System Implementation Exercise

S

sivavkm

Member
#231
#231
Kama System, (Parameters 8,2,3,1)​

Dear friends,

Code: 
[U][B]Trades on 11-jan-2007[/B][/U]
Buy: none
[B]Sell:[/B] none

[U][B]Singals based on eod 11-jan-2007 [/B][/U]
Buy:
RELIANCE	FEDERALBNK	BSELINFRA

[B]Sell:[/B]
GRASIM	APIL	STROPTICAL	APTECHT	MRO-TEK
Current Portfolio
Code: 
[U]QTY	TICKER		DATE		PRICE	SL	CMP	P/L[/U]
350	TULIP 		20-12-2006 	510.05	571.19	601.25	17.88% 
225	HINDPETRO	08-01-2007	296.00	281.20	291.75	-1.44% 
160	AMARAJABAT	08-01-2007	416.90	399.24	419.40	0.60% 
700	NAHARSPG	10-01-2007	281.00	266.95	276.00	-1.78%
Regards
Siva
 
A

asnavale

Well-Known Member
#232
#232
Hello Friends,

Following are today's (11-Jan-2007) trades based on signals of 10-Jan-2007:

SELL:

ADLABSFILM ..... 220 nos @ 448.50 ..... Net Loss 3.61%
APIL ................. 200 nos @ 460.00 ..... Net Loss 0.70%
EKC ................. 130 nos @ 740.00 ..... Net Loss 6.73%
TTML ................. 4800 nos @ 20.00 ..... Net Loss 3.60%

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

NIL as this round is concluding and new round will start. Therefore, closing all positions and not entering new ones.
*******************************

MABIUTS-HB System has given following signals based on EOD of 11-Jan-2007:

BUY:

3IINFOTECH .... ABAN ................. ACC .................. ASHOKLEY
BAJAJAUTO ...... BAJAJHIND ........ BALRAMCHIN ..... BHARATFORG
BHARTIARTL .... BPCL .................. BSELINFRA ........ CAMBRODGE
CENTURYTEX .... CHAMBALFERT .... GEOMETRIC ....... GHCL
GMRINDSTRS ... GTCIND .............. HINDLEVER ....... HINDPETRO
IDFC ................ INDIACEM .......... ITC ................... JPASSOCIAT
NATIONALUM .... NTPC .................. ONGC ............... PFOCUS
POLARIS ........... RAINCALCIN ....... RELIANCE ......... RENUKA
ROLTA .............. SOUTHBANK ........ SUNPHARMA ..... SUNTV
TATAPOWER ...... TCS ..................... TITAN .............. TVSMOTOR
UTIBANK ........... WIPRO


------------------
SELL:

DCMSRMCONS .. ABAN ................. ESSAROIL ......... GITANJALI
GOLDTECH ........ TELEDATAIN

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

PRESENT PORTFOLIO POSITION (Based on Closing Prices of 11-01-2007):

ADLABSFILM .... bought on 09-01-07 sold today for a net loss of 3.61%
APIL ................ bought on 08-01-07 sold today for a net loss of 0.70%
EKC ................. bought on 09-01-07 sold today for a net loss of 6.73
TTML ................ bought on 08-01-07 sold today for a net loss of 3.60%
ALLCARGO ........ bought on 02-01-07 Present profit 20.20%
SUBEX ............. bought on 05-01-07 Present profit 0.01%

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

There are no SELL signals for the stocks held.

***************** 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.

************************************​
 
Last edited:
R

rpc

Active Member
#233
#233
hi all
posting details for 8/1-12/1/07 .
Owner : rpc , System : KAMA , Settings : Default
Trade details (based on signals on 08/01/07)

Buy : NONE, no buy signals on 5/1/07

Sell : GDL 1002 @ 198.6 , loss 402.19(0.20%)

Signals generated based on EOD of 08/01/07
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
VAKRANSOFT
ASTRAMICRO
GITANJALI

Sell :
MARUTI
MPHASIS
LITL
PUNJLLOYD
GUJAMBCEM
PARSVNATH
GDL
PARAL

*****

Trade details (based on signals on 08/01/07)

Buy : VAKRANSOFT 702 @ 285 , SL @ 5 % 270.75

Sell : GDL 1002 @ 198.6 , Sell Signal, loss 402.19(0.20%)

Signals generated based on EOD of 09/01/07
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
NONE

Sell :
GVKPIL
HAVELLS
IPCL
JETAIRWAYS
JINDALSTEL
LT
NIITTECH
VIVIMEDLAB

*****

Trade details (based on signals on 09/01/07)

Buy : NONE

Sell : VAKRANSOFT 702 @ 270.75 , SL hit, loss 10005.45(5%)
Signals generated based on EOD of 10/01/07
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
DCHL

