System Implementation Exercise

[rpc]

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 :

[color=green]
Ticker       Qty   Cost      Stop Loss   
DCB          1470  68        64.60 
[/color]

Sells:

[color=darkred]
NONE
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
LT           APTECHT
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
PNB - SELL SIG
GLENMARK - SELL SIG
[/color]

Signals generated based on EOD of 29/03/07

Buy :

[color=green]
LT           APTECHT
[/color]

Sell :

[color=darkred]
PNB          GLENMARK      STER
[/color]

DISCLAIMER

[color=red]
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.
[/color]

with best wishes
rpc

 

[rpc]

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 :

[color=green]
Ticker       Qty    Cost     Stop Loss   
BAJAJHIND    540    184.60   175.37
WOCKPHARMA   250    399.20   385.80  
[/color]

Sells:

[color=darkred]
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%)
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
NONE
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
ABAN - SELL SIG
BAJAJHIND - SELL SIG
[/color]

Signals generated based on EOD of 29/03/07

Buy :

[color=green]
NONE
[/color]

Sell :

[color=darkred]
ABAN         BAJAJHIND     CESC          JYOTISTRUC    PNB
[/color]

DISCLAIMER

[color=red]
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.
[/color]

with best wishes
rpc

 

[asnavale]

Dear Friends

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

[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   [/B]
_                        N I L                           [/U]

[B]BUY:

[U]SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS [/B]
___                      N I L                           [/U]

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 28-03-2007:

[B]BUY:[/B]

REIAGRO     TRIVENI

[B]SELL:[/B]

GMRINFRA     PARACABLES

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 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%  
[U] BHARTIARTL  22-03-07    769.00   730.55     757.70     -1.47%  [/U]

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]

Dear Friends

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

[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   [/B]
_                        N I L                           [/U]

[B]BUY:

[U]SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS [/B]
___                      N I L                           [/U]

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 29-03-2007:

[B]BUY:[/B]

SKUMARSYNF     UNIONBANK     VIJAYABANK

[B]SELL:[/B]

AFTEK     TCS

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 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%  
[U] BHARTIARTL  22-03-07    769.00   730.55     763.50     -0.72%  [/U]

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]

Dear Friends

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

[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   [/B]
_                        N I L                           [/U]

[B]BUY:

[U]SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS [/B]
___                      N I L                           [/U]

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 30-03-2007:

[B]BUY:[/B]

BEML    CUMMINSIND    SATYAMCOMP

[B]SELL:[/B]

BAJAJAUTO    HDFC

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 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%  
[U] BHARTIARTL  22-03-07    769.00   730.55     763.90     -0.66%  [/U]

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]

Dear Friends

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

[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   [/B]
_                        N I L                           [/U]

[B]BUY:

[U]SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS [/B]
___                      N I L                           [/U]

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 02-04-2007:

[B]BUY:[/B]

NIL

[B]SELL:[/B]

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

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 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%  
[U] BHARTIARTL  22-03-07    769.00   730.55     728.95     -5.21%  [/U]

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]

Dear Friends

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

[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   [/U][/B]
 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%
[U] RELCAPITAL  250    03-04-07       615.00        -6.07%   [/U]

[B]BUY:

[U]SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS [/B]
___                      N I L                           [/U]

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 03-04-2007:

[B]BUY:[/B]

GAIL     NATIONALUM

[B]SELL:[/B]

BEML          CUMMINSIND    INDIABULLS     POLARIS 
PRISMCEM      SKUMARSYNF    [B]TTML[/B]           UNIONBANK

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 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%  
[U] UTVSOF      09-03-07    301.00   285.95     287.70     -4.42%  [/U]

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]

Dear Friends

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

[B]SELL:

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

[B]BUY:

[U]SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS [/B]
___                      N I L                           [/U]

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 04-04-2007:

[B]BUY:[/B]

BEL      BHEL

[B]SELL:[/B]

SATYAMCOMP    TULIP         VIJYABANK

PRESENT PORTFOLIO

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

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]

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]

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