System Implementation Exercise

rpc · #**471** 29th March 2007, 08:31 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   
DCB          1470  68        64.60

Sells:

Code:


NONE

Based on signals generated and ranking criteria, picks for tomorrow

Code:


LT           APTECHT

Based on SL/TSL hit sells for tomorrow

Code:


PNB - SELL SIG
GLENMARK - SELL SIG

Signals generated based on EOD of 29/03/07

Buy :

Code:


LT           APTECHT

Sell :

Code:


PNB          GLENMARK      STER

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 · #**472** 29th March 2007, 08:32 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   
BAJAJHIND    540    184.60   175.37
WOCKPHARMA   250    399.20   385.80

Sells:

Code:


TCS 70 @ 1188.95 LOSS 6767.66(-7.57%)
TATAELXSI 330 @ 283 LOSS 4958.75(-5.08%)
CORPBANK 330 @ 286 LOSS 5959.14(-5.98%)
UNIPHOS 290 @ 325.35 LOSS 3701.57(-3.80%)

Based on signals generated and ranking criteria, picks for tomorrow

Code:


NONE

Based on SL/TSL hit sells for tomorrow

Code:


ABAN - SELL SIG
BAJAJHIND - SELL SIG

Signals generated based on EOD of 29/03/07

Buy :

Code:


NONE

Sell :

Code:


ABAN         BAJAJHIND     CESC          JYOTISTRUC    PNB

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 · #**473** 29th March 2007, 08:57 PM

Dear Friends

Following are the trades on 28-03-2007 based on the signals generated on 26-03-2007

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 28-03-2007:

Code:

BUY:

REIAGRO     TRIVENI

SELL:

GMRINFRA     PARACABLES

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 IDBI        31-01-07    103.30    98.15      77.15    -25.31%
 TTML        01-02-07     24.80    23.55      21.25    -14.31%
 RPL         06-02-07     69.25    65.80      74.30      7.29%
 FINANTECH   08-02-07   1951.00  1853.45    1919.85     -1.60%
 WOCKPHARMA  28-02-07    343.70   326.50     397.90     15.77%  
 UTVSOF      09-03-07    301.00   285.95     295.80     -1.73%
 AMTEKAUTO   21-03-07    368.50   350.10     367.20     -0.35%
 RELCAPITAL  21-03-07    650.00   617.50     640.95     -1.39%  
 BHARTIARTL  22-03-07    769.00   730.55     757.70     -1.47%

Cash in Hand: 41152.55

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 · #**474** 29th March 2007, 09:00 PM

Dear Friends

Following are the trades on 29-03-2007 based on the signals generated on 28-03-2007

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 29-03-2007:

Code:

BUY:

SKUMARSYNF     UNIONBANK     VIJAYABANK

SELL:

AFTEK     TCS

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 IDBI        31-01-07    103.30    98.15      75.55    -26.86%
 TTML        01-02-07     24.80    23.55      20.95    -15.52%
 RPL         06-02-07     69.25    65.80      74.15      7.08%
 FINANTECH   08-02-07   1951.00  1853.45    1884.80     -3.39%
 WOCKPHARMA  28-02-07    343.70   326.50     385.80     12.25%  
 UTVSOF      09-03-07    301.00   285.95     293.05     -2.64%
 AMTEKAUTO   21-03-07    368.50   350.10     368.75      0.07%
 RELCAPITAL  21-03-07    650.00   617.50     661.55      1.78%  
 BHARTIARTL  22-03-07    769.00   730.55     763.50     -0.72%

Cash in Hand: 41152.55

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 · #**475** 1st April 2007, 04:17 PM

Dear Friends

Following are the trades on 30-03-2007 based on the signals generated on 29-03-2007

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 30-03-2007:

Code:

BUY:

BEML    CUMMINSIND    SATYAMCOMP

SELL:

BAJAJAUTO    HDFC

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 IDBI        31-01-07    103.30    98.15      77.60    -24.88%
 TTML        01-02-07     24.80    23.55      21.10    -14.92%
 RPL         06-02-07     69.25    65.80      71.55      3.32%
 FINANTECH   08-02-07   1951.00  1853.45    1829.40     -6.23%
 WOCKPHARMA  28-02-07    343.70   326.50     397.85     15.76%  
 UTVSOF      09-03-07    301.00   285.95     293.25     -2.57%
 AMTEKAUTO   21-03-07    368.50   350.10     368.10     -0.11%
 RELCAPITAL  21-03-07    650.00   617.50     668.30      2.82%  
 BHARTIARTL  22-03-07    769.00   730.55     763.90     -0.66%

Cash in Hand: 41152.55

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 · #**476** 3rd April 2007, 10:50 PM

Dear Friends

Following are the trades on 02-04-2007 based on the signals generated on 30-03-2007

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 02-04-2007:

Code:

BUY:

NIL

SELL:

ABB           ADLABFILM     AMTEKAUTO     ANSALHSG
BEL           BHARTIARTL    ESCORTS       EXIDEIND
FINANTECH     IDBI          IDFC          IPCL
NDTV          PRAJIND       RELCAPITAL    TECHM
UNIPHOS       UTIBANK       VIDEOIND