Sell :
APTECHT
RELCAPITAL
TATAMOTORS
KLGSYSTEL
BIOCON
ULTRACEMCO
GLENMARK
BAJAJAUTO
BBL
DIVISLAB
CAMBRIDGE
TRIVENI

****

Trade details (based on signals on 10/01/07)

Buy : DCHL 242 @ 826 , SL @ 1 % of Capital 813.89

Sell : DCHL 242 @ 813.89 , SL hit loss 2936.36(1.47 %)

Signals generated based on EOD of 11/01/07
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
RELIANCE
Sell :
APIL
VAKRANSOFT
GLOBALVECT
STROPTICAL
EDUCOMP

****

Trade details (based on signals on 11/01/07)

Buy : RELIANCE 153 @ 1308.7 , SL @ 1 % of Capital 1301.1
Sell : RELIANCE 153 @ 1301.1 , SL hit loss 1171.93(0.59 %)

Signals generated based on EOD of 12/01/07
Buy : (arranged in preferntial order of 5 day ROC of 5 day EMA of Volume)
HAVELLS
ENIL
JETAIRWAYS
OPTOCIRCUI
CAMBRIDGE
MLL

Sell :
NONE

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.


This is the last posting under current round.The position is as follows
Original capital 1000000.00
Loss incurred 136992.77(13.70 % :( )
Invested Capital 598184.95
Balance Cash 401815.05
Position of open trades
APTECHT 1303 @ 153.00 on 26/12/06, Close 163.00,profit 13028.89( 6.54 %)
BHARATSHIP 568 @ 351.05 on 21/12/06, Close 390.00,profit 22121.01(11.09 %)
TULIP 391 @ 510.05 on 20/12/06, Close 629.75,profit 46798.71(23.47 %)

One very important lesson learnt : always follow Trailing Stop Loss.
Don't wait for initial stop loss to hit you.
with best wishes
rpc
 
A

asnavale

Well-Known Member
#234
#234
Hello Friends,

Following are today's (12-Jan-2007) trades based on signals of 11-Jan-2007:

SELL:

NIL as there were no SELL signals.
-----------
BUY:

NIL as this round is concluding and new round will start. Therefore, closing all positions and not entering new ones.
*******************************

MABIUTS-HB System has given following signals based on EOD of 12-Jan-2007:

BUY:

Code: 
ABB		ALBK		AMTEKAUTO	ANDHRABANK
ARVINDMILL	BANKBARODA	BANKINDIA	BEL
BHEL		BHUSANSTL	BINDALAGRO	CIPLA     CMC
COLGATE		CONCOR		CREWBOS		CUMMINSIND
DABUR		DCMSRMCONS	DENABANK	DHAMPURSUG
DRREDDY		EKC		ESCORTS		ESSAROIL
GMRINFRA	GRASIM		GUJAMBCEM	GUJNRECOKE
HCC		HCL-INSYS	HCLTECH		HDFC
HDFCBANK	HEROHONDA	HINDALC0	HOTELEELA
ICICIBANK	INDHOTEL	INDIABULLS	INDUSINDBK
INFOSYSTCH	IOC		JSTAINLESS	JSWSTEEL
KEC		KOTAKBANK	LT		M&M
MAHSEAMLES	MARICO		MARUTI		MOSERBAER
NAGARCONST	NICOLASPIR	ORCHIDCHEM	ORIENTBANK
PATNI		PENINLAND	PETRONET	PHOENIXLMP
PNB		PUNJLLOYD	RANBAXY		RCOM
REL		RELCAPITAL	RIIL		RNRL
SAIL		SAKHTISUG	SATYAMCOMP	SBIN
SIEMENS		SKUMARSYNF	SRF		STER
STERLINBIO	STROPTICAL	SUZLON		SYNDIBANK
TATACHEM	TATAMOTORS	TATASTEEL	THERMAX
TTML		UNIONBANK	UNIPHOS		UNITY
VIDEOIND	VIJAYABANK	VSNL		WELGUJ
WOCKPHARMA	YESBANK
------------------
SELL:

Code: 
ABAN     GAIL     GSPL    J&KBANK     SESAGOA
***************************

PRESENT PORTFOLIO POSITION (Based on Closing Prices of 11-01-2007):

Code: 
STOCK           bought on     Present profit
______________________________________________

ALLCARGO        02-01-07          19.70%
SUBEX           05-01-07          -0.82%
______________________________________________
SUBEX bought on 05-01-07 has given SELL signal.


