System Implementation Exercise

[karthikmarar]

Hi

Update for the day

System; R2 Linear Regression Period: 20

Trade for the day

BUY BILT 200 @ 121
SOLD JK Cement (Stop loss) 500@ 200.95

Stop loss Hit for the following and will be sold of at opening prices tomorrow

Thermax
I-Flex

Signals Generated from the EOD of today

Ticker	Trade	Date	Close	
ABIRLANUVO	Sell	1/23/2007	1248.7500
ADANIENT	Short	1/23/2007	219.3500
BOMDYEING	Short	1/23/2007	714.4500
CROMPGREAV	Sell	1/23/2007	206.7500
GLOBALVECT	Sell	1/23/2007	241.8500
GUJALKALI	Sell	1/23/2007	143.1000
INOXLEISUR	Buy	1/23/2007	157.7500
NITCO		Short	1/23/2007	244.7000
PRECOT		Sell	1/23/2007	245.3500
SATYAMCOMP	Sell	1/23/2007	471.2500
STER		Short	1/23/2007	516.0500
SUTLEJTEX	Sell	1/23/2007	227.2000
VIVIMEDLAB	Sell	1/23/2007	209.7500

No trades planned for tomorrow

Regards

Karthik

 

[rpc]

hi all

Owner : rpc , System : KAMA , Settings : Default, Ranking basis : MAVol 5 days/MAVol 20 days
(Volume average calculated after excluding maximum and minimum values).Visual inspection of
volume will also be resorted to.

Trading plan
Maximun Pos Size : 10, Initial SL : 5 %, Trailing SL : 95 % of Highest Close since BUY
Maximun Buys on a day : 0-3

Trades :

Buy :

[color=green]
Ticker       Qty   Cost    Stop Loss   
GLENMARK     150   661.90  646.79(SL hit will be sold tomorrow)
TATAMOTORS   100   965.00  954.64(SL hit will be sold tomorrow)
RSYSTEMS     480   207.85  197.46  

[/color]

Sells:

[color=darkred]
NONE
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
NONE
[/color]

Based on SL hit sells for tomorrow

[color=darkred]
LT             GLENMARK           TATAMOTORS
[/color]

Signals generated based on EOD of 23/01/07

Buy :

[color=green]
PATELENG     GMRINFRA
[/color]

Sell :

[color=darkred]
JKCEMENT     SUBEX     BLUEBIRD     APIL     GUJAMBCEM
PUNJLLOYD    SUTLEJEX
[/color]

DISCLAIMER

[color=red]
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.
[/color]

with best wishes
rpc

 

[rpc]

hi all

Owner : rpc , System : KS , Settings : Default, Ranking basis : MAVol 5 days/MAVol 20 days
(Volume average calculated after excluding maximum and minimum values).Visual inspection of
volume will also be resorted to.

Trading plan
Maximun Pos Size : 10, Initial SL : 5 %, Trailing SL : 95 % of Highest Close since BUY
Maximun Buys on a day : 0-3

Trades :

Buy :

[color=green]
Ticker       Qty    Cost       Stop Loss   
AKSHOPTFBR   1630   61.00      57.95
GPIL          960  103.25      98.09
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
TATAPOWER
[/color]

Based on SL hit sells for tomorrow

[color=darkred]
INDIACEM     ARVINDMILL    D-LINK 
[/color]

Signals generated based on EOD of 23/01/07

Buy :

[color=green]
NATIONALUM   LLOYDENG      TATAPOWER
[/color]

Sell :

[color=darkred]
DRREDDY      MPHASIS       CANBK         AFTEKINFO   PARADYNE      REL
SATYAMCOMP   SRF           STER          STERLINBIO  ADANIENT      VIDEOIND
[/color]

DISCLAIMER

[color=red]
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.
[/color]

with best wishes
rpc

 

[sivavkm]

Kama System, (4,1,3,1)​

Dear friends,

NIITLTD is up by 11.5%, which is sold yesterday due to a 5% stoploss.

