System Implementation Exercise

[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   
AMTEKAUTO    270    369.00     350.55 
SRF          480    307.70     197.32
[/color]

Sells:

[color=darkred]
USHAMART 520 @ 211.50 - TSL hit yesterday - Profit - 10162.27(+10.26 %)
HMT     1130 @ 83.25 - SL hit yesterday - Loss - 6044.79(-6.08 %) 
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
REL          EVEREADY
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
NONE
[/color]

Signals generated based on EOD of 05/02/07

Buy :

[color=green]
GTCIND       REL           BLUESTARCO    MIRZAINT      EVEREADY      GEINFO
GITANJALI    GLAXO         MATRIXLABS    RPL

[/color]

Sell :

[color=darkred]
DEWANOUS     MMFL          BLUEBIRD      KRBL        VISUINTL
[/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

 

[karthikmarar]

Hi

Update for the day

System: R2 Linear Regression period: 20

Trades for the Day

Buy Panacea Bio 300 @ 420

Signals generated based on todays EOD

Ticker			Trade		Close	
ABB			Buy		3802.2500
BANKBARODA	        Buy		247.0500
GAMMONIND	        Cover		412.0000
GRASIM		        Sell		2790.0500
HDFCBANK		Buy		1103.3500
HINDALC0		Buy		178.0500
I-FLEX		        Sell		1959.5000
INDIACEM		Short		222.6000
IVRCLINFRA	        Buy		430.4000
KARURVYSYA	        Buy		291.6500
MANALIPETC	        Sell		11.2500
MARUTI		        Buy		963.2500
MCDOWELL-N	        Buy		953.9500
RCOM			Buy		515.0500
REL			Cover		549.4500
RELCAPITAL	        Cover		696.6500
VISUINTL		Sell		18.3000

Trades for tomorrow: None, Fully Invested

Regards

Karthik

 

[sivavkm]

Kama System, (4,1,3,1)​

Dear friends,

Trades on 5-Feb-2007

Sold: none, no stoploss, no sell signals
Bought:
[U]SYMBOL		QTY	PRICE		CMP		STOPLOSS[/U]
RELCAPITAL	90	 665.00 	 696.65 	 661.82 
GITANJAL	235	 245.00 	 250.60 	 238.07

Signals based on eod of 5-Feb-2007

[B]Buy:[/B]
ZEETELE		ITC		SIEMENS		MARUTI		GUJAMBCEM
BAJAJAUTO	EKC		GAIL		BALAJITELE	SUNPHARMA
JETAIRWAYS	RAJESHEXPO	ULTRACEMCO	BRFL		JISLJALEQS
SASKEN		ENIL		PIONEEREMB

Almost fully invested, so no trades planned for tomorrow

[B]Sell:[/B] 
BPCL		GDL		ICI		EDUCOMP		JUBILANT
AMTEKINDIA	HEXAWARE	TEXMACOLTD	KBL		ROHLTD
TODAYS		OMAXAUTO	BPL		HARRMALAYA	SANGHIPOLY
MACMILLAN	GTNIND		SUDARSCHEM

