Dax Macd Bollinger Breakout Strategy Mt4
- Experts
- Tomas Vanek
- Version: 1.0
DAX MACD Bollinger Breakout (M15) is a fully automated MetaTrader 5 strategy designed to capture clean breakout moves on the DAX index using a momentum + structure confirmation model with rule-based pending STOP execution. The EA was tested on DAX on the M15 timeframe from July 8, 2017 to August 22, 2025 (MT5 hedged). No parameter setup is required — the system is delivered with optimized and fine-tuned settings.
Recommended broker: Any MT5 broker offering DAX (GER40) with EET server time (RoboForex is a common match).
StrategyQuant source code is available here: https://quantmonitor.net/dax-macd-bollinger-breakout-strategy/
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MAIN SETTINGS
Symbol / Timeframe: DAX (GER40) / M15
Trading options:
- Daily Exit: Disabled
- Friday Exit: Enabled (19:00)
- Max trades per day: No limit (duplicate trades disabled)
- Weekend trading: Enabled
- Pending orders: Used (STOP orders)
- Pending order replacement: Allowed
- Pending order validity: 148 bars
Risk management:
- Stop Loss: 5.2% (percent-based)
- Profit Target: 9.2% (percent-based)
- Trailing Stop: 3.4 × ATR(60)
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ENTRY LOGIC (MOMENTUM + ICHIMOKU KUMO BREAKOUT + PENDING STOP BREAKOUT)
This EA confirms direction first and executes only if the breakout actually happens.
It combines a MACD strength threshold as a momentum filter with an Ichimoku Kumo breakout as a structure/regime confirmation, then places pending STOP orders at adaptive Bollinger Band levels to avoid guessing direction at market.
Setup conditions (momentum + structure):
- Long setup:
- MACD value confirms bullish momentum strength (MACD 8/52/9, threshold-based)
- AND Ichimoku signals a bullish Kumo breakout (Ichimoku 9/26/52)
- Short setup:
- MACD value confirms bearish momentum strength (MACD 8/52/9, threshold-based)
- AND Ichimoku signals a bearish Kumo breakout (Ichimoku 9/26/52)
Entry rules (pending STOP orders at breakout level):
Breakout execution uses Bollinger Bands as the trigger level:
- LONG: place a Buy Stop at the Upper Bollinger Band (Period 91, Deviation 3.46, PRICE_CLOSE)
- SHORT: place a Sell Stop at the Lower Bollinger Band (Period 91, Deviation 3.46, PRICE_CLOSE)
Pending orders:
- Validity: 148 bars
- Replacing existing pending orders: Allowed
- Duplicate trades: Disabled
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EXIT RULES
- Fixed Profit Target: 9.2% (percent-based)
- Fixed Stop Loss: 5.2% (percent-based)
- Volatility-based Trailing Stop: 3.4 × ATR(60)
- Friday risk control: forced exit on Friday at 19:00 to reduce weekend gap exposure
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VALIDATION
Recommended: validate the build with out-of-sample (OOS) windows, robustness tests, and a dedicated TRUE OOS segment (tick retest if available) to reduce overfitting risk and confirm stability beyond the development sample.
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RISK DISCLAIMER
Trading involves significant risk. Past performance is not necessarily indicative of future results. Always forward-test on a demo account before trading live and use appropriate risk management.
