System Implementation Exercise

asnavale · #**421** 7th March 2007, 09:37 PM

Quote:

Originally Posted by sandhuks

Hi all,

Can anyone give the performance figures of the systems till date...
I saw someone else asking but cannot see if replied..
..seeing a lot of negative returns..

Hi Sandhu,

Although the excercise started with six people testing different systems presently only two are left, rpc and myself. To compare the results we need each one to post their up-to-date results. At present only rpc and I can post. Hope rpc will do it. I would do it by this week end.

The negative results you are seeing are a result of the crashing market. I would like go through the results and see what corrective action is needed to withstand the crash. Request you to wait till this week end.

Regards

-Anant

asnavale · #**422** 7th March 2007, 09:39 PM

Dear Friends

Following are the trades on 07-03-2007 based on the signals generated on 06-03-2007

Code:

SELL:

SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   
_                        N I L                           
BUY:

SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS 
__                      N I L

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 07-03-2007:

Code:

BUY:

NIL

SELL:

NIL

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 IDBI        31-01-07    103.30    98.15      67.70    -34.46%
 TTML        01-02-07     24.80    23.55      19.70    -20.56%
 RPL         06-02-07     69.25    65.80      67.50     -2.53%
 FINANTECH   08-02-07   1951.00  1853.45    1683.10    -13.73%
 WOCKPHARMA  28-02-07    343.70   326.50     370.50      7.80%

Cash in Hand: 444875.65

Regards

-Anant

***************** 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.

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

sandhuks · #**423** 7th March 2007, 09:57 PM

Hi Anant,

Tks for the reply , and await your results..

I really appreciate the huge effort required for keeping this going but I feel the cumulative results (even if total winners/losers or total gain/loss on MTM basis) if posted alongwith the trades would go a long way in keeping things in perspective for the readers.

..also if the results are nett negative are you saying the system needs be changed .. that would negate all this past testing wouldn't it?

Rgds,

asnavale · #**424** 8th March 2007, 11:00 PM

Dear Friends

Following are the trades on 08-03-2007 based on the signals generated on 07-03-2007

Code:

SELL:

SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   
_                        N I L                           
BUY:

SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS 
___                      N I L

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 08-03-2007:

Code:

BUY:

UTVSOF

SELL:

NIL

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 IDBI        31-01-07    103.30    98.15      72.50    -29.82%
 TTML        01-02-07     24.80    23.55      21.55    -13.10%
 RPL         06-02-07     69.25    65.80      69.85      0.87%
 FINANTECH   08-02-07   1951.00  1853.45    1715.20    -12.09%
 WOCKPHARMA  28-02-07    343.70   326.50     377.30      9.78%

Cash in Hand: 444875.65

Regards

-Anant

***************** 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.

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

rpc · #**425** 9th March 2007, 12:41 PM

hi all

Owner : rpc , System : KAMA , Settings : Default, Ranking basis : MAVol 5 days/MAVol 20 days
(Volume average calculated after excluding maximum and minimum values).Visual inspection of
volume will also be resorted to.

Trading plan
Maximun Pos Size : 10, Initial SL : 5 %, Trailing SL : 95 % of Highest Close since BUY
Maximun Buys on a day : 0-3

Trades :

Buy :

Code:


Ticker       Qty   Cost      Stop Loss   
NONE

Sells:

Code:


NONE

Based on signals generated and ranking criteria, picks for tomorrow

Code:


NONE

Based on SL/TSL hit sells for tomorrow

Code:


NONE

Signals generated based on EOD of 7/03/07

Buy :

Code:


NONE

Sell :

Code:


NONE

DISCLAIMER

Code:


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 responsiblefor his/her own acts.

with best wishes
rpc

rpc · #**426** 9th March 2007, 12:44 PM

hi all

Owner : rpc , System : KS , Settings : Default, Ranking basis : MAVol 5 days/MAVol 20 days
(Volume average calculated after excluding maximum and minimum values).Visual inspection of
volume will also be resorted to.

Trading plan
Maximun Pos Size : 10, Initial SL : 5 %, Trailing SL : 95 % of Highest Close since BUY
Maximun Buys on a day : 0-3

Trades :

Buy :

Code:


Ticker       Qty    Cost     Stop Loss   
NONE

Sells:

Code:


BIRITANNIA 70 @ 1247.95 LOSS 762.52(0.87%)

Based on signals generated and ranking criteria, picks for tomorrow

Code:


BHUSAN       RENUKA        RPL

Based on SL/TSL hit sells for tomorrow

Code:


NONE

Signals generated based on EOD of 8/03/07

Buy :

Code:


BHUSAN       RENUKA        RPL

Sell :

Code:


NONE

DISCLAIMER

Code:


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.

In the posting 7/3/07 I had wrongly mentined a BUY for WOCKPHARMA and failed to mention SELL
for BRITANIA.I have rectified my mistake today.Mistake is sincerely regretted

with best wishes
rpc

rpc · #**427** 9th March 2007, 08:42 PM

hi all

Owner : rpc , System : KAMA , Settings : Default, Ranking basis : MAVol 5 days/MAVol 20 days
(Volume average calculated after excluding maximum and minimum values).Visual inspection of
volume will also be resorted to.

