System Implementation Exercise

murthymsr · #**211** 4th January 2007, 07:58 AM

dear karthik and others,

due to my pre-occupation with other works related to family and being away from home system, i was not able to post since 2 weeks. as indicated by me in an earlier post in this thread, i will be clearing all my backlog in a few days and will be up-to-date from monday.

but we need to address some aspects like picking-up of stocks for trade out of signaled ones and when to sell. these aspects may be discussed and common guidelines drawn out.

we may meet on the saturday evening to chalk out these issues and others.
other members also may confirm participation, particularly sanjay.

happy new year 2007 to all.
murthymsr

karthikmarar · #**212** 4th January 2007, 12:20 PM

Dear Murthy

Yes, we need to review. Saturday is OK for me.

regards

Karthik

asnavale · #**213** 4th January 2007, 08:04 PM

Hi Karthik,

Glad to see you back in the forum and back in form. I would like you to post the signals and trades starting from where you left and till present day so that there is continuity.

I am of the opinion that we should continue with the SIE. On Saturday we will meet and discuss the present status. We can decide whether any changes can be made or continue with present system for some time more. Whether with changes or without, we should continue the experiment. We may include more refinements, like Murthy has suggested, to devise some strategy to select among the bunch of signals.

Just one query. I just repeated your R2 system and found that the signals were just about half of what you listed (at the beginning of SIE, around 6-12-06). I think you did not apply Murthy's Stock Selection AFL. Also, on some later days you have not listed any signals except the ones traded. Is it that on those days you did not get signals? Can you please explain?

Regards

-Anant

rpc · #**214** 4th January 2007, 09:02 PM

hi all
Owner : rpc , System : KAMA , Settings : Default
Trade details (based on signals on 03/01/07)

Buy : None - since fully invested

Sell : None - No signal,No SL hit

Signals generated based on EOD of 04/01/07
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
SUBEX
PETRONET
GEOINFO
JETAIRWAYS

Sell :
HINDZINC
CLASSIC
HDFC

DISCLAIMER
The BUY and SELL signals are posted as a part of the System Implementation Education Exercise Only.
These are not to be construed as recommendations. Anybody acting on these would be solely responsible
for his/her own acts.

with best wishes
rpc

rpc · #**215** 4th January 2007, 09:05 PM

Hi Karhik and murthymsr
Wish you a very happy new year 2007
What a relief ! to hear from both of you.Lets hope we hear from Sanjay also soon.
with best wishes
rpc

asnavale · #**216** 4th January 2007, 10:07 PM

Hello Friends,

Following are today's (04-Jan-2007) trades based on signals of 03-Jan-2007:

SELL:

NIL As There is no SELL signals for any stocks held.

-----------
BUY:

NIL As There is no enough cash in hand.

*******************************

MABIUTS-HB System has given following signals based on EOD of 04-Jan-2007:

BUY:

DCHL ................. DENABANK ...... FOURSOFT ........ DRREDDY
NIITLTD ............. RAINCALCIN .... SONATASOFTW .. SUBEX
TATACHEM ......... TULIP
------------------
SELL:

ABB .................... ACC ................ BHEL ................ BRFL
CENTURYTEX ....... ICICIBANK ...... CUMMINSIND .... DHAMPURSUG
EKC .................... GDL ................. GRASIM ............ HCLTECH
HDFCBANK .......... HEROHONDA .... INDHOTEL ......... INDIACEM
ITC ..................... JPASSOCIAT ..... KPIT .................. NATIONALALUM
NUCLEUS ............. PATNI .............. PIONEEREMB ...... REIAGRO
SBIN ................... SHIV-VANI ....... SIEMENS ........... STER
STERLINBIO ......... TTML ................ ULTRACEMCO

***************************

PRESENT PORTFOLIO POSITION (Based on Closing Prices of 04-01-2007):

MOSERBAER .... bought on 14-12-06 Present profit 23.74%
SHIV-VANI ...... bought on 14-12-06 Present profit 26.53%
DISHMAN ........ bought on 21-12-06 Present profit 13.14%
PIONEEREMB ... bought on 29-12-06 Present profit 3.97%
ALLCARGO ....... bought on 02-01-07 Present profit 13.24%
EDUCOMP ........ bought on 02-01-07 Present profit 6.28%

******************************
PIONEEREMB and SHIV-VANI have given SELL signal today. They will be sold tomorrow at Opening price.

***************** DISCLAIMER *****************

THESE ARE NOT ANY RECOMMENDATIONS TO BUY OR SELL. THESE ARE SIGNALS GENERATED BY THE SYSTEM BEING TESTED UNDER SYSTEM IMPLEMENTATION EDUCATION EXCERCISE. ANYBODY ACTING ON THESE WILL BE SOLELY RESPONSIBLE FOR THEIR ACTIONS.

************************************

sivavkm · #**217** 4th January 2007, 10:51 PM

Hi friends,

Quote:

Originally Posted by rpc

Hi Karhik and murthymsr
Wish you a very happy new year 2007
What a relief ! to hear from both of you.Lets hope we hear from Sanjay also soon.
with best wishes
rpc

I would like to express the same feelings

And meeting on Saturday is Ok for me.

