System Implementation Exercise

[sivavkm]

First Round Results

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

No of Trades 29
Total Profit 28548.37

Nothing more to add, Anant's post covered it all, My TradeLog attached.
Hope to perform well in the next round

Regards
Siva

 

[jatayoo]

First Round Results

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

No of Trades 29
Total Profit 28548.37

Nothing more to add, Anant's post covered it all, My TradeLog attached.
Hope to perform well in the next round

Regards
Siva

---------------------------------------------------------------
HI ON THE WHOLE 8 OUTof the 29 trades gave profits.how can you be sure that the next 29 trades will leave you in net profit?

 

[rpc]

hi all
First posting under second round
Owner : rpc , System : KAMA , Settings : Default, Ranking basis : MAVol 5days /MAVol 20 days

Signals generated based on EOD of 15/01/07
Buy :

CMC
KEC
JKLAKSHMI
GSPL
JKCEMENT
RPGTLTD
GEOMETRIC

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.

with best wishes
rpc

 

[rpc]

hi all
First posting under second round
Owner : rpc , System : KS , Settings : Default, Ranking basis : MAVol 5 days/MAVol 20 days

Signals generated based on EOD of 15/01/07
Buy :

CMC
GSPL
JINDALSAW
OPTOCIRCUI
JKCEMENT
HDFCBANK
VSNL
SAIL
NEYVELILIG
UNIPHOS
SUNPHARMA
PUNJLLOYD
BIRLAJUTE
LT
RIIL
TATASTEEL
INDIACEM

Sell :

RADICO
AFTEKINFO
RPL

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 

responsiblefor his/her own acts.

with best wishes
rpc

 

[karthikmarar]

Hi Jatayoo
Are you sure that the next 29 trades will make a loss. We can be sure of nothing in life leave alone the market, my friend. Posting just for the sake of posting not a bright idea ..eh..

 

[asnavale]

Hello Friends,

The second round of SIE has started today. For this round I am using the modified MABIUTS-HB system. For ranking the signals I am using the following criteria:

1. The ratio of today's vol to Average of previous 5day's average volume (Today's Vol divided by previous 5day's average vol). Higher the ratio, higher the rank.

2. Accumulation/Distribution should indicate accumulation.

The first criterion is given higher weightage. If two stocks show nearly same vol ratio, then the second criterion is used.

I will be restricting to a maximum of 5 stocks per day.

Based on these criteria I am listing the signals of the first day of second round.

MABIUTS-HB System has given following signals based on EOD of 15-Jan-2007:

BUY:

APTECHT		ASIANPAINT	AUROPHARMA	CANBANK
ELECON		ERACON		GAMMONIND	GESCOCORP
GITANJALI	GODREJIND	GSPL		GVKPIL
HINDOILEXP	INDIAINFO	IPCL		IVRCLINFRA
KESORAMIND	LUPIN		NIITTECH	NITCO
PATELENG	PTC		SREINTFIN	ULTRACEMCO
UTVSOF

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

AMTEKAUTO	BEL		DCMSRMCONS	HEROHONDA
MOSERBAER	PRITHVI		RADICO		ROLTA
SAKHTISUG	SOUTHBANK	WELGUJ

The first five choices as per the ranking criteria are:

[U]STOCK SYMBOL	VOL/5day AVG VOL	ACC. Distr.[/U]_____
NITCO			16.45		Slightly down
UTVSOF			 8.21		Up
PTC			 5.61		Up
GESCOCORP		 4.90		Up
[U]ASIANPAINT		 4.61		Up[/U]_______________

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

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

************************************​

 

[rpc]

hi jatayoo
in addition to what karthik has said.There is a difference in "hope" and "sure".Nowhere Siva has said he is "sure" to make profits in next 29 trades.He makes no mention of any number of trades to be taken.He has said he "hopes" to do well next time.
Well eveyrone hopes to do better than what one has done.
We hope you make some constructive posts next time.(I would have liked to use the word "sure" instead of "hope" in the earlier line.)
with best wishes
rpc

 

[karthikmarar]

Hi Friends

Starting the second round of SIE with the hope of completing it

System: R2 Linear Regression Period : 20

Signals generated based on 15th EOD.

Ticker     	Trade	Date	            Close
GLENMARK	Sell	1/15/2007	593.9
HDFC      	Sell	1/15/2007	1596.5
IDBI        	Buy	1/15/2007	89.6
IDFC       	Buy	1/15/2007	83.55
IFCI        	Buy	1/15/2007	24.65
JKCEMENT	Buy	1/15/2007	202.7
ORCHIDCHEM	Buy	1/15/2007	210.5
THERMAX	        Buy	1/15/2007	424.1
UNIPHOS	        Cover	1/15/2007	316.15

Criteria for short listing : Volume Increase, OBV

Thermax  		Almost 10 fold increase
Jk cement  		Doubling of volume
Orchid     		Doubling of volume, OBV still below 30 day Avg    
IDBI,IFCI and IDFC		volume reducing for the last 3 days

regards

Karthik

 

[sivavkm]

Kama System, (Parameters 4,1,3,1)​

Dear friends,

For the Second Round of SIE,

Trades on 15-jan-2007

[B]Buy:[/B] none
[B]Sell:[/B] none

Singals based on eod 15-jan-2007
Sorted based on 5day EMA of TradedValue

[B]Buy:[/B]
SATYAMCOMP	SIEMENS		TATAMOTORS	TATASTEEL	M&M
LT		BAJAJAUTO	ABB		HINDALC0	PUNJLLOYD
HCLTECH		CIPLA		FINANTECH	CMC		TATAPOWER
CREWBOS		THERMAX		CAMBRIDGE	ORCHIDCHEM	JSTAINLESS
GSPL		NIITTECH	LICHSGFIN	PTC		CEAT
ASIANPAINT	JKCEMENT

[B]Sell:[/B] none

Current Portfolio
none

Regards
Siva

 

[sivavkm]

---------------------------------------------------------------
HI ON THE WHOLE 8 OUTof the 29 trades gave profits.how can you be sure that the next 29 trades will leave you in net profit?

Hi jatayoo,

Thanks for your comments. If you analysed my system, please point out its pitfalls and tell me how can i improve it?

There are all kind of people in this forum...

Some are successful traders who dont want to disclose their systems,
Some are willing to share or disclose 'it' partially (system but not the methodology),
Some are grabbers ( 'what can I get out of this' without giving anything ),
......
Some are there just to hangout and participate at a certain level,
Some are just observing with no intention of ever participating,
Some are there to share and learn from each other...

IMHO, this is a public forum and here we members are expected to share 'something' and learn 'something'

So what you will do tomorrow?

Regards
Siva