***************** 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.

************************************​
 
Last edited:
S

softtouch

Member
#237
#237
asnavale said:
Hello Friends,

Following are today's (12-Jan-2007) trades based on signals of 11-Jan-2007:

SELL:

NIL as there were no SELL signals.
-----------
BUY:

NIL as this round is concluding and new round will start. Therefore, closing all positions and not entering new ones.
*******************************

MABIUTS-HB System has given following signals based on EOD of 11-Jan-2007:

BUY:

Code: 
ABB		ALBK		AMTEKAUTO	ANDHRABANK
ARVINDMILL	BANKBARODA	BANKINDIA	BEL
BHEL		BHUSANSTL	BINDALAGRO	CIPLA
COLGATE		CONCOR		CREWBOS		CUMMINSIND
DABUR		DCMSRMCONS	DENABANK	DHAMPURSUG
DRREDDY		EKC		ESCORTS		ESSAROIL
GMRINFRA	GRASIM		GUJAMBCEM	GUJNRECOKE
HCC		HCL-INSYS	HCLTECH		HDFC
HDFCBANK	HEROHONDA	HINDALC0	HOTELEELA
ICICIBANK	INDHOTEL	INDIABULLS	INDUSINDBK
INFOSYSTCH	IOC		JSTAINLESS	JSWSTEEL
KEC		KOTAKBANK	LT		M&M
MAHSEAMLES	MARICO		MARUTI		MOSERBAER
NAGARCONST	NICOLASPIR	ORCHIDCHEM	ORIENTBANK
PATNI		PENINLAND	PETRONET	PHOENIXLMP
PNB		PUNJLLOYD	RANBAXY		RCOM
REL		RELCAPITAL	RIIL		RNRL
SAIL		SAKHTISUG	SATYAMCOMP	SBIN
SIEMENS		SKUMARSYNF	SRF		STER
STERLINBIO	STROPTICAL	SUZLON		SYNDIBANK
TATACHEM	TATAMOTORS	TATASTEEL	THERMAX
TTML		UNIONBANK	UNIPHOS		UNITY
VIDEOIND	VIJAYABANK	VSNL		WELGUJ
WOCKPHARMA	YESBANK
------------------
SELL:

Code: 
ABAN     GAIL     GSPL    J&KBANK     SESAGOA
***************************

PRESENT PORTFOLIO POSITION (Based on Closing Prices of 11-01-2007):

Code: 
STOCK           bought on     Present profit
______________________________________________

ALLCARGO        02-01-07          19.70%
SUBEX           05-01-07          -0.82%
______________________________________________
SUBEX bought on 05-01-07 has given SELL signal.


***************** 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.

************************************​
Click to expand...
Anant / Karthik,
Do you have any exploration formula for metastock to find out the Buy Signal & Sell Signal for MABIUTS System developed by Karthik Marar ?

Thanks
Softtouch
 
A

asnavale

Well-Known Member
#238
#238
Best Wishes to All the Members.
Wishing you a Happy and Prosperous
SANKRANTI / PONGAL
​
Regards

-Anant
 
A

asnavale

Well-Known Member
#239
#239
softtouch said:
Anant / Karthik,
Do you have any exploration formula for metastock to find out the Buy Signal & Sell Signal for MABIUTS System developed by Karthik Marar ?

Thanks
Softtouch
Click to expand...
Hi Softtouch,

I am sorry. I have absolutely no knowledge of Metastock code. I hope Karthik would help you.

Regards

-Anant
 
A

asnavale

Well-Known Member
#240
#240
Hi friends,

The first round of System Implementation Excercise concluded today. On Friday, SUBEX had given SELL signal and was sold today at opening price of 710, same as buying price, the loss being brokerage of 0.7%. Only ALLCARGO was remaining in the portfolio. Although it did not give SELL signal so far, it also was sold today in order to close all the open positions to end the first round. It was sold today at the opening price of 1328. It would have gone further up giving more profits but there was no alternative:(

The trade Log file is attached herewith.

A total of 21 trades were executed and completed during this period. The win% was 47.62 which would have been better if the modified code was used. The net profit was 87261.03 on the total Capital of 10Lakhs. Quite good returns for about six weeks.

The excercise taught me following:
1. The system should be programmed to give all posiible signals
2. There should be a mechanism to select best possible signals among all those generated.
3. A good Stop Loss should be incorporated.
4. No amount of back testing can match live experience, even if it is paper trading
5. Whipsaws are part of every trading system. If you try to reduce them you will lose some very good opportunities.
6. Stick to the system and have confidence in it.
7. Any good system shows results only after a sufficiently long run.
8. Always analyse the results whether good or bad and try to find out why it happened.
9. A good money management with appropriate spread of investments always helps.
10 The last but the most important, always discussion and evaluation by a group is superior to individual self assessment.

I thank all the members of SIE and the others who keenly followed the experiment for their critical reviews, suggestions, appreciations and encouragement. I hope to receive the same from all of you during the next round.

My special thanks to Karthik, Sanjay, Siva, Murthy and rpc who suggested and readily agreed to conduct this live test.

Regards

-Anant
 
Last edited:
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