Vlintra V5 is a trend following system based on VWAP + Linear regression based volatility channel with adaptive parameters based on four different volatile seasons. Vlintra V5 is part of Tradestudio package.
Basically Volatile seasons are classified into four categories
1)Low volatile season
2)Extremely low volatile season
3)High volatile season
4)Extremely high volatile season
input parameters are dynamically changed based on the changing volatile market dynamics. Volatility is measured on the hourly timeframe.
Strategy is ready to plug and play with Automated trading tools. However one can play with manual limit order execution as well.
Backtest Results from Jan 2011 – Dec 2018
Vlintra V5 – Equity Curve
Vlintra V5 – Drawdown curve
Vlintra V5 – Key Performance Metrics
|Max System % Drawdown||26.8%|
Currently download access is limited to Trading Strategy for Active Traders Members . For installation support connect with our support team at +91 9535133445 (9a.m – 6p.m IST Mon-Sat)
Download Vlintra V5 – Tradestudio Plugin for Amibroker