tLintra V5.0

1,500.00
SKU: N/A Categories: , Tags: ,

Vendor : TradeStudio

Notes : Once you subscribe to the Product. Our support team will reach out you within 24 hours to facilitate the installation of the necessary licenses and software. Feel free to contact us via email ([email protected]) or call us at (+91 8550 828 828) for any further assistance or services you may require.

In Stock

Reviews

There are no reviews yet.

Only logged in customers who have purchased this product may leave a review.

Description

What is tLintra V5?

tlintra V5 is a trend-following system based on TWAP + Linear regression-based volatility channel with adaptive parameters based on four different volatile seasons.

Trading System Type : Positional
Supported Software: Amibroker (32-Bit) – 6.0+ or higher version

 

The primary objective of the tLintra V5 trend following system is to capture the positional trends and bringing consistency in return and optimal stop loss from the tlintra V5 band itself thereby maximizing the overall gain of the portfolio.

What is a Trend Following System?

According to Wikipedia, Trend following or trend trading is a trading strategy according to which one should buy an asset when its price trend goes up, and sell when its trend goes down, expecting price movements to continue.

Traders who employ a trend-following strategy do not aim to forecast or predict specific price levels; they simply jump on the trend (when they perceived that a trend has been established with their own peculiar reasons or rules) and ride it.

Backtesting Performance

In order to test the system parameters following parameters are used

Parameters Value
Trading Instrument Bank Nifty Futures
Backtesting Timeframe 5min timeframe (Continous Data)
Backtest Length Jan 2011 – May 2022
Strategy Type Volatility based Trend Following (Positional)
Position Size 2 Lakhs (Max Position Value)
Slippage + Commissions 0.02%
Trading Capital RS 2,00,000
Current Trading Margin as of 6th Aug 2021 Rs 1,64,432/Lot or 15.23% NRML Margin
Preferred Execution Type Entry Limit Order and Exit Market Order
Fixed Stoploss Nil
Fixed Target 3.0%
Signals in Futures and Execution in Options Yes Possible
Which Option Strike to Select 4 Strike ITM (Ensure Sufficient Liquidity is available)

Rough Theoretical Brokerage Charges involved in a typical Buy and Sell Transaction with Bank Nifty at 35,000 levels

Parameters Value
Total Turnover Rs 1750000 (Buy Side + Sell Side)
Brokerage Rs 40
STT total Rs 88
Exchange txn charge Rs 35
Clearing charge RS 0
GST Rs 13.5
SEBI charges Rs 1.75
Stamp duty RS 17.45
Total Charges Rs 195.75 (0.011%)
Points to breakeven 7.83 points

Backtesting Results

t-LinTRA V5 – Complete Backtesting Report

Key Backtesting Performance Metrics

Key Performance Metrics Value
Sharp Ratio 1.49
Max System Drawdown 2.36/lot (unhedged risk)
Calmar Ratio (CAR/MDD) 1.33
Recovery Factor 11.61
Profit Factor 1.23
Payoff Ratio 1.91
Risk-Reward Ratio 2.21

Trading Parameters

Parameters Values
ATR 70
len1 100
len2 110
len3 60
len4 60

Equity Curve

Absolute Profit Table (in thousands)

Additional information

Months

1 Month, 3 Months, 6 Months, 1 Year

Select the fields to be shown. Others will be hidden. Drag and drop to rearrange the order.
  • Image
  • SKU
  • Rating
  • Price
  • Stock
  • Availability
  • Add to cart
  • Description
  • Content
  • Weight
  • Dimensions
  • Additional information
  • Attributes
  • Custom attributes
  • Custom fields
Click outside to hide the compare bar
Compare
Compare ×
Let's Compare! Continue shopping