Experiments in Technical Analysis

karthikmarar · #**451** 30th November 2006, 01:57 PM

Hi Ananth

Interesting .. please do post the modification of the Mabiuts-H system.

By the way, The AMA system does no render itself very well for back testing. There are many parameters to adjust like the “Sensitivity” and “Fine-tune”.

It is more like listening to music, we adjust the “Bass, treble, balance” to our individual liking so that we have the best listening pleasure. Likewise the AMA system parameters can be adjusted to one’s own trading style. Also optimizing the parameters does not work well as the parameter directly reflect different trading styles.

Warm regards

Karthik

karthikmarar · #**452** 30th November 2006, 11:59 PM

Quote:

Originally Posted by SGM

Hello Friends

Thats a good idea. As we wait for few more volunteers to join in, meanwhile we can start a trial run from friday/monday so that other things like how to report daily signals & trades and how to maintain records can be sorted out.

I think a single post after market hours (evening/night) can list the trades and the signals genrated by the system. No need to give detailed accounts/financial statements just total value of equity would be enf. Please post your views

Warm Regards
Sanjay

Dear Sanjay

Yes, Agree with you ... list of trades , signals generated and total equity should be more than adeqaute..

We have more than 10000 members.. but no volunteers ...

regards

Karthik

uma_k · #**453** 1st December 2006, 11:46 AM

Hi Anant

Can you please post your results of MABIUTS studies for all the shares you have studied along with your comments.

Thanks in advance

***Uma***

uma_k · #**454** 1st December 2006, 11:58 AM

Quote:

Originally Posted by karthikmarar

Dear Sanjay

Yes, Agree with you ... list of trades , signals generated and total equity should be more than adeqaute..

We have more than 10000 members.. but no volunteers ...

regards

Karthik

Hello Karthik, Sanjay, Murthy, Anant and other seniors,

It is heartening to hear about the combined excercise you are planning. As a junior member I have a request. Before uoy start youe tests please post all the settings, parameters, list of stocks and other such details required to carry out the tests. As I am not having much experience in such excercises I need tyour guidance to follow the tests and results as well as to run the test on my own. Please give instructions how to set up these in AmiBroker.

I hope more people will volunteer to participate in this excercise

Regards

***Uma***

rahulg77 · #**455** 1st December 2006, 01:49 PM

Hi Karthik,

Count me in. But i am very bad with systems ( i mean on how to use MS, make indicators, even when provided by u do not get how to set it up in MS) if u call dont mind the process of explaining me how to go about all this, i am willing/eager to volunteer.

Rahul

SGM · #**456** 1st December 2006, 03:47 PM

Quote:

Originally Posted by rahulg77

Hi Karthik,

Count me in. But i am very bad with systems ( i mean on how to use MS, make indicators, even when provided by u do not get how to set it up in MS) if u call dont mind the process of explaining me how to go about all this, i am willing/eager to volunteer.

Rahul

Hello Rahul

Thanks for joining in. As you have been setting up the system based on adaptive averages (KAMA), I would suggest you to be the owner of that system for the implementation.

If Karthik yourself and Murthygaru could spare some time to manage 1 system each, then we could have 5 implementations going on. (Please treat this as a request)

If both of you agree then we can go ahead and decide about further details.

Also as Uma has pointed out, before we start the actual implementation we should publish (again) the final versions of AFLs, and any other documents being used with due explanation.

Regards
Sanjay

murthymsr · #**457** 1st December 2006, 04:17 PM

Quote:

Originally Posted by SGM

Hello Rahul

Thanks for joining in. As you have been setting up the system based on adaptive averages (KAMA), I would suggest you to be the owner of that system for the implementation.

If Karthik yourself and Murthygaru could spare some time to manage 1 system each, then we could have 5 implementations going on. (Please treat this as a request)

If both of you agree then we can go ahead and decide about further details.

Also as Uma has pointed out, before we start the actual implementation we should publish (again) the final versions of AFLs, and any other documents being used with due explanation.

Regards
Sanjay

dear rahul,
thanks for joining the team.

dear sanjay,
thanks for proposing that i may adopt one of the systems.
you may indicate the system and i would try to do my best.

i have but one limitation. i have NSE data from 1st jan 2006 only and NOT before. if this is not going to be a limitation, i will be more than happy to work on this evaluation project. i am having only AB and not MS.

once karthik also consents, we may have a chat sessoin or two and go ahead with testing, running and reporting.

regards.
murthymsr

karthikmarar · #**458** 1st December 2006, 04:26 PM

Hi Sanjay / Murthy

As suggested by Sanjay I can take up a system. I was only afraid that my busy schedule and a vacation planned in the near future could keep me away from the market.

I will give the choice of seletion to murthygaru... I will take up one of the remaining system.

So Sanjay as sugested by him would take up the Mabiuts-KS and Ananth the Mabiuts-H systems. And rahl if willing could take up the AMA system. Any help for setting it up could be provided to him.

Sanjay as suggested by murthy please plan a chat session to decide the modalitiles of reporting etc..

warm regards

Karthik

rahulg77 · #**459** 1st December 2006, 05:01 PM

Quote:

Originally Posted by SGM

Hello Rahul

Thanks for joining in. As you have been setting up the system based on adaptive averages (KAMA), I would suggest you to be the owner of that system for the implementation.

If Karthik yourself and Murthygaru could spare some time to manage 1 system each, then we could have 5 implementations going on. (Please treat this as a request)

If both of you agree then we can go ahead and decide about further details.

Also as Uma has pointed out, before we start the actual implementation we should publish (again) the final versions of AFLs, and any other documents being used with due explanation.

Regards
Sanjay

Sanjay,

Hi. I dont mind any system. There is one problem though. I am not familiar with MS. I dont know how to back test...make indicators, experts.

Also since i am new to TA maybe understanding a system( what it is comprised of and how to fine tune it(kama), like karthik had suggested, would be difficult).

If its not too much of a task to explain me how it will work, i am open to idea or if it gets too heady a task a more experience person would give better results.

Rgds

Rahul

murthymsr · #**460** 1st December 2006, 05:13 PM

Quote:

Originally Posted by karthikmarar

Hi Sanjay / Murthy

As suggested by Sanjay I can take up a system. I was only afraid that my busy schedule and a vacation planned in the near future could keep me away from the market.

I will give the choice of seletion to murthygaru... I will take up one of the remaining system.

So Sanjay as sugested by him would take up the Mabiuts-KS and Ananth the Mabiuts-H systems. And rahl if willing could take up the AMA system. Any help for setting it up could be provided to him.

Sanjay as suggested by murthy please plan a chat session to decide the modalitiles of reporting etc..

warm regards

Karthik

dear karthik & sanjay,

i would take MABIUTS -K1 and karthik may take R2 & Slope.
this may also avoid the embarrassment of karthik reporting on his own system.

hope it is alright, please confirm. i am ready for the other way also.

siva is one of the first to make a post on testing of karthik's MABIUTS system. we have not heard from him, may be he is otherwise busy.

thanks.
murthymsr

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