System Implementation Exercise

[sivavkm]

Dear friends,

Kama System, (Parameters 8,2,3,1)

Trades on 26-12-2006
No trades done today, all the capital is already invested.
Buy: none
Sell: none

Singals for 27-12-2006 (based on eod 26-12-2006)
Buy:
ESSAROIL
SATYAMCOMP
RELCAPITAL
MRO-TEK
IPCL
ADLABSFILM
UTVSOF
KLGSYSTEL
RANBAXY
3IINFOTECH
PATNI
SOLAREX
HDFC
REIAGRO
UNITY
KPIT
Sell: none

Invested Capital 996,490.00
Balance Cash 3,510.00

Current Portfolio
350 NUCLEUS bought on 15/12/2006 @563.5, SL @652.32, current profit : 21.63%
200 DRREDDY bought on 18/12/2006 @810, SL @769.50, current profit : -0.96%
150 ULTRACEMCO bought on 18/12/2006 @1029, SL @1011.28, current profit : 3.45%
350 TULIP bought on 20/12/2006 @510.05, SL @502.74, current profit : 3.76%
550 BHARTISHIP bought on 21/12/2006 @351.05, SL @353.73, current profit : 6.07%
350 KTKBANK bought on 22/12/2006 @152, SL @150.01, current profit : 1.45%
200 MPHASIS* bought on 22/12/2006 @290.6, SL @276.07, current profit : -0.57%

*MPHASISBFL => MPHASIS symbol change wef today

Regards
Siva

 

[asnavale]

Dear friends,

No Trades (BUY or SELL) for today as maximum funds are already invested.

MABIUTS-HB has given the following signals based on EOD of today (26-12-2006).

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

BUY:

ABB ...................... AIRDECCAN ......... ARCHIES .......... BAJAJHIND
BANKBARODA ........ BANKINDIA ......... BHEL ................ CANBK
ELECON ................. GUJAMBCEM ........ GVKPIL ............. HCC
HDFCBANK ............. HINDLEVER ........ ICICIBANK ........ INFOSYSTCH
ITC ........................ JETAIRWAYS ....... JPASSOCIAT ...... KESORAMIND
KPIT ....................... LT ..................... MATRIXLABS ...... NAGARCONST
NTPC ...................... PATELENG .......... PNB ................... PUNJLLOYD
RNRL ...................... SAIL .................. SATYAMCOMP ..... SBIN
SIMPLEXINF ............ STER ................. TATAPOWER ....... UTVSOF
ZEETELE

--------------------------

SELL:

MAHABANK .............. MCDOWELL-N

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

PRESENT PORTFOLIO POSITION (Based on Closing Prices of 26-12-2006):

MAHABANK .... bought on 13-12-06 Present profit 0.00%
MOSERBAER .. bought on 14-12-06 Present profit 17.35%
SHIV-VANI .... bought on 14-12-06 Present profit 18.83%
DISHMAN ...... bought on 21-12-06 Present profit 2.16%
KLGSYSTEL .... bought on 22-12-06 Present profit 11.98%

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

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

-Anant

 

[sivavkm]

Dear friends,

Kama System, (Parameters 8,2,3,1)

Trades on 27-12-2006
Nothing bought today, all the capital is already invested.
Buy: none
Sell:
KTKBANK stopLoss @150.01 hit

Singals for 28-12-2006 (based on eod 27-12-2006)
Buy:
CENTURYTEX
TATASTEEL
CIPLA
EIHOTEL
NDTV
TVTODAY
COLGATE
NITCO
Sell: none

Invested Capital 996,490.00
Balance Cash 56,710.00
Total P&L (55,754.32)


Current Portfolio
350 NUCLEUS on 15/12/2006 @563.5, SL @662.77, [email protected], P/L= 23.81%
200 DRREDDY on 18/12/2006 @810, SL @769.5, [email protected], P/L= -0.25%
150 ULTRACEMCO on 18/12/2006 @1029, SL @1016.36, [email protected], P/L= 3.97%
350 TULIP on 20/12/2006 @510.05, SL @502.74, [email protected], P/L= 3.19%
550 BHARTISHIP on 21/12/2006 @351.05, SL @353.73, [email protected], P/L= 3.45%
200 MPHASIS on 22/12/2006 @290.6, SL @276.07, [email protected], P/L= -0.99%

Regards
Siva

 

[rpc]

hi all
Owner : rpc , System : KAMA , Settings : Default
Trade details (based on signals on 26/12/06)
Buy : None - since fully invested
Sell : None - No SELL signal , no SL hit

Signals generated based on EOD of 27/12/06
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
TVTODAY
EIHOTEL
CIPLA
COLGATE
NDTV
CENTURYTEX
NITCO
TATASTEEL

Sell : NIL

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.

with best wishes
rpc

 

[asnavale]

Dear friends,

Trades for Today (27-12-2006):

