TRADESCIENCE EOD Trading System

SwamiNathan

Well-Known Member
#11
New Signals

The following securities has become neutral
IL and FS Investment Managers NSE

The following Securities has triggered Fresh Buy
ABB NSE
Bank of Baroda NSE
Berger Paints India NSE
Coromandel Fertilisers NSE
EIH NSE
Elders Pharmaceuticals NSE
Hotel Leela Venture NSE
Indian Hotels Co NSE
LIC Housing Finance NSE
Punjab National Bank NSE
State Bank of India NSE
 

SwamiNathan

Well-Known Member
#12
The following is the signal for 17 Sept 2009 for TRADE SCIENCE EOD system



New Signals

The following securities has become neutral

Aurobindo Pharma NSE
Bharat Petroleum Corporation NSE
Gujarat Gas Company NSE
Kirloskar Oil Engines NSE
Reliance Industrial Infrast NSE


The following Securities has triggered Fresh Buy
3I Infotech NSE
Classic Diamonds India NSE
HDFC Bank NSE
ICICI Bank NSE
Jain Irrigation Systems NSE
Jet Airways NSE
Madras Cements NSE
Max India NSE
Raymond Limited NSE
Tata Consultancy Services NSE
Yes Bank NSE
 

SwamiNathan

Well-Known Member
#14
Simulation Results for TradeScience EOD

Simulation Results for TradeScience EOD

Difference Between real signal and Simulation is - In simulation system will not buy if the stock is freezed but real signal will show Buy.

Parameters

Only Long
Portfolio Simulation
Pyramid Profits


Trading Capital: $5000000
Transaction Cost Each way:0.30%
Portfolio Limit: 100%
Margin Requirement: 100%
Maximum Open Positions: 100
Fraction of total trading capital per trade: 1%
Entry and Exits: Open Price delayed by one bar


Simulation Summary


Trade Summary
Earliest Date in the Trade Database: 18/09/2006
Latest Date in the Trade Database: 17/09/2009

Total Trading duration: 3 Years

Profit Summary
Profit Status: PROFITABLE
Starting Capital: $5,000,000.00
Finishing Capital: $9,658,495.21
Gross Trade Profit: $11,179,631.01 (223.59%)
Gross Trade Loss: ($6,521,135.80) (-130.42%)
Total Net Profit: $4,658,495.21 (93.17%)
Average Profit per Trade: $2,337.43
Profit Factor: 1.7144
Profit Index: 41.67%
Total Transaction Cost: $724,943.97
Annualized Compound Interest Rate: 24.5412%

Trade Statistics
Trades Processed: 3477
Trades Taken: 1993
Trades Rejected: 1484
Winning Trades: 808 (40.54%)
Losing Trades: 1185 (59.46%)
Average Winning Trade: $13,836.18
Average Losing Trade: ($5,503.07)
Average Win/Average Loss: 2.5143

Normal Exit: 1820 (91.32%) Open Trade: 101 (5.07%) Profit Stop: 72 (3.61%)

Trade Duration Statistics
Average Trade Duration:
Winning and Losing Trades 36.45 (days)
Winning Trades 52.87 (days)
Losing Trades 25.26 (days)

Maximum Percentage Drawdown/(Date): 4.6300% (24/12/2008)



Performance Summary Report

Trade Statistics : Long
Trades Taken: 1993
Total Net Profit: $4,658,495.21
Average Trade Profit: $2,337.43
Maximum Trade Profit: 105,503.83
Minimum Trade Profit: (70,130.44)
Winning Trades: 808
Losing Trades: 1185
Profitable Trades:40.54%
Losing Trades:59.46%
Average Winning Trade Profit: $13,836.18
Average Losing Trade Profit: ($5,503.07)

For Charts and Trade log, signal database use the following links

http://www.4shared.com/file/133507943/4357af16/Trade_Science_Capital_in_trades.html
http://www.4shared.com/file/133507978/ffa8255d/Trade_Science_EOD_Monthly_Returns.html
http://www.4shared.com/file/133508009/905ca8d5/Trade_Science_EOD_Trade_Positions.html
http://www.4shared.com/file/133508038/cc76cb80/Trade_Science_EOD_Yearly_Returns.html
http://www.4shared.com/file/133508072/48cfe79a/Trade_Science_Equity.html
http://www.4shared.com/file/133508115/8133bf88/Trade_Science_Equity_.html

