter"
  ],
  "exit_rules": [
    "if LONGONMARKET = 1 then EXITLONG at POSITIONPRICE - sl STOP",
    "if SHORTONMARKET = 1 then EXITSHORT at POSITIONPRICE + sl STOP"
  ],
  "filters": [
    "no trading on weekends",
    "no trading after 10:00 GMT"
  ],
  "stop_loss": "POSITIONPRICE - sl",
  "take_profit": "POSITIONPRICE + sl",
  "position_size": "size = size - 1 if POSITIONPERF(1) > 0 and size > 1; size = size + 1 if POSITIONPERF(1) < 0",
  "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/1295-dax-30-morning-range-breakout-with-order-size-increase",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-trading-strategies/dax30-morning-breakout-order-size-increase/",
  "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."
}