Extracted algorithm research record
DAX Dual Engine Bidirectional DAX40 Trading System
A fully automated bidirectional trading system for DAX40 index using momentum and mean-reversion signals.
Source & extraction context
Evidence label: forward_results (source claim, not independent verification). Recorded completeness: 50.0/100. 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
Build warnings
- MT4_ONLY: the captured source is MQL4 / written for MetaTrader 4. It needs porting (order functions, indicator handles) before it runs on MT5.
Recorded market & execution profile
- Recorded markets
- GDAXI, DAX40, GER40
- Recorded timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ADX | {} | close |
| Laguerre RSI | {} | close |
| Fibonacci | {} | close |
| Pivot Points | {} | close |
| ATR | {"period": 240} | close |
| ATR | {"period": 170} | close |
| ATR | {"period": 255} | close |
| ATR | {"period": 310} | close |
| ATR | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- multi-bar low filter
- ADX analysis confirms momentum exhaustion
- Laguerre RSI bullish signal
Recorded short-entry rules
- RSI crossover in oversold zone
- Fibonacci level breakout against long-period moving average
- Pivot Point level entry
Recorded exit rules
- ATR-based trailing stop on Long trades
Recorded filters
- time range filter to restrict trading to active market hours
- pending Short order expiration (18 bars)
- Stop loss
- 240-period ATR multiplied by 2.04x for SL, 255-period ATR multiplied by 6.7x for PT
- Take profit
- 310-period ATR multiplied by 3.42x for PT, 240-period ATR multiplied by 2.04x for SL
- Position sizing
- fixed risk amount per trade ($200 default), lot size based on Stop Loss distance and specified risk amount
Questions about this record
What entry rules are recorded for DAX Dual Engine Bidirectional DAX40 Trading System?
Long: multi-bar low filter ADX analysis confirms momentum exhaustion Laguerre RSI bullish signal Short: RSI crossover in oversold zone Fibonacci level breakout against long-period moving average Pivot Point level entry These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GDAXI, DAX40, GER40. Timeframes: H1. These are source-recorded labels, not verified execution behavior.