Gorgons- Three sisters with hair out of living venomous snakes where Medusa was the most famous of them. Because of their legendary and powerful gaze that could turn one to stone, images of the Gorgons were put upon objects and buildings for protection in ancient Greece.

Version 1 of the Gorgon strategy was first created in 2017 and has been very profitable since. Version 3 (this code) has been improved with everything I have learned since then and also with new features that have been added to the PRT platform.

The strategy is optimized for 50% of the bars in-sample (IS) and 50% of the bars out-of-sample (OOS) for a robust system that will perform in both bull and bear markets.

For Pxi a minimum positionsize of “1” 1€ contract has been used in the backtest. Can be changed in code.

For Dax and Ndx a minimum positionsize of “0,5” has to be used. In the backtest “1” 1€ contract has been used in the backtest. Can be changed in code.

A spread of 2 had been used in the backtest.

You will always get a 10% discount when you get more than one product.

Results between 20100802-20240216

Dax gain: 18486€

Dax max drawdown: 1405€

Ndx gain: 20730€

Ndx max drawdown: 1651€

Pxi gain: 7354€

Pxi max drawdown: 726€

Long/Short: Long only

Stop loss: ATR Based

Take Profit: ATR Based

Entry hours: 24/7

Trade over the weekend: Yes – you can easily change this in the code if you want, but it might hurt performance.

Performance since introduction on the marketplace 20230816 until 20240216

Gain: 1070€

Pxi max drawdown: 680€