Current Position

[U]SYMBOL		QTY	PRICE		CMP		STOPLOSS	P/L	BUYDATE[/U]
DIVISLAB	20	 3200.00 	 3450.70 	 3278.17 	7.83% 	18-Jan-07
NUCLEUS		70	 814.70 	 893.20 	 862.60 	9.64% 	18-Jan-07
SUNTV		35	 1610.00 	 1717.00 	 1645.59 	6.65% 	19-Jan-07
RCOM		130	 450.00 	 515.05 	 489.30 	14.46% 	22-Jan-07
ZEETELE		200	 297.00 	 334.65 	 322.72 	12.68% 	22-Jan-07
JYOTISTRUC	350	 169.00 	 186.05 	 176.75 	10.09% 	24-Jan-07
MCDOWELL-N	70	 871.90 	 953.95 	 906.25 	9.41% 	25-Jan-07
DCHL		65	 895.00 	 874.50 	 850.44 	[COLOR="Red"]-2.29%[/COLOR]	25-Jan-07
INDIABULLS	150	 380.95 	 450.85 	 428.31 	18.35% 	31-Jan-07
POLARIS		250	 232.00 	 228.30 	 220.40 	[COLOR="red"]-1.59%[/COLOR]	31-Jan-07
RCOM		130	 464.50 	 515.05 	 489.30 	10.88% 	1-Feb-07
INFOSYSTCH	25	 2250.00 	 2269.30 	 2157.27 	0.86% 	1-Feb-07
HAVELLS		120	 494.70 	 493.50 	 469.97 	[COLOR="red"]-0.24%[/COLOR]	1-Feb-07
TITAN		60	 990.00 	 1023.80 	 972.61 	3.41% 	2-Feb-06
HDFCBANK	50	 1109.50 	 1103.35 	 1054.03 	[COLOR="Red"]-0.55%[/COLOR]	2-Feb-06
RELCAPITAL	90	 665.00 	 696.65 	 661.82 	4.76% 	5-Feb-06
GITANJAL	235	 245.00 	 250.60 	 238.07 	2.29% 	5-Feb-06

Invested Capital : 997,079
Cash in Hand : 22,332

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

Due to some unavoidable work, I could not post the results for 5-2-07 yesterday, though I prepared the text yesterday itself. I am posting the same today.

Following are the trades on 05-02-2007 based on the signals generated on 02-02-2007

[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L [/B]
ESTL        2040      05-02-07        45.35    -8.12%[/U]

.
[B]BUY:

[U]SYMBOL       QUANT   BUY DATE    BUY PRICE   STOP LOSS[/B]
___                     N I L                      __[/U]
.

From the results so far it appears that the stock selection criterion is not working well. In most cases the stoploss is hit and as per the signal I am selling the stock next day. But I find that next day the price goes up. I am sure other participants are also experiencing this. Therefore, I am changing the selection rule from today. From today the Buy signal is taken only if RSI goes above 50 and Sell if RSI falls below 50. Also, there will be no trailing stoploss except the initial stoploss.

MABIUTS-HB system has given the following signals based on EOD of 05-02-2007 as per the above rules:

[B]BUY:[/B]

GUJAMBCEM     ITC     PNB     RPL     SATYAMCOMP

[B]SELL:[/B]

NIL
.

Following stocks are shortlisted for Buying:

RPL      SATYAMCOMP

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L[/U][/B]
ARVINDMILL  29-01-07     61.70    58.60      60.70     -1.62%
ESSAROIL    29-01-07     62.95    59.80      58.50     -7.07%
IDBI        31-01-07    103.30    98.15     107.65      4.21%    
JSWSTEEL    01-02-07    468.00   444.60     455.40     -2.69%
TTML        01-02-07     24.80    23.55      26.30      6.05%    
SREINTFIN   02-02-07     53.30    50.65      54.90      3.00%
.

Cash in Hand: 395331.07


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.

************************************​

 

[rpc]

hi all
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   
INDIABULLS   210   458.30    436.53

[/color]

Sells:

[color=darkred]
DATATTECH 1210 @ 77.90 LOSS 5638.18(-5.68%)(SL hit yesterday today appreciated by 8.6% !)

[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
NONE
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
JSTAINLESS   RCOM
[/color]

Signals generated based on EOD of 06/02/07

Buy :

[color=green]
HAVELLS      UNITY         REIAGRO

[/color]

Sell :

[color=darkred]
VISUINTL     SPENTEX

[/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]

very rightly said by Anant
"...
From the results so far it appears that the stock selection criterion is not working well. In most cases the stoploss is hit and as per the signal I am selling the stock next day. But I find that next day the price goes up. I am sure other participants are also experiencing this...."

In my case initial SL gets hit quite often especially in large price stocks.However i intend to conitue same strategy till friday.