Trades on 23-jan-2007

Buy:
[U]SYMBOL		QTY	PRICE		STOPLOSS	CMP[/U]
INDOTECH	200	292.60		277.97		285.35 
AKSHOPTFBR	900	61.00		57.95		59.95 

Sell:
[U]SYMBOL		QTY	BUY		SELL		P/L[/U]
SATYAMCOMP	100	507.00		474.00 		-7.19
SIEMENS		50	1196.00		1157.00		-4.12

Singals based on eod 23-jan-2007
Sorted on 5day EMA of TradedValue

[B]Buy:[/B]
GMRINFRA	KPIT		JYOTISTRUC	GPIL		LLOYDELENG

Selected for tomorrow:-	KPIT	JYOTISTRUC

[B]Sell:[/B] 
TECHM		SIEMENS		M&M		TATASTEEL	DRREDDY
CENTURYTEX	RNRL		ATLANTA		NTPC		HEROHONDA
I-FLEX		CANBK		APIL		ULTRACEMCO	GDL
SUBEX		CORPBANK	TEXMACOLTD	GEOMETRIC	GLAXO
UNITY		SONATSOFTW	MAHABANK	MADHUCON	PROVOGUE
IGL		AMAR		IGS		MIRCELECTR	ESABINDIA
CLASSIC		GRINDWELL	QUINTEGRA	EMERCK		ANANTRAJ
PARADYNE	FCSSOFT		PSL		JHS		SUNILHITEC
KIL		INDIAGLYCO	SAKSOFT		BPL		SURYAPHARM
EMKAY		MUKTAARTS	SPLIL		EXCELCROP	PIRAMYDRET
FACT		CYBERTECH	SAHPETRO	BASML		TVSELECT
SANGHIIND	ATLASCYCLE	CENTEXT		MUNJALAU	KOPDRUGS

Current Position

[U]SYMBOL		QTY	 PRICE		 STOPLOSS	 CMP		P/L[/U]
TATAMOTORS	60	 950.00 	 916.51 	 950.45 	0.05%
SBIN		50	 1219.00 	 [COLOR="red"]1167.55 	 1174.05 [/COLOR]	-3.69%
SUZLON		45	 1325.00 	 1258.75 	 1279.80 	-3.41%
[COLOR="Red"][B]HDFCBANK	55	 1099.00 	 1044.05 	 1032.90 	-6.01%[/B][/COLOR]
DIVISLAB	20	 3200.00 	 3040.00 	 3095.50 	-3.27%
NUCLEUS		70	 814.70 	 807.69 	 833.70 	2.33%
KALECONSUL	430	 137.00 	 [COLOR="Red"]131.29 	 133.85 [/COLOR]	-2.30%
MASTEK		150	 394.90 	 [COLOR="red"]375.16 	 379.65 [/COLOR]	-3.86%
NECLIFE		315	 190.60 	 202.97 	 217.70 	14.22%
BIOCON		140	 422.40 	 403.80 	 412.30 	-2.39%
SUNTV		35	 1610.00 	 1529.50 	 1611.60 	0.10%
RCOM		100	 450.00 	 427.50 	 441.20 	-1.96%
ZEETELE		200	 297.00 	 301.01 	 316.85 	6.68%
INDOTECH	200	 292.60 	 277.97 	 285.35 	-2.48%
AKSHOPTFBR	900	 61.00		 57.95		 59.95		-1.72%

StopLoss hit on HDFCBANK, will be sold next day at open price

Regards
Siva

***************** 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.
************************************​

 

[sivavkm]

