System Implementation Exercise

[karthikmarar]

Hi rpc

You have to select one of the systems for implementation. Please select one and let us know.

regards

karthik

 

[SGM]

Hi rpc

You have to select one of the systems for implementation. Please select one and let us know.

regards

karthik

Hello rpc

If you are comfortable, i would suggest you to select the AMA based system as we will need somebody to take it up along with Rahul.

Regards
Sanjay

 

[rpc]

hi karthik,SGM
I will take AMA system as suggested by you.I will report any problems.Pls understand I am not expert and may ask very basic queries so pls bear with me
thanks foe allowing me to participate in your excellent exercise
with best wishes
rpc

 

[asnavale]

Hello Friends

I am uploading the AFLs of the 3 systems

1. MABITUS - KS
2. MABITUS - K1
3. MABITUS - AMA

All the above systems are the same as presented by Karthik in the original thread.
...............................

Sanjay

Hi Sanjay,

Sorry for the delay in posting. Some minor problem had to be sorted out. Now it is ok. I am uploading my MABIUTS-H system. This is a modified version of the original MABIUTS-H. The original version gave a lot of signals resulting in whipsaws and resulting in losses due to more commissions and overheads. I have taken a little statistical approach and some of the suggestions by various members of this forum to reduce the number of signals. I will post the details in the other thread (Experiments in TA). I would be implementing this strategy on EOD. When a buy signal is generated, buy at next day's OPEN and similarly sell at next day's open. Daily post with current position.

When shall we start the implementation? In my opinion all the participants should start on same day.

The AFL of modified MABIUTS-H is attached. I name it MABIUTS-H(B). Change the file extension .txt to .afl before using.

Regards

-Anant

 

[murthymsr]

Hi Sanjay,

..............................

When shall we start the implementation? In my opinion all the participants should start on same day.

The AFL of modified MABIUTS-H is attached. I name it MABIUTS-H(B). Change the file extension .txt to .afl before using.

Regards

-Anant

dear sanjay & others,

due to my preoccupations, i will be able to make my first post folloowed by the trade signals / log after 2 days from now. please bear with me..

regards.
murthymsr

 

[karthikmarar]

Sanjay

Are we ready to start? Do we have to finalize anything else?

Maybe we have to set a date for starting.You were also planning a post of the final rules.

warm regards

Karthik

 

[SGM]

Sanjay

Are we ready to start? Do we have to finalize anything else?

Maybe we have to set a date for starting.You were also planning a post of the final rules.

warm regards

Karthik

Hello Karthik

We can start the implementation, I will also make the post required with all the rules. We can start from Thursday 7.12.2006

Regards
Sanjay

 

[karthikmarar]

Dear sanjay

we were also planing to have a standard excel format for the trade log. Please do post that also along with the rules.

Thanks

regards

Karthik

 

[uma_k]

Hello Sanjay,
Before you people start the implementation please guide new comers like me so that we can understand and learn. I have gone through the chat room discussions posted by Ashish. But several things are unclear. I would specifically want the following explained:
1. Karthik's MABIUTS-K gives consecutive Buy or Sell signals without the opposite in between. How are you dealing with them?
2. What is the stoploss? For example if a stock is purchased for Rs. 100 and its price gradually falls to say 90 or even 85, when do you sell?
3. What does position sizing mean? How it is implemented?
4. What is leverage? Is it applicable to cash segment?
5. When you start implementing and the first signal you get is sell. What would you do?
6. When you make profit do you reinvest all the profit or keep a portion aside?
7. If you sell on hitting a stoploss and later you get a buy signal will you re-enter?
8. What are the settings you would use in AmiBroker for these tests?

I am a newbie so I have asked whatever I did not understand. If you kindly answer these it would go along way for me in understanding TA.

Thanks in advance

Regards

***Uma***

 

[SGM]

Hello

I am uploading a trade log excel sheet, it is a simplified version of the Trading Journal initial posted by KS Ganesh.

The excel sheet also has a simple calculator to calculate the position size based on the rules we are using.

Position Sizing Rules

STEPS

1. The Buying/Selling Price (Entry Price) to initiate the trade is considered and filled in.
   
2. The trader then estimates stop loss required for the trade and fills it.
   
3. The Maximum Position Size is then calculated based on the stop loss.
   
4. The Maximum Position Size is also calculated based on the money management rules.
   
5. The trader will choose a Position size which is lesser of the two calculated above.

MM Rules

1. The drawdown from any trade should be kept to maximum 5% of the position size of the trade.
   
2. The drawdown from any trade should kept to maximum 1% of the entire equity.
   
3. The exposure for a trade should kept to maximum 20% of the entire equity.
   
4. The total exposure should be limited to maximum 1000,000/- for the cash segment or 3000,000/- for FnO minus any drawdowns (for FnO, 30L - Drawdown * 3).
   

Regards
Sanjay