vLintra V5

Description

Vlintra V5 is a dynamic trend following trading system which is a multi-timeframe volatility-based dynamic trading system and uses VWAP + Linear regression-based volatility channel with adaptive parameters based on four different volatile seasons. Vlintra V5 is part of Tradestudio package.

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

 

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.

vLintra V5 Trading System is Optimized for

1)Nifty Futures – 15min Timeframe (Positional)

Trading Parameters

Parameters	Values
ATR	80
len1	30
len2	30
len3	45
len4	160

Download the Vlintra V5 – NIfty 15min – Complete Backtesting Report

2)Bank Nifty Futures – 15min Timeframe (Positional)

Trading Parameters

Parameters	Values
ATR	100
len1	25
len2	75
len3	35
len4	175

Download the Vlintra V5 – BankNIfty 15min – Complete Backtesting Report

3)Bank Nifty Futures – 5min Timeframe (Positional)

Trading Parameters

Parameters	Values
ATR	70
len1	130
len2	100
len3	80
len4	60

Download the Vlintra V5 – BankNIfty 5min – Complete Backtesting Report

Nifty Futures 15min Backtesting Report