TRADESCIENCE EOD Trading System

SwamiNathan

Well-Known Member
#1
I am trading in Indian stocks and derivatives for the past 7 years. Currently, for the past 4 years, I am doing algorithmic trading using my own systems. I have two systems for Indian Equity Markets, one for EOD and other for intraday. I am posting the signals for EOD in this forum.

An introduction about my End of day System

* End of day trading system. When a buy signal is triggered, we should buy the following day at 10:00 AM for a capital not exceeding two percent of the portfolio(one percent is optimum).

* In this system we take only Long Position

* Average trade Duration id 28 days. For Profitable trades average duration is 61 days and losing trades average duration is 23 days.

* All coding has done in metastock and all simulations have done in TRADESIM. Portfolio testing has been done with 1% impact cost, .5% brokarge at open rate, positions will b taken delayed by one bar. Testing has been done for the period of 5 years. No leverage, i.e. if you have Rs.100, then positions will be taken for Rs.100. 1% of the capital in employed in a single equity. No stop loss.

Money Mangment technique for TRADESCIENCE EOD SYSTEM

In NSE we are folloing around 1000 securities and on average we get a buy for 100 securities. Therefore it is advisable to invest 1% of the capital in a single security.

How much the system will give returns?

Note again that this system takes only long positions. Therefore in a bullish market it probabily gives you a fantastic return and bearish market it probabily gives a loss. To put the details results of the simulation it would consume more space with charts. I do not know whether I can put all those results. If I get a good response I will publish the full results of the Tradesim.


If somebody wants to follow this system they should take only new positions. That is if a buy occured before 5 days that should be omitted. Only Buys that have triggered todays should be taken position. This will help to reduce loss if a market turns down suddenly on a single day.

From today I will put up the results of the TRADESCIENCE EOD system. the following is the signals for today.The following is the signal for 11 Sept 2009 for TRADE SCIENCE EOD system

