Extracted algorithm research record
DAX 30MIN
A simple strategy for trading DAX40 on 30-minute timeframe using Supertrend and Keltner channels with money management rules.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- DAX40
- Recorded timeframes
- 30 minutes
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Supertrend | {"multiplier": 10, "period": 3} | close |
| Keltner | {"multiplier": 2, "period": 50} | close |
| AverageTrueRange | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- close crosses over Ksup and condvol and tendance=1
Recorded short-entry rules
- close crosses under Kinf and condvol and tendance=-1
Recorded exit rules
- if LONGONMARKET and close>Ksup+partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 THEN sell round(positionsize/2) shares at market
- if SHORTONMARKET and close<Kinf-partialprofitfactor*averagetruerange[20] and flag=0 and partialprofit=1 THEN exitshort round(positionsize/2) shares at market
- if LONGONMARKET and exitstrategy=1 and close<lowest[30](highest[55](high)-ratchetfactor*averagetruerange[20]) THEN sell at market
- if SHORTONMARKET and exitstrategy=1 and close>highest[30](lowest[55](low)+ratchetfactor*averagetruerange[20]) THEN exitshort at market
Recorded filters
- Not specified in the extracted record.
- Stop loss
- stopfactor*averagetruerange[20]
- Take profit
- profitfactor*averagetruerange[20]
- Position sizing
- round(((capitalinitial+STRATEGYPROFIT)*(risque/100))/(stopfactor*averagetruerange[20]))
Questions about this record
What entry rules are recorded for DAX 30MIN?
Long: close crosses over Ksup and condvol and tendance=1 Short: close crosses under Kinf and condvol and tendance=-1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX40. Timeframes: 30 minutes. These are source-recorded labels, not verified execution behavior.