System Implementation Exercise

[asnavale]

Hello friends,

Following are today's trades. The Buy/Sell prices are those prevailing in NSE between 10:00AM and 10:10AM.

-------------
SELL: NIL

BUY: BEL 150nos @ 1255.00 SL=1192.25
MOSERBAER 750nos @ 266.00 SL=252.70
SHIV-VANI 750nos @ 252.75 SL=240.10
--------------

Current Position:

Starting Equity: 1,000,000
Invested : 769,812.50
Loss incurred : 54,946.04
----------------------------------
Balance cash : 175,241.46

Regards

-Anant

 

[murthymsr]

Hi friends,

System : MABIUTS-K1 (AMA)

Signals generated :

************************************************
Based on Data upto EOD of : 2006-12-14

BUY : (4) DRREDDY FOURSOFT GTCIND PARADYNE


SELL: (2) AMTEKAUTO IVRCLINFRA

SELL (from Portfolio) : No Signals generated.

5 % Stop Loss Triggered (To be sold): ---
----------------------------------------
Portfolio : +790 SHIV-VANI @ 253.00 on 2006-12-14



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

Buy :

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

 

[sivavkm]

Hi friends,

No trades for 14-Dec-2006 from Kama System

BUY for tomorrow: NUCLEUS

Regards
Siva

 

[SGM]

Hi Guys,

I have been reading this thread for a while & looking at some of the Feedbacks coming from everybody in this mock implementation exercise.

Looking at the feedbacks, I have a few suggestions which may possibly be helpful considering you all have put in so much of hardwork & frankly I wouldn't like an exercise like this dishearten anybody.

1) If BUY/SELL Triggers generated can have a 'Power Rating' say on a level of
+1 to +10 for BUY & similarly -1 to -10 for SELL

2) Perhaps, also if there can be something to indicate Sector wise
Accumulation/Distribution

3) 5% as fixed S/L is definitely not workable in my opinion, there should be a
better way of working out S/L perhaps by considering minor & major
supports & percentage of equity capital exposure.

I guess thats that for now, & Hatsoff to All involved.

Also please keep in mind that...my suggestions above are only based on the feedback of the system...that I have been reading....any oversight on my part is deeply regretted.


Regards

SavantGarde

Hello SavantGarde

Thanks for your inputs. The points you have raised surely need to be considered. Can you please elaborate on the method you have in mind for "Power Rating" the stocks. Any guidance from you is most welcome.

Thanks and Regards
Sanjay

 

[SGM]

Hello Friends

Lets fix a schedule for weekly meetings, we can meet every Saturday @ 9:30 PM - 10:30 PM. We should keep transcripts of the meeting.

Members participating in the implementation exercise, are requested to post their trade log and any coments/notes for the review.

As I would be travelling I may not be able to attend this staurday's meeting.

There are 2 major issues that have come up in implementation of all the systems.

1. Use of additional filters to select stocks (ranking, using other criteria etc.)

2. Better Trade Management
a. Tech/Reversal Stops
b. Protection/MM Stops
c. Dynamic Postion Sizing (add when position moves in favour, as against fixed being used currently)

I suggest we continue using the systems, as is, for 2 more weeks. Meanwhile we all can keep working on the above aspects.

I would request all the members of Traderji to give inputs, feedback for the implementation exercise.

Regards
Sanjay

 

[asnavale]

Dear friends,

Following signals are generated by MABIUTS-HB system based on the EOD data of 14-12-2006.
-----------------------
BUY: 52 signals

3IINFO ........... ADLABFILMS ... AIRDECCAN ....... ALOKTEXT
ANDHRABANK . APIL ................ ARVINDMILL ...... ASHOKLEY
BAJAJHIND ..... BALRAMCHIN ... BHARATFORG ..... BHUSANSTL
BIRLAJUTE ...... BOMDYEING ..... BPCL ................. CAMBRIDGE
CEAT .............. CENTURYTEX .... CIPLA ..... COLGATE
DALMIACEM .... DENABANK ...... DIVISLAB ........... EKC
FINANTECH .... GDL ................. GESCOCORP ....... GODREJIND
GRASIM .......... GTCIND ........... GVKPIL .............. HIMACHLFUT
HOTELEELA ...... ICICIBANK ...... INDIABULLS ...... INDOTECH
IOB ................. IOC ................ KTKBANK ........... LT
LUPIN .............. MARICO .......... MPHASISBFL ...... MRPL
MTNL .............. OPTOCIRCUI ..... PRITHVI ............ PUNJLLOYD
RANBAXY ......... RCOM .............. REIAGRO .......... RELIANCE
RENUKA ........... RNRL ............... RPL .................. RUCHISOYA
SIEMENS ......... STERLINBIO ..... STROPTICAL ...... SUZLON
SYNDIBANK ..... TATAMOTORS .... TITAN .............. TVSMOTOR
ULTRACEMCO .. UNITECH ........... UNITY .............. UTTAMSUGAR
UTVSOF ........... VIDEOIND ......... VIJAYABANK .... YESBANK
ZEETELE
. . . . . . . . . . . . . . . .
SELL: NIL
------------------------
Nearly 80 BUY signals and no SELL signals! Is the great fall over?



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]

Hi Friends,

Following are today's trades:
(prices prevailing in NSE btween 10:00AM and 10:15AM)

BUY: RCOM 380 nos @451.50 SL=428.95

SELL: NIL

Total Amount Invested: 941,382.50
Total Loss: .....................54,946.04
-----------------------------------------
Cash in hand: ..................3,671.46

Regards

-Anant

 

[asnavale]

Hello Friends

Lets fix a schedule for weekly meetings, we can meet every Saturday @ 9:30 PM - 10:30 PM. We should keep transcripts of the meeting.

Members participating in the implementation exercise, are requested to post their trade log and any coments/notes for the review.

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

I suggest we continue using the systems, as is, for 2 more weeks. Meanwhile we all can keep working on the above aspects.

I would request all the members of Traderji to give inputs, feedback for the implementation exercise.

Regards
Sanjay

Hi Sanjay,

I will be there on Saturday at the appointed time.

Rgards

-Anant

 

[asnavale]

Hi rpc,

I have gone through the afl and the output. Although you specify a date in the afl, the results are generated upto the last available data which may be beyond the date specified. Therefore, the signal generated for the last data available for the stock is saved in the Watch List 14. I think I am grasping what is happening but right now I am unable to express it. I will go through it step-by-step and try to find out exactly what is happening. Then it will be easy to fix the problem. I will keep you informed about further developments.

Regards

-Anant

 

[rpc]

hi anant
thanks for devoting your time.
with best wishes
rpc