Signal database and trade log
http://www.4shared.com/file/133508136/2a0c8cb0/Signals_Database.html
http://www.4shared.com/file/133508188/2e40787c/Trade_Log_-_Trade_science_EOD.html
 

SwamiNathan

Well-Known Member
#15
TRADESCIENCE EOD trading system - 18 Sept 2009

The following is the signal for 18 Sept 2009 for TRADE SCIENCE EOD system



New Signals

The following securities has become neutral
Dredging Corporation of India NSE
Flex Industries NSE
Nucleus Software Exports NSE
Reliance Industrial Infrast NSE
Sasken Communication NSE

The following Securities has triggered Fresh Buy
Bata India NSE
Dr Reddy Laboratories NSE
Karnataka Bank NSE
Siemens India NSE
 
#16
swami,
The EOD system is good for bull run market,but what happens in the range bound market,after all EOD call should work,similary.secondly,sometimes,in netural also the signal gets triggered for buy or sell.
 

bandlab2

Well-Known Member
#17
3 years , almost double. doesnt look very exciting for the amount of effort, but yr broker wont complain

there will be mistakes in oder entries, we may be late, we may miss some, tracking the PF will be a task. at any time, how many stocks will be in the PF? 100? becuase u mentioned 1% for each.

btw, how the signal is generated? any insight into that?
 

SwamiNathan

Well-Known Member
#18
Vikas,
We hve taken a period of three years. It contain range bound, bullish and bearish mkt. If we can predict the mkt - i.e. how it is going to be ... range bound or trendy, we can double the money in a week.
According to me none can predict the mkt. All trading are based on probabilities. For example, If chance getting a head is 50% and we get Rs.100 if we win but lose RS.98/- if we get a tail, then we bet on head. We cannot predict whether we are going to get head or tail. This is our logic. If a buy is triggered in our system then it means that is a better bet and it does not mean that stock is going to rise.
So u need nt worry whether the mkt is going to bullish or bearish or rangebound. Only "Best try" is in our hands. We cannot have control over the results.
 

SwamiNathan

Well-Known Member
#19
bandla b2,
* Last year was one of the worst bear mkt in the history and the retuns are okay for this period.

* in EOD system the work is less. afterhours explore, 10Am execute that is all.

* in 15 MIn or 60 Min trading system we can expect better returns. But see what all u shud do to execute trades. 1) You cannot find out the signals by storing the data in DATA ON DEMAND, your computer wud hang up. 2) Trading needs diversification - your file server will update, on average 6 files in 1 min, to chk 100 securities it wud take 15 mins. So shud employ a skilled person in order to make a layout and open the set of securities, manually merge data and finish the process of saving in 2 mins. Afterwards, u shud explore, get the signals and execute, it will need another professional. If u trade for 15 mins then do all these for 10:10, 10:25, 10:40......3:10, 3:25 and finally 3:25 trades u will not be able to execute. U need third professional to maintain trade log, Continuously check out the impact cost, Delays in order execution and cost of it and many more. Three employees, Quotecentre connection and monthly expenses - All this needs an monthly expenses of Rs.70 to 80K. If u spend this much in fixed cost u shud invest more money to trade 15 min bars. Though u have money, u shud have confidence to trust somebody or even ur own system.


EOD is easier but we can expect only this returns. Many persons are giving calls but if u put those calls in a trade database and simulate u will get negative returns. I am not telling that my EOD is best system. I am telling that system is better than calls.
 
Last edited:

SwamiNathan

Well-Known Member
#20
TRADESCIENCE EOD trading system - 22 Sept 2009

The following is the signal for 22 Sept 2009 for TRADE SCIENCE EOD system


New Signals

The following securities has become neutral
Balmer Lawrie and Co NSE
Flex Industries NSE
Nucleus Software Exports NSE
Sasken Communication NSE
Timken India NSE


The following Securities has triggered Fresh Buy
Alok Industries NSE
Avaya GlobalConnect NSE
bharat Bijlee NSE
Essar Oil NSE
GTL Ltd NSE
IDBI NSE
IVRCL Infrastructures & Projects NSE
Larsen and Toubro NSE
Moser Baer India NSE
Motherson Sumi Systems NSE
Natco Pharma NSE
Nifty Benchmark Exchange Traded Scheme
Subex Systems NSE
Syndicate Bank NSE
Tata Steel NSE
Varun Shipping Co NSE
 

Similar threads