System Implementation Exercise

[murthymsr]

Hi friends,

System : MABIUTS-K1 (AMA)

Signals generated :

************************************************
Based on Data upto EOD of : 2006-12-12

BUY : Nil


SELL: (38) ADLABSFILM ALOKTEXT BANKINDIA BHARTIARTL CAMBRIDGE CENTURYTEX DCB GLENMARK GMRINFRA GODREJIND GUJAMBCEM GWALCHEM HANUNG HCC HOVS INDHOTEL INDIABULLS INDIAINFO
INFOSYSTCH JBFIND JYOTISTRUC KTKBANK NAGARCONST NTPC PANTALOONR PUNJLLOYD RADICO REL ROLTA SATYAMCOMP SBIN SESAGOA STER STROPTICAL TATAPOWER TECHM UNIPHOS WIPRO

SELL (Portfolio) : HCLTECH

5 % Stop Loss Triggered (To be sold): MID-DAY
----------------------------------------
Portfolio :
+ 3700 MID-DAY @ 54.50 on 2006-12-07


-----------------------------------------
Trading done : (if any, will be filled in after market opening @ the open price)

Buy : none

Sell : -3700 MID-DAY @ 49.35 (Open Price)

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

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.


Regards

murthymsr

 

[SGM]

Hi Friends,

Like Murthy pointed out, this has been a fantastic collaborative effort, which I have not come across in any other forum.

Like Sanjay pointed out we started the exercise in the right time. If the market had continued to be bullish then everybody would have been sitting on good profits and everybody would have been happy and the systems would have been lauded as great ones.

Now many weaknesses of the systems are being brought out nicely. Yes, it is a little too early to judge the weakness but the sudden drop in the market has brought out some salient points.

1.Weakness to the systems to handle huge drops. I noticed this with the R2 system. The system is too slow to react to such sudden moves. This throws open a nice investigation / experiments to find out one can make the systems reacts to fast moves in the market..

2.In Many systems including the R2 the stoploss (1% of equity in case of R2 system) has been hit but the technical stops have not come. This brings the Hot discussion about stop loss or only Technical stops to the fore front. For example the R2 system lost 16K (futures) in Tatamotors and still the technical stops have not occurred. This brings to question the system itself as well as the concept of having only a technical stop.

Food for thought! I would love to hear your views on these.

Warm regards

karthik

Hello Karthik and friends

We need to keep looking at the Stop Loss aspect. Also we need to understand the use of discreation. The stock selections need to be refined as signals for many scrips are generated simultanously. May be add some more specific rules.

Overall it has been very interesting. The system did warn us by giving increasing number of Sell signals, all the longs got stopped out and only the shorts survived. Now do we see the shorts getting stopped?

Anyway it will also be interesting,


Happy Experimenting

Regards
Sanjay

 

[uma_k]

Hi Anant,
Congratulations on your century

***Uma***

 

[sivavkm]

Good Day!

Kama System trades for 13-Dec-2006

SASKEN stoploss triggerd @466.45

Picks for tomorrow:- none

Total P&L = -30,473.62

Regards
Siva

 

[murthymsr]

Hi friends,

System : MABIUTS-K1 (AMA)

Signals generated :

************************************************
Based on Data upto EOD of : 2006-12-13

BUY : (1) SHIV-VANI


SELL: (7) INFOTECENT KARURVYSYA ANSALINFRA TCS TULIP UTVSOF ALBK

SELL (Portfolio) : No Stocks in portfolio

5 % Stop Loss Triggered (To be sold): ---
----------------------------------------
Portfolio :



-----------------------------------------
Trading done : (if any, will be filled in after market opening @

the open price)

Buy : +790 SHIV-VANI @ 253.00 (open price)

Sell : no holdings to sell!

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

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.


Regards

murthymsr

 

[rpc]

hi all
Congratulations to all on completion of century of thread and to asnavale on completion of century of posts

signals on 12/12/06 for 13/12/06
DISCLAIMER
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.

system : KAMA - Default settings

BUY

NONE
SELL
Ticker Close
EKC 617.85
PIRAMYDRET 101.50
ULTRACEMCO 923.15


PIRAMYDRET was already stopped out yesterday

Extract of Trade Log

Invested Capital 0.00
Balance Cash 1000000.00
Total P&L 81711.69(loss )

Ain't I happy this is not real money

with best wishes
rpc

 

[rpc]

hi anant
I have tried the method suggested by you for getting SELL signals for stocks in watchlist.However could
not get it right .Here is what I did.I am using KAMA system default settings.I am enclosing the afl.
when I ran the scan/exploration on EOD of 6/12/06 it gave a list of 12 stocks.However when I checked
WatchList 14 it contained 12 stocks of 12/12/06.It seems the scan/exploration is run on last date eventhough
in AA window and also in parameters window I specified date as 6/12/06 .How to program afl to run
scan/exploration on all stocks on given date ?
Pls advice.

TIA
with best wishes
rpc

 

[rpc]

hi anant
forgot to enclose afl.enclosing now
with best wishes
rpc

 

[asnavale]

Hi Friends

Todays trades:

SELL: HCLTECH 300 nos @ 582.00 SL hit yesterday

BUY: BANK OF MAHARASHTRA 5000 nos @ 38.50 with SL=36.60

The buy/sell prices are taken from NSE between 10:00AM and 10:10AM.

Current position:
Starting Equity: 1,000,000
Invested : 192,500
Balance : 807,500
Loss : 54,946 (5.49%)

Regards

-Anant

 

[asnavale]

hi anant
forgot to enclose afl.enclosing now
with best wishes
rpc

Hi rpc,

I have downloaded your afl. Will try and let you know.

Regards

-Anant