Tradestudio 5.0 - Documentation
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Tradestudio 5.0 is a comprehensive trading system designed for professional and full-time quantitative traders, offering a suite of indicators, strategies, and alerts based on the AmiBroker platform. It facilitates both manual and automated trading with complete backtesting capabilities, ensuring traders can effectively capture market momentum. The system includes various trading strategies tailored for different instruments and market conditions, supported by ample documentation and customer support.
Tradestudio 5.0 - Documentation
- 1. Tradestudio 5.0 Quant Based Trading Systems for Professional Traders www.marketcalls.in/tradestudio
- 2. What is TradeStudio 5.0? Tradestudio is a suite of proprietary indicators, strategies & Alerts, built on Amibroker Platform and built for Professional and full-time quant/algo traders. It helps traders to harness the power of momentum. Trade Studio Systems are designed for traders who want to stay away from predicting the market direction but to participate in the momentum of the trend and thereby capturing the trend till it lasts.
- 3. What you can do with TradeStudio? You can use the quant-based strategies for manual trading or automated trading. Trading Strategies are completely backtestable You can use tradestudio indicators for discretionary trading to take critical trading decisions.
- 5. System Requirements WINDOWS 7, 8 OR 10 INTEL / AMD PROCESSOR 3 OR 4 GB RAM AMIBROKER 5.8 OR ABOVE (32-BIT) REALTIME DATAFEED
- 6. License Activation Procedure Activate Activate TradeStudio License remotely Contact Contact Marketcalls Support Install Install TradeStudio 5.0 AFL Pack Install Install TradeStudio 5.0 Plugin Install Install Amibroker
- 7. License De-Activation Procedure • Remove TradeStudio 5.0 Dll Plugin from Amibroker Plugin Folder Remove • Remove TradeStudio 5.0 AFL Pack from the Amibroker Formulas Folder Remove
- 8. Recommended Amibroker Database Settings
- 9. Recommended Amibroker Preference Settings Goto Amibroker -> Tools -> Preferences -> Intraday and do the settings as shown
- 10. List of Trading Strategies Lintra V3 Lintra V4 vLintra V5 vLintra V6 tLintra V5 kLintra V5 Quick Flip vLintra Ultimate
- 11. Recommended Trading System Type System/ Parameters Lintra v3 Lintra V4 Vlintra V5 Vlintra V6 Vlintra Ultimate Tlintra V5 Klintra V5 Quick Flip Intraday Yes Yes No No Yes No No No Positional No No Yes Yes No Yes Yes Yes Timeframe 5min 5min 5min/15mi n 5min 3min 5min 5min 5min Nifty No No Yes(15min) No No No No Yes Bank Nifty Yes Yes Yes(5min) Yes No Yes Yes No ATM Options No No Yes Yes No Yes Yes Yes Stocks Yes Yes No No Yes No No No Commodities No No Yes Yes No Yes Yes No
- 12. What is Lintra V3? • Lintra stands for Linear Regression based intraday trading system which is designed to trade Bank Nifty or High Beta Portfolio Based Stocks for Intraday trading • Trades are initiated when price breakout of the lintra bands. • Manual Limit Order Execution is preferred to avoid slippage
- 13. Lintra V3 Trading System Type : Intraday Timeframe : 5min charts Recommended Trading : Bank Nifty System Type : Long/Short Backtesting : Yes Possible Exploration : Yes Possible
- 14. Trade Execution Time First Trade Entry Time : 9:20a.m Intraday Exit Time : 15.25a.m
- 16. Lintra V3 Signals Type Get Ready to Buy Buy Signal Get Ready to Short Short Signal Exit Long Exit Short
- 17. Get Ready to Buy
- 18. Buy Signal
- 19. Get Ready to Sell
- 20. Short Signal
- 21. Lintra v3 Backtesting on Bank Nifty Futures
- 23. Lintra V3 Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Bank Nifty Futures Tested Timeframe : 5min Initial Capital : 2 Lakhs Position Size : 1 Lot ( 20 shares) Commissions and Slippages : 0.02% Execution Type : LMT Orders
- 24. Lintra V3 - Backtesting Report
