Griffin – A combination of the lion – the king of the beasts and the eagle – the king of the skyes. This magical creature are here to create some great returns for us!  

This algo takes the beauty of volume breakout and price action and combine it for great results. 

This code are released on several major indices, such as DAX, NDX, DOW/DJI, PXI. All indices have an algo for 3min, 5min, 15min and 1hour to complement eatch other on the in my opinion the best trading timeframes and they are all included in the same price for your convinens. You will always get a 10% discount when you get more than one product. 

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.  

The long timecharts only show data since 2016 since thats when PRT integrated volume on to their site. 

The 5min, 15min & 1h strategys have been live since august 2023 and the 3min since december 2023 so everything you see after that period is real trading.   

A positionsize of ”1” 1€ contract has been used in the backtest.  

A spread of 2 had been used in the backtest and the backtests are made with ”tick by tick” data activated. 

Information about the PXI version: 

1H Algo: 

Gain between 20160701-20240213: 4538€ 

Max drawdown: 474€ 

Stop loss: % Based 

Take Profit: % Based 

Entry hours: 24/7 

Trade over the weekend: Yes  

Both entry hours and weekend trading can easily be changed in the code but may affect the results. 

Long/Short: Long only 

15min Algo: 

Gain between 20160701-20240213: 7183€ 

Max drawdown: 460€ 

Stop loss: % Based 

Take Profit: % Based 

Entry hours: 24/7 

Trade over the weekend: Yes  

Both entry hours and weekend trading can easily be changed in the code but may affect the results. 

Long/Short: Long only 

5min Algo: 

Gain between 20210514-20240213: 2472€ 

Max drawdown: 319€ 

Stop loss: % Based 

Take Profit: % Based 

Entry hours: 24/7 

Trade over the weekend: Yes  

Both entry hours and weekend trading can easily be changed in the code but may affect the results. 

Long/Short: Long only 

3min Algo: 

Gain between 20220603-20240213: 2492€ 

Max drawdown: 225€ 

Stop loss: % Based 

Take Profit: % Based 

Entry hours: 24/7 

Trade over the weekend: Yes  

Both entry hours and weekend trading can easily be changed in the code but may affect the results. 

Long/Short: Long only