SELL: MAHABANK 5000 nos. @ 39.00 resulting in profit of 1.3%

BUY: NIL

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

The MABIUTS-HB system has given the following BUY/SELL signals based on EOD of 27-12-2006:

---------------------------
BUY:

ABIRLANUVO ..... ADANIENT ......... ALBK ................. ANSALINFRA
ASIANELEC ........ BEL ................... BEML ................. DRREDDY
EIHOTEL ............ ERACONS .......... FINANTECH ........ GTCIND
I-FLEX ............... IOB ................... LUMAXIND ......... ONATASOFTW
STROPTICAL ...... WELGUJ ............. YESBANK
-----------------------------
SELL:

CREWBOS .......... EDUCOMP .......... GITANJALI
GLENMARK ......... TELEDATAIN

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

PRESENT PORTFOLIO POSITION (Based on Closing Prices of 27-12-2006):

MAHABANK .... bought on 13-12-06 Sold for profit 1.30%
MOSERBAER .. bought on 14-12-06 Present profit 14.91%
SHIV-VANI .... bought on 14-12-06 Present profit 20.63%
DISHMAN ...... bought on 21-12-06 Present profit 1.98%
KLGSYSTEL .... bought on 22-12-06 Present profit 12.43%

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

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

-Anant

 

[sivavkm]

Signals generated based on EOD of 27/12/06
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
TVTODAY
EIHOTEL
CIPLA
COLGATE
NDTV
CENTURYTEX
NITCO
TATASTEEL

To be frank, i dont understand this ROC logic.
As per the discussion, we are trying to rank buy signals. But here TVTODAY & EIHOTEL are came to top just because of a sudden surge in volume!

..maximum stocks to be bought on any day should be restricted to 2 only. This allows us to trade upto 8 days

???!!!

Regards
Siva

 

[rpc]

Hi Siva

To be frank, i dont understand this ROC logic.

I am using follo formula to rank signals.
ROC(EMA(V,5),5)
Pls advice if any modifications to be made
I am *not* using absolute increase in volume.
Thanks
with best wishes
rpc

 

[rpc]

hi all
Owner : rpc , System : KAMA , Settings : Default
Trade details (based on signals on 27/12/06)
Buy : None - since fully invested
Sell : None - No SELL signal , no SL hit

Signals generated based on EOD of 28/12/06
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
CLASSIC
DIVISLAB
SUNTV
TATAMOTORS
HEXAWARE

Sell : HINDZINC

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.

with best wishes
rpc

 

[asnavale]

Dear friends,

Trades for Today (28-12-2006):

BUY: NIL
SELL: NIL



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

The MABIUTS-HB system has given the following BUY/SELL signals based on EOD of 28-12-2006:

---------------------------
BUY:

AIAENG ............. CLASSIC ........... DCMSRMCONS .... EKC ............. JINDALSTEEL
PIONEEREMB ..... ARYMOND .......... RENUKA ............. SAKHTISUG
-----------------------------
SELL:

APIL ................ AUROPHARMA .... GITANJALI ....... J&KBANK ....... KTKBANK
TELEDATAIN .... POLARIS ............ RAJESHEXPO .... RPL ............... STERLINBIO
TULIP .............. UTIBANK ............ UTVSOF ........... VOLTAS

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

PRESENT PORTFOLIO POSITION (Based on Closing Prices of 28-12-2006):

MOSERBAER .. bought on 14-12-06 Present profit 14.61%
SHIV-VANI .... bought on 14-12-06 Present profit 21.03%
DISHMAN ...... bought on 21-12-06 Present profit 15.21%
KLGSYSTEL .... bought on 22-12-06 Present profit 9.38%

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

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

-Anant

 

[sivavkm]

Dear friends,

Kama System, (Parameters 8,2,3,1)

Trades on 28-12-2006
Buy:
CENTURYTEX @703.15
Sell: none

Singals for 29-12-2006 (based on eod 28-12-2006)
Buy:
TATAMOTORS
HEXAWARE
DIVISLAB
SUNTV
CLASSIC
Sell: none

Invested Capital 999,542.00
Balance Cash 458.00

Current Portfolio
350 NUCLEUS on 15/12/2006 @563.5, SL @662.77, [email protected], P/L= 22.68%
200 DRREDDY on 18/12/2006 @810, SL @769.5, [email protected], P/L= -1.2%
150 ULTRACEMCO on 18/12/2006 @1029, SL @1023.91, [email protected], P/L= 4.75%
350 TULIP on 20/12/2006 @510.05, SL @502.74, [email protected], P/L= 2.36%
550 BHARTISHIP on 21/12/2006 @351.05, SL @353.73, [email protected], P/L= 5.45%
200 MPHASIS on 22/12/2006 @290.6, SL @276.07, [email protected], P/L= -1.71%
80 CENTURYTEX on 28/12/2006 @703.15, SL @695.88, [email protected], P/L= 4.18%

Regards
Siva