- 25. Lintra V3 - Equity Curve
- 26. Lintra V3 - Profitability Table (value in thousands)
- 27. Lintra v3 Backtesting on High Beta Stock Futures Portfolio
- 28. Lintra V3 - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Portfolio of High Beta stocks (10 stocks) Tested Timeframe : 5min Initial Capital : 20 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.05% Execution Type : LMT Orders and 2% intraday max initial stoploss
- 29. List of Stocks in Portfolio Symbol Lot Size (No of Shares) JUBLFOOD 500 YESBANK 2200 BANKINDIA 6000 CANBK 2000 CENTURYTEX 600 DLF 2800 JINDALSTEL 3200 JUSTDIAL 1400 TATASTEEL 1061 SUNTV 1000
- 31. Lintra V3 – Portfolio Equity Curve
- 32. Lintra V3 – Portfolio Profit Table
- 33. What is Lintra V4? • Lintra v4 is the enhanced version of v3 with VWAP as additional filter designed to trade Bank Nifty or High Beta Portfolio Based Stocks for Intraday trading • Trades are initiated when there is a touch of the VWAP levels or breakout from the lintra volatility bands • VWAP levels act as a filter to take long only or short only trades. As long as price trade above VWAP long only trades are iniated and only shorts below VWAP levels
- 35. Lintra V4 Signals Type Get Ready to Buy Buy Signal Get Ready to Short Short Signal Exit Long Exit Short
- 36. Lintra v4 Backtesting on Bank Nifty Futures
- 37. Lintra V4 - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Bank Nifty Futures Tested Timeframe : 5min Initial Capital : 2 Lakhs Position Size : 1 lots Commissions and Slippages : 0.02% Execution Type : LMT Orders
- 39. Lintra V4 – Equity Curve
- 40. Lintra V4 - Profitability Table (value in thousands)
- 41. Lintra v4 Backtesting on High Beta Stock Futures Portfolio
- 42. Lintra V4 - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Portfolio of High Beta stocks (10 stocks) Tested Timeframe : 5min Initial Capital : 20 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.05% Execution Type : LMT Orders and 2% intraday initial stoploss
- 43. List of Stocks in Portfolio Symbol Lot Size (No of Shares) JUBLFOOD 500 YESBANK 2200 BANKINDIA 6000 CANBK 2000 CENTURYTEX 600 DLF 2800 JINDALSTEL 3200 JUSTDIAL 1400 TATASTEEL 1061 SUNTV 1000
- 45. Lintra V4 – Portfolio Equity Curve
- 46. Lintra V4 – Portfolio Profit Table
- 47. What is vLintra V5? • Vlintra v5 is a multitimeframe trend following system based on VWAP + Linear regression based volatility channel with adaptive parameters based on four different volatile seasons. • Trades are initiated when there is a breakout from the vlintra volatility bands
- 48. Dynamic Volatility Bands in vLintra V5? Basically Volatile seasons are classified into four categories • Low volatile season • Extremely low volatile season • High volatile season • Extremely high volatile season Volatility band periods are dynamically changed based on the changing volatile market dynamics. Volatility is measured on the hourly timeframe.
- 50. vLintra V5 Signals Type Get Ready to Buy Buy Signal Get Ready to Short Short Signal
- 51. vLintra v5 Backtesting on Bank Nifty Futures
- 52. vLintra V5 - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Bank Nifty Futures Tested Timeframe : 5min Initial Capital : 2 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.02% Execution Type : LMT Orders
- 54. vLintra V5 – Equity Curve
- 55. Vlintra V5 – Profit Table
- 56. vLintra v5 Backtesting on Nifty Futures
- 57. vLintra V5 - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Nifty Futures Tested Timeframe : 15min Initial Capital : 2 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.02% Execution Type : LMT Orders
- 59. vLintra V5 – Equity Curve
- 60. Vlintra V5 – Profit Table
- 61. What is vLintra V6? • 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 of the bar. • 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.
