Rajandran R Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and 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. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in)

V-lintra V6 – Bank Nifty Futures Trading System: TradeStudio

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Vlintra V6 is a VWAP + Linear Regression based volatile channel trading system with adaptive parameters. It has a better timing filter and intra bar execution to remove unwanted trades and it has a spike filter at the open.

Vlintra V6 comes with TradeStudio Package – Amibroker 32 bit plugin with fully backtestable and control to automate the trades.

It is a trend following system with adaptive controls which is built to trade intrsuments like Bank Nifty and high volatile scripts on a 5min timeframe. It is a positional carry forward algorithm. Two timing filters are included to avoid fresh entry. Any fresh signals post 3.15p.m and fresh signals at the first bar is completely ignored to avoid unwanted spike based entries.

Vlintra V6 version uses Multi timeframe strategy based on PercentRank Based Smooth ATR to identify the seasonality and bifurcates the market dynamics into

1)High volatile markets.
2)Extremely High volatile markets.
3)Low Volatile markets.
4)Extremely Low volatile markets.

According to the market dynamics, input parameters to the system are changed adaptively. So different volatility channels are used for changing market conditions.

Vlintra V6 – Bar Replay Mode

Vlintra V6 – Bank Nifty 5min Timeframe

Get Access to TradeStudio

Here is the Complete Metrics on the Backtest Report of Bank Nifty on 5min timeframe from Jan 2011 – Dec 2018

V-Lintra V6 Long-Short Report

Vlintra V6 – Equity curve in terms of Points made since Jan 2011 – Dec 2018

Vlintra V6 Points Made Since Inception (0.02% Trading Commissions + Slippage Deducted)
Risk Per Lot (In terms of Points)

Vlintra V6 – Key Performance Metrics

Rajandran R Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and 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. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in)

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