Trading plan
Maximun Pos Size : 10, Initial SL : 5 %, Trailing SL : 95 % of Highest Close since BUY
Maximun Buys on a day : 0-3

Trades :

Buy :

Code:


Ticker       Qty   Cost      Stop Loss   
NONE

Sells:

Code:


NONE

Based on signals generated and ranking criteria, picks for tomorrow

Code:


RENUKA

Based on SL/TSL hit sells for tomorrow

Code:


NONE

Signals generated based on EOD of 9/03/07

Buy :

Code:


RENUKA

Sell :

Code:


NONE

DISCLAIMER

Code:


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 responsiblefor his/her own acts.

with best wishes
rpc

rpc · #**428** 9th March 2007, 08:45 PM

hi all

Owner : rpc , System : KS , Settings : Default, Ranking basis : MAVol 5 days/MAVol 20 days
(Volume average calculated after excluding maximum and minimum values).Visual inspection of
volume will also be resorted to.

Trading plan
Maximun Pos Size : 10, Initial SL : 5 %, Trailing SL : 95 % of Highest Close since BUY
Maximun Buys on a day : 0-3

Trades :

Buy :

Code:


Ticker       Qty    Cost     Stop Loss   
BHUSANSTL    220    441.60   419.52
RENUKA       290    335.00   318.25(SELL SIG GENERATED)
RPL          1410    70.90    67.36

Sells:

Code:


NONE

Based on signals generated and ranking criteria, picks for tomorrow

Code:


NONE

Based on SL/TSL hit sells for tomorrow

Code:


RENUKA

Signals generated based on EOD of 9/03/07

Buy :

Code:


NONE

Sell :

Code:


RENUKA

DISCLAIMER

Code:


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

asnavale · #**429** 9th March 2007, 09:04 PM

Dear Friends

Following are the trades on 09-03-2007 based on the signals generated on 08-03-2007

Code:

SELL:

SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   
_                        N I L                           
BUY:

SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS 
 UTVSOF      350     09-03-07       301.00      385.95

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 09-03-2007:

Code:

BUY:

GLAXO     IPCL     NATIONALUM     VIDEOIND

SELL:

ABIRLANUVO     AUROPHARMA     GAIL     SUNTV

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 IDBI        31-01-07    103.30    98.15      74.80    -27.59%
 TTML        01-02-07     24.80    23.55      21.80    -12.10%
 RPL         06-02-07     69.25    65.80      68.85     -0.58%
 FINANTECH   08-02-07   1951.00  1853.45    1792.40     -8.13%
 WOCKPHARMA  28-02-07    343.70   326.50     370.75      7.87%  
 UTVSOF      09-03-07    301.00   285.95     287.10     -4.62%

Cash in Hand: 339156.92

Regards

-Anant

***************** 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.

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

asnavale · #**430** 11th March 2007, 02:16 PM

Quote:

Originally Posted by sandhuks

Hi Anant,

Tks for the reply , and await your results..

I really appreciate the huge effort required for keeping this going but I feel the cumulative results (even if total winners/losers or total gain/loss on MTM basis) if posted alongwith the trades would go a long way in keeping things in perspective for the readers.

..also if the results are nett negative are you saying the system needs be changed .. that would negate all this past testing wouldn't it?

Rgds,

Hi Sandhu,

Here is the summary of the my System Implementation Exercise so far.

The exercise started on 6th Dec 2006. The first round was upto 12-1-2007. The results of the first round are already posted in this thread in Post No 240. http://www.traderji.com/73305-post240.html

The second round started on 15-01-2007. For the second round the stock selection and stoploss criterion were decided in the chat room discussions the minutes of which are posted in this thread. I changed the settings as described earlier at the beginning of the second round. I followed this till 02-02-2007. As the stoploss system was taking me out early on several occasions, I decided to use RSI along with the MABIUTS-HB system from 05-02-07.

The results of the trades from 15-01-07 till 05-02-07 are as follows:

There were a total of 22 buys during this period and 16 of these were closed as on 05-02-07. The total loss incurred in the 16 closed trades is Rs. 1073.71 which is 0.11% of the total amount of Rs. 10,00,000/- at the beginning.

The six trades which were still open on 05-02-07 were continued in to the next phase and they are being considered as part of the new phase where the BUY/SELL criterion is based on RSI combined with MABIUTS-HB. The current position of this phase of exercise is being posted every day in the thread. Many of the trades have gone down to the extent of more than 20% in this phase but no SEll signal generated. One of the reasons for such heavy downside is the crashing market during this period. Earlier system would have taken me out with some losses. But I am continuing to see whether the present system can withstand the crashes and come out safely and finally lead to profits. Some back testing on this present system has shown that the system is capable of passing through such phases successfully and I hope it does in the present situation also.

If this system fails we may have to find the reasons and remedies. The failure of the system does not imply that the efforts have gone waste. They teach us what mistakes we make and how to overcome them. As there is no real money is involved we are learning without any loss, except for the time we spend on the exercise.

These are my personal views. I do not know what other participants i.e. Karthik, Siva, rpc, have to say.

Regards

-Anant

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