Kama System, (Parameters 8,2,3,1)

Trades on 4-jan-2007
Not enough capital
Buy: none
Sell: none

Singals based on eod 4-jan-2007
Buy:
UNITECH
SUNPHARMA
BPCL
JETAIRWAYS
IDBI
PETRONET
GEOINFO
USHAMART
Sell:
HDFC
KPIT
CLASSIC

Current Portfolio
200 DRREDDY on 18-12-2006 @810, SL @770.64, CMP@809.05, P/L= -0.12%
150 ULTRACEMCO on 18-12-2006 @1029, SL @1073.5, CMP@1105.2, P/L= 7.41%
350 TULIP on 20-12-2006 @510.05, SL @502.74, CMP@530.1, P/L= 3.94%
550 BHARTISHIP on 21-12-2006 @351.05, SL @353.73, CMP@380.75, P/L= 8.47%
200 MPHASIS on 22-12-2006 @290.6, SL @299.39, CMP@315.15, P/L= 8.45%
80 CENTURYTEX on 28-12-2006 @703.15, SL @710.6, CMP@742.45, P/L= 5.59%
80 JPASSOCIAT on 03-01-2007 @736, SL @699.2, CMP@734.65, P/L= -0.19%
90 HCLTECH on 03-01-2007 @645, SL @612.75, CMP@632.15, P/L= -2%
20 BAJAJAUTO on 03-01-2007 @2789.9, SL @2701.8, CMP@2844, P/L= 1.94%

Invested Capital 975,045.00
Balance Cash 24,955.00
Total P&L (16,074.50)

Regards
Siva

karthikmarar · #**218** 5th January 2007, 10:57 AM

Quote:

Originally Posted by asnavale

Hi Karthik,

Glad to see you back in the forum and back in form. I would like you to post the signals and trades starting from where you left and till present day so that there is continuity.

Dear Ananth, thanks and it is nice to be back in the forum. Posting all the trades from where I left would not be very a good thing as I was not taking all the signals and looking back at history I may be tempted to take the profitable ones.

Quote:

I am of the opinion that we should continue with the SIE. On Saturday we will meet and discuss the present status. We can decide whether any changes can be made or continue with present system for some time more. Whether with changes or without, we should continue the experiment. We may include more refinements, like Murthy has suggested, to devise some strategy to select among the bunch of signals.

I am also of the opinion that we should continue the SIE. We should continue with the SIE after the refinements. I do hope more participants with more systems would join in so that we have variety.

Quote:

Just one query. I just repeated your R2 system and found that the signals were just about half of what you listed (at the beginning of SIE, around 6-12-06). I think you did not apply Murthy's Stock Selection AFL. Also, on some later days you have not listed any signals except the ones traded. Is it that on those days you did not get signals? Can you please explain?

Checked my Afl. True, murthy stock scan afl is not there. Seems that I have been using a earler version of my own code. It has murthy's codes but the same is not included in the Buy and Sell signals ...The trouble of experimentation and keeping too many codes...

Also i was not taking all the signals as I wanted tp spread out my investments. As I had explained to rpc in one of the posts I had some criteria for selections like volume and ignoring stocks which had moved substantially already. The R2 is a lagging indicator an does not immediately reflect inital substantial moves... the same problem in substantial downward moves .. learning more about this indicator thanks to the SIE.

Regards

Karthik

sivavkm · #**219** 5th January 2007, 07:39 PM

Dear friends,

Kama System, (Parameters 8,2,3,1)

Trades on 5-jan-2007
Not enough capital
Buy: none
Sell:
JPASSOCIAT stoploss hit@699.20
MPHASIS stoploss hit@299.39

Singals based on eod 5-jan-2007
Buy:
IVRCLINFRA
HINDPETRO
AMARAJABAT
Sell:
RCOM
HEROHONDA
HCLTECH
BRFL
EIHOTEL
HEXAWARE
NITCO

Current Portfolio
200 DRREDDY on 18-12-2006 @810, SL @786.7, CMP@810.4, P/L= 0.05%
150 ULTRACEMCO on 18-12-2006 @1029, SL @1073.5, CMP@1119.05, P/L= 8.76%
350 TULIP on 20-12-2006 @510.05, SL @522.88, CMP@550.4, P/L= 7.92%
550 BHARTISHIP on 21-12-2006 @351.05, SL @380.52, CMP@392.45, P/L= 11.8%
80 CENTURYTEX on 28-12-2006 @703.15, SL @710.6, CMP@738.95, P/L= 5.1%
90 HCLTECH on 03-01-2007 @645, SL @612.75, CMP@616.75, P/L= -4.38%
20 BAJAJAUTO on 03-01-2007 @2789.9, SL @2701.8, CMP@2781.55, P/L= -0.3%

Invested Capital 858,045.00
Balance Cash 141,955.00
Total P&L (18,075.35)

Regards
Siva

asnavale · #**220** 5th January 2007, 07:41 PM

Dear Karthik,

Thanks for the clarification. I agree that trying to post historical signals and trades would be biased. So, you are right in avoiding the futile excercise and wasting time on that. Starting afresh after tomorrow's meeting is a better option. Meanwhile, you may go through (if you have not already done so) my post regarding changes needed in MABIUTS-HB system and give your opinion, either post here or suggest in tomorrow's meeting.

Are you planning any changes/refinements in your R2 system? I was toying with some idea with respect to linear regression of the prices to determine the trend/change in trend. I have done some work manually in Excel. But I am not able to translate that into AmiBroker AFL. I will try a bit more and post if it seems to work.

Regards

-Anant

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