Automated Trading Systems: Dax OPR Strategy

Automatic Strategy Dax OPR

Informations

• Instrument(s) = Mini Dax (DXM) / Micro Dax (DXS)
• Number of contracts = 1 minimum / user configurable
• Timeframe = 5 min
• Trading direction = Long & Short
• Maximum number of trade / day = 1 long & 1 short
• Overnight = Yes
• OverWeekEnd = No
• SetUp = based on the Open price Range (OPR) 15 min
• Initial amount required = margin value (depending on the instrument and number of contracts traded) + estimated drawdown amount based on backtests results,
• Access to the P2C Trading Discord Support server.

Description

This automated trading system is based on the Open Price Range (OPR) strategy, calculated over the first 15 minutes of the trading session.

When the price breaks through the OPR, and signal validated with the filterings, a position is taken in the direction of the breakout (long/short). The filters optimise performance by preventing positions from being taken when conditions are not optimal: high volatility in the upper time frame, excessive volatility in the lower time frame, and trend in the upper time frame.

The position is immediately protected by an initial stop, which then becomes a trailing stop according to the trading algorithm’s criteria. The trade is exited via the trailing stop. If the trailing stop is not triggered, the position is closed on a contrary signal. The position can be held from one session to the next, over several days.

The trade may be held overnight if the conditions are met, but no trades are held over the weekend. All positions will be closed on Friday 5 minutes before the end of the session.

The automated trading system has been developed and optimised over a period of nearly 6 years to achieve a robust, long-term trading algorithm that has already withstood various market conditions (range, bullish, bearish, volatile, etc.).

Results

Presented results below were achieved with one contract Mini Dax (DXM), without reinvesting the gains made, comissions included and 0.5 point spread.

• Backtest results for the development period  06/05/2019 - 14/03/2025

• Backtest results for the development and post development period  06/05/2019 - 06/02/2026

Results presented below were achieved with 2 contracts on the Micro Dax (DXS), without reinvesting the gains made, comissions included and 2 points spread.

• Backtest results for the period 19/04/2021 - 06/02/2026 (due to the beginning of historical datas on DXS)

⚠️ Best performances are achieved on Mini Dax (DXM), while remaining close on Micro Dax (DXS). Due to the "Value per point / fee per contract" ratio wich is more attractive on DXM.

User guide :

Download user guide

Characteristics

• Works on 5 minutes Timeframe,
• ProRealTime V11 and later versions compatible,
• Monthly subscription,
• Access to the P2C Trading Support Discord.

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Disclaimer

Our proposed tools (indicators and screeners) are not investment advices but tools allowing everyone to find specific graphic configurations.
Investing in the financial markets involves risks up to and including the total loss of capital.
The user of the proposed tools understands and accepts that the use of these tools is under his sole and entire responsibility. P2C Trading declines all responsibility in the use of the tools and the consequences that would result.