Security Name, SIGNAL , yest , DBY , WHEN
Ashapura Minechem NSE 1 0 0 0
Cadila Healthcare NSE 1 0 0 0
Indian Overseas Bank NSE 1 0 0 0
Motor Industries Co NSE 1 0 0 0
MRO-TEK NSE 1 0 0 0
Patel Engineering NSE 1 0 0 0
Timken India NSE 1 0 0 0
Zandu Pharmaceutical 1 0 0 0
3I Infotech NSE 0 1 1 0
Aftek Infosys NSE 0 1 1 0
Andhra Sugars Ltd NSE 0 1 1 0
Castrol India NSE 0 1 1 0
DCM Shriram Consol 0 1 1 0
Emco NSE 0 1 1 0
Jindal Photo NSE 0 1 1 0
KLG Systel NSE 0 1 1 0
National Organic NSE 0 1 1 0
Provogue (India) NSE 0 1 1 0
Rolta India NSE 0 1 1 0
Tata Tea NSE 0 1 1 0
Corporation Bank NSE 0 0 0 4
Hexaware Technologies NSE 0 0 0 2
Hindustan Dorr Oliver NSE 0 0 1 1
KPIT Cummins Infos 0 0 1 1
Natco Pharma NSE 0 0 1 1
Nav Bharat Ferro Alloys NSE 0 0 1 1
Navneet Publications NSE 0 0 0 3
NIIT Technologies NSE 0 0 1 1
Panacea Biotec NSE 0 0 0 2
Patni Computer systems NS 0 0 0 2
Rain Commodities NSE 0 0 0 3
Aban Lloyd Chiles Off NSE 1 1 1 30
Alembic NSE 1 1 1 6
Allahabad Bank NSE 1 1 1 30
Amar Remedies NSE 1 1 1 4
Amara Raja Batteries NSE 1 1 1 3
Amtek Auto NSE 1 1 1 34
Amtek India NSE 1 1 1 7
Apollo Tyres NSE 1 1 1 31
Aptech NSE 1 1 1 22
Archies NSE 1 1 1 6
Arvind Mills NSE 1 1 1 11
Aurobindo Pharma NSE 1 1 1 30
Balaji Telefilms NSE 1 1 1 34
Balmer Lawrie and Co NSE 1 1 1 6
Berger Paints India NSE 1 1 1 8
Bharat Bijlee NSE 1 1 1 10
Bharat Petroleum CorporaE 1 1 1 4
Bharati Shipyard NSE 1 1 1 31
Bhushan Steel & Strips NSE 1 1 1 42
Birla Yamaha NSE 1 1 1 4
Ceat NSE 1 1 1 9
Chennai Petroleum Con NSE 1 1 1 4
CMC Ltd NSE 1 1 1 13
Cranes Software Interna 1 1 1 10
Cummins India Ltd NSE 1 1 1 23
Dabur India NSE 1 1 1 8
Dalmia Cement Bharat NSE 1 1 1 10
Deepak Fertilisers and Petro 1 1 1 4
Dhampur Sugar Mills NSE 1 1 1 24
Dhanalakshmi Bank NSE 1 1 0 1
Divi's Laboratories NSE 1 1 1 11
Dredging Corporation of I 1 1 1 10
DS Kulkarni Developers NSE 1 1 0 1
Eicher Motors NSE 1 1 0 1
EID Parry India NSE 1 1 1 35
Electrosteel Castings NSE 1 1 1 20
Escorts NSE 1 1 1 2
Eveready Industries 1 1 1 42
Exide Industries NSE 1 1 1 22
FCS Software Solutions NSE 1 1 1 19
Finolex Cables NSE 1 1 1 29
Flex Industries NSE 1 1 1 20
Gateway Distriparks NSE 1 1 1 9
Geodesic Information 1 1 1 6
Geometric Software 1 1 1 13
Glaxosmithkline Phar 1 1 1 31
Godrej Consumer Pro 1 1 1 35
Graphite India NSE 1 1 1 11
Greaves Cotton NSE 1 1 1 4
Gujarat Gas Company NSE 1 1 1 33
Gujarat Industries 1 1 1 18
Gujarat Mineral Dev 1 1 1 9
Gujarat Narmada Va 1 1 1 6
Gujarat State Fert and 1 1 1 4
Harrisons Malayalam NSE 1 1 1 22
HCL Infosystems Ltd NSE 1 1 1 27
HCL Technologies NSE 1 1 1 40
Himadri Chemicals and ISE 1 1 1 27
Hindalco Industries NSE 1 1 1 38
Hindustan Oil ExploratioSE 1 1 1 36
Hyderabad Industries NSE 1 1 1 36
I-Flex Solutions NSE 1 1 1 32
IL and FS Investment NSE 1 1 1 10
Ind Swift Laboratories NSE 1 1 1 12
Indian Oil Corporation NSE 1 1 1 4
Indraprastha Gas NSE 1 1 1 28
Indus Ind Bank NSE 1 1 1 9
Infotech Enterprises NSE 1 1 1 31
ING Vysya Bank NSE 1 1 1 38
Ipca Laboratories NSE 1 1 1 4
J K Lakshmi Cement NSE 1 1 1 21
Jammu & Kashmir Bank NSE 1 1 1 16
Jayshree Tea and InduE 1 1 1 15
JBF Industries NSE 1 1 1 28
Jindal Drilling and Industr 1 1 1 12
Jindal Saw NSE 1 1 0 1
Jindal South West Holding 1 1 1 21
Jindal Steel & Power NSE 1 1 1 3
JK Industries NSE 1 1 1 3
JSW Steel NSE 1 1 1 33
Jubilant Organosys NSE 1 1 1 31
Kalpataru Power Transmis 1 1 1 13
KCP Sugar Ind Corp NSE 1 1 1 8
Kirloskar Oil Engines NSE 1 1 1 37
KRBL NSE 1 1 1 22
Lakshmi Machine Works NSE 1 1 1 4
Lakshmi Vilas Bank NSE 1 1 1 3
Maharashtra Seamless NSE 1 1 1 34
Mahindra Gesco Deve 1 1 1 24
Mastek NSE 1 1 1 24
McLeod Russel India NSE 1 1 1 41
Monnet Ispat NSE 1 1 1 22
Morarjee Realties NSE 1 1 1 22
Mphasis BFL NSE 1 1 1 33
MRF NSE 1 1 0 1
National Aluminium Co NSE 1 1 1 29
Nilkamal Plastics NSE 1 1 1 8
Nucleus Software Exports S 1 1 1 20
OCL India NSE 1 1 1 20
Orchid Chemicals and Phar 1 1 1 36
Oriental Bank of Commerce 1 1 1 4
Pfizer NSE 1 1 1 33
Polaris Software NSE 1 1 1 30
Prism Cement NSE 1 1 1 26
PSL NSE 1 1 1 21
Radico Khaitan NSE 1 1 1 11
Rajesh Exports NSE 1 1 1 28
Rallis India NSE 1 1 1 5
Ranbaxy Laboratories NSE 1 1 1 20
REI AGRO NSE 1 1 1 4
Ruchi Soya Industries NSE 1 1 1 35
Sakthi Sugars NSE 1 1 1 9
Sasken Communication NSE 1 1 1 41
Shipping Corporation of India1 1 1 2
Shoppers Stop NSE 1 1 1 36
Shree Renuka Sugars NSE 1 1 1 18
Shriram City Union Finan 1 1 1 21
Shriram Transport Finan 1 1 1 12
Simplex Concrete Piles NSE 1 1 1 3
Software Solution Inte NSE 1 1 1 10
South East Asia Marine 1 1 1 32
Sterlite Optical Techno 1 1 1 17
Suven Life Sciences NS 1 1 1 12
Taj Gvk Hotels and Res 1 1 1 32
Tata Coffee NSE 1 1 1 24
Tata Motors NSE 1 1 1 34
Tata Sponge Iron NSE 1 1 0 1
Thermax Limited NSE 1 1 1 9
Thomas Cook India NSE 1 1 1 9
Torrent Pharmaceuticals SE 1 1 1 34
TVS Motor Company NSE 1 1 1 5
Union Bank of India NSE 1 1 1 5
Unitech NSE 1 1 1 4
Usha Martin NSE 1 1 1 2
Uttam Galva Steels NSE 1 1 1 38
Videocon Industries NSE 1 1 1 28
VIP Industries NSE 1 1 1 17
Wipro Corporation NSE 1 1 1 40
Wockhardt NSE 1 1 1 20
Zensar Technologies NSE 1 1 1 13
Zuari Industries Ltd NSE 1 1 0 1

