Webinar on LinTRA – Intraday Trading System & System Performance

1. LINTRA
INTRADAY TRADING SYSTEM & SYSTEM PERFORMANCE
RAJANDRAN R – FOUNDER (MARKETCALLS)

2. Disclaimer
Futures trading contains substantial risk and is not suitable for
every investor. An investor could potentially lose all or more
than the initial investment. Risk capital is money that can be lost
without jeopardizing ones financial security or lifestyle. Only
consider risk capital that should be used for trading and only
those with sufficient risk capital should consider trading. Past
performance is not necessarily indicative of future results.
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3. About
 Author of Marketcalls Since 2007
 System Trader + Discretionary Trader
 Interested in Building Trading Analytics, Algos & Timing Models
 Most Recent Focus is on Trading Sentimental Analysis
 More about me at www.Marketcalls.in/about
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4. Advantages of Intraday Trading
 No Overnight Risk
 No Need to Worry About After Market News, Global Sentiments
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5. Disadvantages of Intraday Trading
 High Leveraged Trading Kills
 Requires constant monitoring of positions and constantly look for oppurtunities
 Cannot benefit from Gap ups or Gap Downs
 News Generated Intraday Volatility is tough to handle
 Requires to Operate with Low Cost Discount Brokerage Solutions
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6. How Most of the Day Traders Trade?
 Trend line Breakouts
 EMA Cross-Overs, Bollinger Bands, Renko, Ichimoku
 Classical Technical Indicators
 Fibonacci Ratios
 Pivot Points (Camarilla, Woodies, Classical)
 Gann Levels
 News, Rumors , Global Sentiments, Earnings Results/ Corporate Announcements.
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7. How Professional Day Traders Do?
 They have Trading Process, Records their trades/emotions
 Prepare for the Trading Day
 Solid Trading Plan/ Trading System
 Never Goes with too much of Leverage
 Understands the Reality of the Market Returns and Risk Involved
 Avoids Overtrading
 Invest in Quality Trading/Charting tools.
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8. What is Lin-TRA?
 Linear Regression based Intraday trading system designed to trade high volatile
scrips
 It is simple but a responsive trading strategy looks for a breakout entry and
breakout exit trades.
 Trading Decisions are taken in realtime rather than waiting for the bar to close or
next bar to open.
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13. Settings
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14. Entry and Exit Signals and Timings
 Intraday Entry time is at 9:30a.m i.e the
time where the first signal arrives and
whatever the position left open it will be
closed by 3:00p.m.
 No Positions are Carry Fwded For Next
Day
 Green Up Arrow Represents – Buy Signal
 Green Star Indicates – Exit Buy Positions
 Red Down Arrow Represents – Short
Signal
 Red Star Represents – Exit Short Positions
 Green Up Arrow and Red Star on the Same Bar Indicates – Reverse your Position from Short to Long
 Red Up Arrow and Green Star on the Same Bar Indicates – Reverse your Position from Long to Short
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15. How Brokerage Affects Trading System
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16. How Brokerage Affects Trading System
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17. Backtesting Bank Nifty Futures
Input Parameters Value
Lin-TRA Lookup Period 100
Brokerage (No Slippage) 0.01% (includes Brokerage + Taxes)
Backtesting Period OCT 2010 – May 2016
Initial Capital 200000
Trading Size 40 shares (Fixed Lot)
Bank Nifty lot size 1 lot = 40 shares
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19. Different Brokerage Parameters
Parameters 0.01% 0.02% 0.03% 0.05%
CAGR 37.21% 30.14% 20.64% -21.94%
Max Draw Down 18.78% 20.42% 25.44% 82.75%
CAR/MDD 1.98 1.48 0.81 -0.27%
Sharp Ratio 2.18 1.54 0.91 -0.26%
Winning Ratio 43% 41.47% 40.45% 38.08%
Consecutive Losers 14 14 14 20
Total Brokerage + Taxes 3.09 lakhs 6.19 lakhs 9.29 lakhs 11.64 lakhs
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20. How to Access Lin-TRA?
 Access LinTRA & LinPOS online at www.marketcalls.in/lintra
 To Access Realtime
Ninjatrader 7 + Marketcalls-Globaldatafeed Data Subscription
http://www.marketcalls.in/premium/globaldatafeeds/nimbledatapropluslite
Support : 09738383344 (9a.m – 6p.m Mon – Sat)
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21. Thank You
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