Kama System, (4,1,3,1)​

Dear friends,

KPIT up by 11.56%
JYOTISTRUC up by 4.67%

Trades on 24-jan-2007

Bought:
[U]SYMBOL		QTY	PRICE		STOPLOSS	CMP[/U]
KPIT		380	156.95		166.35		175.10 
JYOTISTRUC	350	169.00		168.06		176.90 

Sold:
[U]SYMBOL		QTY	BUY		SELL		P/L[/U]
HDFCBANK	55	1099.00		1040.00		-5.37

Singals based on eod 24-jan-2007
Sorted on 5day EMA of TradedValue

[B]Buy:[/B]
SESAGOA		MCDOWELL-N	EKC		APTECHT		BEL
DCHL		VISUALSOFT	APOLLOHOSP	CHENNPETRO

Selected for tomorrow:-	DCHL	MCDOWELL-N

[B]Sell:[/B] 
SBIN		GUJAMBCEM	JPASSOCIAT	IDBI		GRASIM
UTIBANK		TULIP		CIPLA		ESSAROIL	MRPL
D-LINK		NOIDATOLL	KERNEX		BALAJITELE	GSPL
RAYMOND		AMTEKINDIA	MRO-TEK		MANUGRAPH	NAHARINDUS
DREDGECORP	CCL		KSERAPRO	LOKESHMACH	ZENITHINFO
EMAMILTD	WYETH		SOLAREX		ORIENTINFO	JINDALPHOT
UTISUNDER	STINDIA		MELSTAR		MANGALAM	BLBLIMITED
PEPL

Current Position

[U]SYMBOL		QTY	PRICE		STOPLOSS	CMP		P/L[/U]
TATAMOTORS	60	950.00		[COLOR="Red"][B]916.51		916.05		-3.57%[/B][/COLOR]
SBIN		50	1219.00		[COLOR="Red"][B]1167.55		1172.55		-3.81%[/B][/COLOR]
SUZLON		45	1325.00		1258.75		1276.00		-3.70%
DIVISLAB	20	3200.00		3040.00		3110.85		-2.79%
NUCLEUS		70	814.70		815.43		858.35		5.36%
KALECONSUL	430	137.00		131.29		136.75		-0.18%
MASTEK		150	394.90		375.16		380.40		-3.67%
NECLIFE		315	190.60		210.00		221.05		15.98%
BIOCON		140	422.40		403.80		409.60		-3.03%
SUNTV		35	1610.00		1550.54		1632.15		1.38%
RCOM		100	450.00		427.50		435.25		-3.28%
ZEETELE		200	297.00		312.17		328.60		10.64%
INDOTECH	200	292.60		288.71		303.90		3.86%
AKSHOPTFBR	900	61.00		59.38		62.50		2.46%
KPIT		380	156.95		166.35		175.10		11.56%
JYOTISTRUC	350	169.00		168.06		176.90		4.67%

StopLoss hit on TATAMOTORS => will be sold next day at open price
Sell signal on SBIN => will be sold next day at open price

Regards
Siva

***************** 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]

Dear friends,

Following are today's (24-01-2007) trades based on signals of yesterday (23-01-2007):

SELL:

[B][U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L[/B][/U] 
ASTRAMICRO    550    24-01-07       173.05     -7.14%
ASIANPAINT    125    24-01-07       785.00     -1.32%
[U]INDOTECH      340    24-01-07       281.30     -4.55%[/U]

BUY:

[B][U]SYMBOL       QUANT   BUY DATE    BUY PRICE   STOP LOSS[/B]
EKC            130   24-01-07     722.00      222.00[/U]

MABIUTS-HB system has given following signals based on EOD of today (24-01-2007):

BUY Signals:

ALBK         APTECHT       BAJAJHIND    BEL
CAMBRODGE    DCHL          DEWANHOUS    ESTL
GHCL         GODREJCP      GUJNRECOKE   HINDALC0
HTMT         IOB           JBFIND       JSTAINLESS
KEC          LIQUIDBEES    LT           ONGC
PETRONET     RNRL          SAIL         SESAGOA
STER         SUNTV         TATASTEEL    VISUALSOFT
WIPRO
.

SELL Signals:

BIOCON       BRFL         ESCORTS       GLENMARK
HINDLEVER    HINDPETRO    MTNL          PATELENG
PRISMCEM     RCOM         SUNPHARMA     TELEDATAIN
VSNL
.