Reading the File:
Signal: 1 means Buy, 0 Means Neutral
Yest: Yesterday's Signal
DBY: Day Before Yesterday's Signal
When: When the existing signal triggered, for ex, When is 14 means before 14 working days the signal is triggered.

Give your questions , feedbacks, and comments

Disclaimer The only certainty is uncertainty. All information provided on this website is for educational purposes only, and not for the purpose of encouraging or soliciting investment. The author is not a licensed investment advisor, and therefore cannot give advice pertaining to any financial instrument including equities, derivatives or futures. Please note that any published ideas are based on past results are not indicative of future performance. There is no guarantee that data updates on this site will be made in a timely manner. The author may have positions in the above securities.
 
Last edited:

SwamiNathan

Well-Known Member
#2
New Signals

The following securities has become neutral (Close your LONGS)


Berger Paints India NSE
Cranes Software International NSE
Dredging Corporation of India NSE
Geometric Software Solutions NSE
Jindal Steel & Power NSE
KCP Sugar Ind Corp NSE
Mastek NSE
Torrent Pharmaceuticals NSE



The following Securities has triggered Fresh Buy

Andhra Bank NSE
Bank of India NSE
Himatsingka Seide NSE
Hinduja TMT NSE
HT Media NSE
Infosys Technologies NSE
Procter and Gamble Hygiene & Health NSE
Ruchi Infrastructure NSE
Satyam Computer Services NSE



Disclaimer The only certainty is uncertainty. All information provided on this website is for educational purposes only, and not for the purpose of encouraging or soliciting investment. The author is not a licensed investment advisor, and therefore cannot give advice pertaining to any financial instrument including equities, derivatives or futures. Please note that any published ideas are based on past results are not indicative of future performance. There is no guarantee that data updates on this site will be made in a timely manner. The author may have positions in the above securities.
 
