Rajandran R Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Building Algo Platforms, Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in

[Premium] VLintra V5 – Bank Nifty Futures 5min Positional Trading System

41 sec read

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 V5Key Performance Metrics

MetricsValue
CAR/MDD1.37
Recovery Factor19.12
Sharp Ratio2.13
Max System % Drawdown26.8%
Profit Factor1.43
Payoff Ratio2.13

Download Compete Backtest Report from Jan 2011 – Dec 2018

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

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Download TradeStudio 4.0 – 32 bit Plugin for Amibroker

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Rajandran R Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Building Algo Platforms, Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in

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6 Replies to “[Premium] VLintra V5 – Bank Nifty Futures 5min Positional…”

  1. Is this a Charting Software or a support Tool for trading ?Can you please arrange a Demo for me ?
    Can I have the contact number ?

  2. Hi,

    I am from VietNam, how can i buy the tradesystem for me who want to useing it only in Vietnam market?

    Thanks.

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