System Implementation Exercise

asnavale · #**481** 6th April 2007, 07:26 PM

Dear Friends

Following are the trades on 05-04-2007 based on the signals generated on 04-04-2007

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 05-04-2007:

Code:

BUY:

CROMPGREAV     CUMMINSIND     NDTV     SKUMARSYNF     TATASTEEL

SELL:

NIL

PRESENT PORTFOLIO

Code:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    
 RPL         06-02-07     69.25    65.80      71.40      3.10%
 WOCKPHARMA  28-02-07    343.70   326.50     391.70     13.97%  
 UTVSOF      09-03-07    301.00   285.95     286.40     -4.85%

Cash in Hand: 571101.21

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

I will be on tour during next two weeks. As I will not have access to my database and the program during this period, I may not be able to post the results till my return. However, I will try to keep in touch with the thread and the forum as far as possible.

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

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 · #**482** 8th April 2007, 12:56 AM

Hi friends
Its more than two months that i have participated in second round of System Implementation

Exercise.I have been following two systems KAMA with default settings and Mabiuts KS .(The

summary of results is posted below)
It has been a great experience for me.It was really kind of seniors like

Murthymsr,Karthik,Siva and Anant to have given me an opportunity to participate in this

great exercise.I have learnt a lot while implementing this exercise.
I was completely raw when I started.Now at least I can understand the AFLs in Amibroker and

also a few of indicators.
Unfortunately due to increase in workload and failing health I am unable to continue the

exercise.So very reluctantly I have to opt out of this exercise.I hope my seniors will

understand and grant me the permission to do so.I do hope to receive the same guidance and

cooperation which I have been receiving till now from every member of this forum.
I would like to extend best wishes to Anant who is diligently continuing with the exercise.

Code:

Summary of results of SIP(as on 30-3-07)

		KAMA		Mabiuts KS
Initial Cap            10 L		10 L
No of trades	61		61
Total Loss	126698		149316
Loss %		12.67		14.93
% wins		36.07		26.23
Expectancy	-2.12		-2.51	
Bal Cap		873302		850684

I believe more than following a particular system it is the Money Management and determining

the Stop Loss which is vital for success.In our exercise we used SL at 5 % which probably

was too tight for our volatile markets.A SL based on ATR probably would have given better

results(yes Siva you were right from the begining !)

with best wishes

rpc

ashutosh.krsrivastava · #**483** 10th April 2007, 04:41 PM

Quote:

Originally Posted by rpc

Hi friends
Its more than two months that i have participated in second round of System Implementation

Exercise.I have been following two systems KAMA with default settings and Mabiuts KS .(The ......................
..............ets.A SL based on ATR probably would have given better

results(yes Siva you were right from the begining !)

with best wishes

rpc

hi rpc,
i was kinda late in finding this fabulous thread, but believe me, since i came across this thread i have been continuously reading each and every post.(since last night). You guys have done a commendable job. Hats off to you guys.
thanks all the seniors

regards
ashutosh

rpc · #**484** 10th April 2007, 08:52 PM

hi ashutosh
thanks for the kind words.Yes I agree the seniors on this forum are great ppl.
with best wishes
rpc

karthikmarar · #**485** 11th April 2007, 01:00 AM

Rajeev

You kept going even after some of us had to drop out of the exercise due to work pressure. Really great. It was a pleasure to have you with us. And I am sure in future also we will together explore the vast jungle of TA.

Meanwhile do take care of your health. That is the most important thing.

Warm regards

Karthik

rpc · #**486** 27th April 2007, 08:20 PM

Hi Karthik
Thanks for kind words.Surely I would like to participate in any TA exercise which you initiate.I have learnt a lot under your guidance and of other senior members.Its a great privilege to be part of this great forum.
with best wishes
rpc

abhi32002 · #**487** 4th May 2007, 11:53 AM

Hello everybody,

Interesting to go through ur threads. You people are doing amazing job. Unless & untill u have the passion to work in a particular field u can't succeed. Wish you all the best to all of you. One more thing I would like to actively participate in ur efforts as much as I can but m' very new to trading.
Can anybody plz tell me wht is AFL, wht type of systems u r generating & which s/w u r using to upload data on daily basis.
Eagerly waiting for reploy.

Cheers-
Abhijit.

mTrader · #**488** 8th May 2007, 06:22 PM

i browsed thro' some of the messages..they look interesting...but i realize you people hv been at it for quiet some time..if i were to catch-up, is there a date from which i should read the messages?
Also, are you guys using Amibroker? where can i find basic info on what it is?
Regards

555 · #**489** 11th May 2007, 09:54 AM

Quote:

Originally Posted by mTrader

i browsed thro' some of the messages..they look interesting...but i realize you people hv been at it for quiet some time..if i were to catch-up, is there a date from which i should read the messages?
Also, are you guys using Amibroker? where can i find basic info on what it is?
Regards

Amibroker can be downloaded from http://www.amibroker.com/ ( Fully working although you cannot save your work unless you register it ). To the previous post....AFL stands for Amibroker Formula Language. Lots of information to get you started at the Amibroker site mentioned above.

abhi32002 · #**490** 11th May 2007, 07:27 PM

Quote:

Originally Posted by 555

Amibroker can be downloaded from http://www.amibroker.com/ ( Fully working although you cannot save your work unless you register it ). To the previous post....AFL stands for Amibroker Formula Language. Lots of information to get you started at the Amibroker site mentioned above.

Thanks a ton for your reply.

Cheers-
Abhi.

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