#3
New Signals

The following securities has become neutral (Close your LONGS)


Berger Paints India NSE
Cranes Software International NSE
Dredging Corporation of India NSE
Geometric Software Solutions NSE
Jindal Steel & Power NSE
KCP Sugar Ind Corp NSE
Mastek NSE
Torrent Pharmaceuticals NSE



The following Securities has triggered Fresh Buy

Andhra Bank NSE
Bank of India NSE
Himatsingka Seide NSE
Hinduja TMT NSE
HT Media NSE
Infosys Technologies NSE
Procter and Gamble Hygiene & Health NSE
Ruchi Infrastructure NSE
Satyam Computer Services NSE



Disclaimer The only certainty is uncertainty. All information provided on this website is for educational purposes only, and not for the purpose of encouraging or soliciting investment. The author is not a licensed investment advisor, and therefore cannot give advice pertaining to any financial instrument including equities, derivatives or futures. Please note that any published ideas are based on past results are not indicative of future performance. There is no guarantee that data updates on this site will be made in a timely manner. The author may have positions in the above securities.
Hi Swamy,
this seems fantastic. I would like to do this. I guess, as you had mentioned we can start this from anyday isn't it.
The question what happens in a bearish mode.. and when do we exit.. is there any method on this..
And, I would be interested to know a similar model for intra-day as well.. any suggestions??
rgds/Surya
 

SwamiNathan

Well-Known Member
#4
Surya,

Read my money management technique and disclaimer before starting. If u start you shud buy the secs that have triggered buy today at tomorrow 10AM. Before starting you can wait for a month to chk whether daily updations are proper. Currently I am not trading this system.
No doubt, Since this is a Long Only System, We will make a loss in BEarish MKT. Only certainity is the uncertainity.


I am trading for intraday only, 15 min bars. I have a set of members to merge data got from reuters, find signals, and execute it. I am telling this bcoz, it wont be possible for a single person to follow and execute the trades.
 
#5
Surya,

Read my money management technique and disclaimer before starting. If u start you shud buy the secs that have triggered buy today at tomorrow 10AM. Before starting you can wait for a month to chk whether daily updations are proper. Currently I am not trading this system.
No doubt, Since this is a Long Only System, We will make a loss in BEarish MKT. Only certainity is the uncertainity.


I am trading for intraday only, 15 min bars. I have a set of members to merge data got from reuters, find signals, and execute it. I am telling this bcoz, it wont be possible for a single person to follow and execute the trades.
Swamy,
You are right to didn't plan to jumpstart. As you mentioned, I wanted track this for a while. But, normally I enter into a stock with fixed expecations (profit/loss). Ofcourse, this will vary between people. So, some guidance in terms of exit strategy would be helpful.
Would be interested to know more about intra-day and yes, I am also doing not with much technics..
Let me know either way.. a intra-day trigger system would certainly be helpful.
ps: yes, i have read the disclaimer.
 

SwamiNathan

Well-Known Member
#6
I have written the signal for Jindal steel is neutral, but we have done a mistake that jindal steel spilt is not done in my data. JINDAL STEEL CONTINUES TO BE BUY
 

SwamiNathan

Well-Known Member
#7
TRADESCIENCE EOD trading system - 15 Sept 2009

The following is the signal for 15 Sept 2009 for TRADE SCIENCE EOD system


New Signals

The following securities has become neutral

Birla Yamaha NSE
FCS Software Solutions NSE


The following Securities has triggered Fresh Buy

Canara Bank NSE
Dena Bank NSE
Mastek NSE
Reliance Industrial Infrast NSE
 

rajeshn2007

Well-Known Member
#8
Hi,
Do you think, it is practically possibly to buy 100 scrips ? ALos your system says 'no stoploss'.
A trading system without a 'stoploss' ?
 

SwamiNathan

Well-Known Member
#9
Rajesh,

1)we are investing 1% of the capital in one script. So no of scripts does nt matter. If ur capital is less that 3 lacs then u can invest 1.5% of the capital in a trade

2) We are not entering all scripts in a single day. on average we change positions in 3 to 4 scripts. Also since the number of scripts are more we dont need a stop loss.
 

Zerodha – Open Paperless Account

Open online account with Zerodha. Free delivery trading and Max Rs 20 for Intraday, F&O, Currency and Commodity Trading. Intraday High leverage with MIS, CO and BO.

Name:Phone:
Email:City:
State:
Are you a day trader?