Based on ranking criterion, the following stocks are shortlisted for Buying:

[B][U]SYMBOL      VOL/5d AVG    ACC/Distr.[/U][/B]
APTECHT        9.05          UP
SESAGOA        7.74          UP
[U]ESTL           5.20          UP[/U]
.

Based on EOD prices of today, the current position of the portfolio is:

SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L
NUCLEUS     18-01-07    814.70   773.95     833.70      4.36%
NECLIFE     18-01-07    190.60   181.10     217.70      4.35%
EKC         24-01-07    760.00   722.00     780.65      2.72%
.

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

************************************​

 

[kkseal]

Hi friends,

Highly appreciate your wonderful work.

Siva has reported a good move in NIIT being missed after being stopped-out the previous day.

I'd suggest you keep a count/log of such opportunities missed due to premature stop-outs to later see what percentage of total profitable trades (over a period) it constitutes.

I'd also suggest a log of the Buy-Sell ratio which can be later plotted (against a time axis) to see which system tallies best with the general market direction over the same period. (This in fact can also act as a Market Sentiment Indicator!)

Just some suggestions for your kind consideration (if deemed worthwhile).

Regards,
Kalyan.

 

[karthikmarar]

Hi Friends

Update for the day

System: R2 Linear Regression Period: 20

Trades for the day

Following stocks sold stoploss hit

Thermax 400 @ 405

I-Flex 90 @ 2010

Signals Generated based on todays EOD

Ticker			Trade		Close	
BANKINDIA		Sell		196.4500
BHARATFORG            	Sell		349.5500
BHEL			Cover		2367.9500
ELECON   		Sell		443.2500
GTLINFRA		Sell		39.9000
HCC			Sell		140.0500
HTMT			Short		705.4500
ITC			Cover		178.2500
NAGARCONST        	Sell		208.8000
NATIONALUM         	Cover		221.5000
REIAGRO	             	Sell		200.6500
RENUKA		        Short		406.7500
SASKEN		        Sell		539.1500
SRF			Sell		186.2000
STROPTICAL	        Sell		229.0500
VTL			Sell		262.1000

Mmmm No BUY signalsAll Sell and Short Signals.. does it tell something about the market condition.

No Trades planned for tomorrow

Regards

karthik

 

[kkseal]

Mmmm… No BUY signals…All Sell and Short Signals.. does it tell something about the market condition.

MABITUS-HB on the other hand gives a Buy-Sell ratio of 2.23 or 69% of total trades is Buy.

That off course being most 'leading' of all the systems will also be the most sensitive to mkt changes. But let's see how the Swift:Sure ratio pans out

Regards,
Kalyan.

 

[rpc]

hi all

Owner : rpc , System : KAMA , Settings : Default, Ranking basis : MAVol 5 days/MAVol 20 days
(Volume average calculated after excluding maximum and minimum values).Visual inspection of
volume will also be resorted to.

Trading plan
Maximun Pos Size : 10, Initial SL : 5 %, Trailing SL : 95 % of Highest Close since BUY
Maximun Buys on a day : 0-3

Trades :

Buy :

[color=green]
Ticker       Qty   Cost    Stop Loss   
NONE
[/color]

Sells:

[color=darkred]
LT          60 @ 1540.00 Loss  910.83(-0.98%)
GLENMARK   150 @  625.00 Loss 5539.50(-5.58%)
TATAMOTORS 100 @  197.90 Loss 1006.72(-1.04%)
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
NONE
[/color]

Based on SL hit sells for tomorrow

[color=darkred]
NONE :)
[/color]

Signals generated based on EOD of 24/01/07

Buy :

[color=green]
APTECHT
[/color]

Sell :

[color=darkred]
AIRDECCAN    DAAWAT        GSPL          MANALIPETC    SOLAREX 
TATAMOTORS   ADLABSFILM
[/color]

DISCLAIMER

[color=red]
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.
[/color]

with best wishes
rpc