- 63. vLintra V6 Signals Type Get Ready to Buy Buy Signal Get Ready to Short Short Signal Exit Long Exit Short
- 64. vLintra v6 Backtesting on Bank Nifty Futures
- 65. vLintra V6 - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Bank Nifty Futures Tested Timeframe : 5min Initial Capital : 2 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.02% Execution Type : LMT Orders
- 67. vLintra V6 – Equity Curve
- 68. vLintra V6 – Profit Table in thousands
- 69. What is t-Lintra V5? • tlintra v5 is a multitimeframe trend following system based on tWAP + Linear regression based volatility channel with adaptive parameters based on four different volatile seasons. • Trades are initiated when there is a breakout from the tlintra volatility bands
- 71. t-Lintra V5 Signals Type Get Ready to Buy Buy Signal Get Ready to Short Short Signal
- 72. t-Lintra v5 Backtesting on Bank Nifty Futures
- 73. t-Lintra V5 - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Bank Nifty Futures Tested Timeframe : 5min Initial Capital : 2 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.02% Execution Type : LMT Orders
- 75. t-Lintra V5 – Equity Curve
- 76. t-Lintra V5 – Profit Table in thousands
- 77. What is kLintra V5? • klintra v5 is a multitimeframe trend following system based on KAMA (Kaufman Adaptive Moving Average) + Linear regression based volatility channel with adaptive parameters based on four different volatile seasons. • Trades are initiated when there is a breakout from the klintra volatility bands
- 79. kLintra V5 Signals Type Get Ready to Buy Buy Signal Get Ready to Short Short Signal
- 80. kLintra v5 Backtesting on Bank Nifty Futures
- 81. kLintra V5 - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Bank Nifty Futures Tested Timeframe : 5min Initial Capital : 2 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.02% Execution Type : LMT Orders
- 83. kLintra V5 – Equity Curve
- 84. kLintra V5 – Profit Table in thousands
- 85. What is Quick Flip? • Quick Flip is an interesting short-term trend following trading system from marketcalls for identifying quick turns in the markets and to take faster trend decisions in identifying the short term support and resistance. • Strategy comes with Buy & sell Indications. Green Arrow indicates Buy Signal and Red Arrow indicates Sell Signal. Green Bars indicates a bullish trend, red bars indicate a bearish trend, grey bars indicates neutral bars
- 87. Quick Flip Signals Type Long Signal Short Signal
- 88. Quick Flip Backtesting on Nifty Futures
- 89. Quick Flip- Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : Nifty Futures Tested Timeframe : 5min Initial Capital : 2 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.02% Execution Type : LMT Orders
- 92. Quick Flip– Profit Table in thousands
- 93. What is VLintra Ultimate? • Vlintra Ultimate is Portfolio Level intraday trading system with a minimum of 35-50 stocks in the intraday basket. Suits to trade NSE Cash and NSE Futures high beta symbols. • 1 trade will be initiate at the max per symbol and uses Vlintra as a base and mostly look for breakout trade setups on a 3min timeframe.
- 95. VLintra Ultimate Signals Type Get Ready to Short Short Signal Exit Short
- 96. VLintra Ultimate Backtesting on Portfolio Futures
- 97. VLintra Ultimate - Backtesting Settings Backtesting Data Period : 2011 – 2018 ( 8 Years) Symbol : 50 Stock Portfolio Futures Tested Timeframe : 3min Initial Capital : 50 Lakhs Position Size : 1 lot / symbol Commissions and Slippages : 0.065% Execution Type : LMT Orders Portfolio Stoploss (per day): 1 Lakh
- 100. VLintra Ultimate – Profit Table in thousands
- 101. Thanks