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 IDBI        31-01-07    103.30    98.15      71.60    -30.69%
 TTML        01-02-07     24.80    23.55      20.60    -16.94%
 RPL         06-02-07     69.25    65.80      70.00      1.08%
 FINANTECH   08-02-07   1951.00  1853.45    1795.85     -7.95%
 WOCKPHARMA  28-02-07    343.70   326.50     378.90     10.24%  
 UTVSOF      09-03-07    301.00   285.95     280.45     -6.83%
 AMTEKAUTO   21-03-07    368.50   350.10     356.80     -3.18%
 RELCAPITAL  21-03-07    650.00   617.50     615.40     -5.32%  
 BHARTIARTL  22-03-07    769.00   730.55     728.95     -5.21%

Five out of eight stocks in the portfolio have signalled SELL. Under such a drastic fall in market I don't know which system would survive. There are nineteen SELL signals which is very high number for this system.

Cash in Hand: 41152.55

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 · #**477** 3rd April 2007, 10:55 PM

Dear Friends

Following are the trades on 03-04-2007 based on the signals generated on 02-04-2007

Code:

SELL:

SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   
 AMTEKAUTO   270    03-04-07       368.00        -0.84%
 BHARTIARTL  130    03-04-07       730.00        -5.75%
 FINANTECH    50    03-04-07      1799.00        -8.46%
 IDBI       1000    03-04-07        72.35       -30.56%
 RELCAPITAL  250    03-04-07       615.00        -6.07%   

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 03-04-2007:

Code:

BUY:

GAIL     NATIONALUM

SELL:

BEML          CUMMINSIND    INDIABULLS     POLARIS 
PRISMCEM      SKUMARSYNF    TTML           UNIONBANK

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 TTML        01-02-07     24.80    23.55      20.60    -16.94%
 RPL         06-02-07     69.25    65.80      68.50     -1.08%
 WOCKPHARMA  28-02-07    343.70   326.50     379.35     10.37%  
 UTVSOF      09-03-07    301.00   285.95     287.70     -4.42%

Although there is some recovery in the index, the casualties continued today. Eight more SELL signals today, including one in the portfolio. The loss continues.

Cash in Hand: 488391.71

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 · #**478** 4th April 2007, 10:54 PM

Dear Friends

Following are the trades on 04-04-2007 based on the signals generated on 03-04-2007

Code:

SELL:

SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   
 TTML       4000    04-04-07        20.75       -16.97%  

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 04-04-2007:

Code:

BUY:

BEL      BHEL

SELL:

SATYAMCOMP    TULIP         VIJYABANK

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 RPL         06-02-07     69.25    65.80      71.80      3.68%
 WOCKPHARMA  28-02-07    343.70   326.50     390.55     13.63%  
 UTVSOF      09-03-07    301.00   285.95     287.75     -4.40%

Cash in Hand: 571101.21

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.

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

ratan jain · #**479** 5th April 2007, 10:11 AM

hello friends, I had followed this post in the begining, but lost track

I just want to ask one question.

The trades that have been mentioned here, how many of u have actually taken each and every trade?

Let me inform you that I have no idea about how the trades have worked out, just curious to know if people can really adhere to system trading. I feel that even the best system cannot make u money if u dont have the discipline to put in the actual trades as and when signalled. Any inputs to the above ststement will be appreciated.

BEst of luck..

Ps.....whats the win loss ratio of your systems? any data compiled?

asnavale · #**480** 6th April 2007, 07:20 PM

Quote:

Originally Posted by ratan jain

hello friends, I had followed this post in the begining, but lost track

I just want to ask one question.

The trades that have been mentioned here, how many of u have actually taken each and every trade?

Let me inform you that I have no idea about how the trades have worked out, just curious to know if people can really adhere to system trading. I feel that even the best system cannot make u money if u dont have the discipline to put in the actual trades as and when signalled. Any inputs to the above ststement will be appreciated.

BEst of luck..

Ps.....whats the win loss ratio of your systems? any data compiled?

Hi Ratan,

First of all, these are not real trades. They are paper trades. That means, trades are carried out as if we are really doing the trading but only the prices are recorded. When Buy and Sell signals are generated after analysing the prices at the end of market hours, the next day the trades are taken at the opening price. This is done only to bring uniformity in the systems for comparison. In real situations the Buy/Sell prices would be decided by individual choices. Out of the all signals generated each day only a few are taken. The criteria for selecting are described in this thread in the earlier posts.

About how the trades have worked out for the system I am implementing, you can see the results in one of my earlier posts in this thread.

Somehow it has so happened that since we started testing the systems the market is fluctuating quite violently and that has affected the results to a great extent. But it is also good as we can rate the performance better by understanding the behaviour under such drastic conditions. Almost all systems give very good results in a steady trending market. But when the market crashes they fail miserably. Although about four months of testing has been done the results are not yet conclusive.

Thank you for your keen interst. Your suggestions and views are welcome.

Regards

-Anant

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