# DAX P Daily Strategy

A simple mechanical long/short system using moving averages, RSI, and ATR-based exits.

Canonical: https://prismaticalgos.com/compendium/algo/2383-dax-p-daily-strategy
Record ID: 2383
Catalog rank: 2251 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://www.prorealcode.com/topic/dax-p-daily-strategy-21k-pnl-low-17-8-dd-high-stability-0-924/
Evidence label (unverified): backtest_shown

## 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: ^GDAXI
- timeframes: 1d
- sessions: Not specified
- market_regime: trending|volatile

## Indicators

- EMA: {"period": 38}; applied to: close
- EMA: {"period": 61}; applied to: close
- EMA: {"period": 21}; applied to: close
- RSI: {"period": 7}; applied to: Not specified
- ATR: {"period": 11}; applied to: Not specified
- ATR: {"period": 17}; applied to: Not specified

## Recorded long-entry rules

- NOT LONGONMARKET AND CLOSE > AVERAGE[38, 8](close)

## Recorded short-entry rules

- NOT SHORTONMARKET AND (AVERAGE[21, 3](close) CROSSES UNDER AVERAGE[61, 2](close) AND RSI[7] > 51)

## Recorded exit rules

- BuyCondition AND NOT SellCondition THEN BUY AT MARKET, SET STOP LOSS (2.7 * AVERAGETRUERANGE[11]), SET TARGET PROFIT (2.9 * AVERAGETRUERANGE[17])
- SellCondition AND NOT BuyCondition THEN SELLSHORT AT MARKET, SET STOP %LOSS (1.7), SET TARGET %PROFIT (3.4)

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: 2.7 times the 11-period ATR
- Take profit: 2.9 times the 17-period ATR
- Position sizing: null