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   
REL          180    554.00     535.95 
EVEREADY     1220    81.40      77.33
[/color]

Sells:

[color=darkred]

[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
NONE - ALMOST FULLY INVESTED
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
TATAPOWER    BILT
[/color]

Signals generated based on EOD of 06/02/07

Buy :

[color=green]
NITCO       SYNDIBANK      INGVYSYBK     LAKSHVILAS

[/color]

Sell :

[color=darkred]
PANTALOONR   PARAL         PATELENG      EDUCOMP     ULTRCEMCO

[/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

 

[asnavale]

Dear Friends


Following are the trades on 06-02-2007 based on the signals generated on 05-02-2007

[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L [/B]
__                         N I L                    __[/U]_

[B]BUY:

[U]SYMBOL       QUANT   BUY DATE    BUY PRICE   STOP LOSS[/U][/B]
RPL             1400    06-02-07     69.25        65.80  
[U]SATYAMCOMP       200    06-02-07    490.00       465.50[/U]

MABIUTS-HB system has given the following signals based on EOD of 06-02-2007:

[B]BUY:[/B]

PRISMCEM      SUZLON

[B]SELL:[/B]

INDHOTEL     KESORAMIND     VAKRANSOFT     VIJAYABANK

Following stocks are shortlisted for Buying:

SUZLON


PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L[/U][/B]
ARVINDMILL  29-01-07     61.70    58.60      61.05     -1.05%
ESSAROIL    29-01-07     62.95    59.80      59.45     -5.56%
IDBI        31-01-07    103.30    98.15     107.55      4.11%    
JSWSTEEL    01-02-07    468.00   444.60     461.90     -1.30%
TTML        01-02-07     24.80    23.55      27.45     10.69%    
SREINTFIN   02-02-07     53.30    50.65      54.25      1.78%
RPL         06-02-07     69.25    65.80      69.00     -0.36%
[U]SATYAMCOMP  06-02-07    490.00   465.50     490.65      0.13%[/U]

Cash in Hand: 199698.75


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.

************************************​

 

[sivavkm]

Kama System, (4,1,3,1)​

Dear friends,

Trades on 5-Feb-2007
none

Signals based on eod of 5-Feb-2007

[B]Buy:[/B]
RELIANCE	SATYAMCOMP	SUZLON		BEL		BHARATFORG
BIOCON		CROMPGREAV	RPL		APIL		MATRIXLABS
JYOTISTRUC	UTVSOF		NDTV		AUROPHARMA	CEAT
FEDERALBNK	UNITY		INDOTECH

Selected for tomorrow :BIOCON	JYOTISTRUC

[B]Sell:[/B] 
CANBK		ALBK		TATATEA		ASIANPAINT	PANTALOONR
IBP		VAKRANSOFT	CLASSIC		VISASTEEL	TALBROAUTO
SAVITACHEM	INDSWFTLTD	JINDALPHOT	IMPAL

Current Position

[U]SYMBOL		QTY	PRICE		CMP		STOPLOSS	P/L	BUYDATE[/U]
DIVISLAB	20	 3200.00 	 3451.10 	 3278.55 	7.85% 
NUCLEUS		70	 814.70 	 965.00 	 916.75 	18.45% 
SUNTV		35	 1610.00 	 1748.50 	 1661.08 	8.60% 
RCOM		130	 450.00 	 [COLOR="red"]489.30 	 489.30 [/COLOR]	8.73% 
ZEETELE		200	 297.00 	 337.40 	 322.72 	13.60% 
JYOTISTRUC	350	 169.00 	 186.40 	 177.08 	10.30% 
MCDOWELL-N	70	 871.90 	 946.10 	 906.25 	8.51% 
DCHL		65	 895.00 	 890.60 	 850.44 	-0.49%
INDIABULLS	150	 380.95 	 441.30 	 428.31 	15.84% 
POLARIS		250	 232.00 	 230.65 	 220.40 	-0.58%
RCOM		130	 464.50 	 [COLOR="Red"]489.30 	 489.30 [/COLOR]	5.34% 
INFOSYSTCH	25	 2250.00 	 2272.95 	 2159.30 	1.02% 
HAVELLS		120	 494.70 	 512.85 	 487.21 	3.67% 
TITAN		60	 990.00 	 1007.55 	 972.61 	1.77% 
HDFCBANK	50	 1109.50 	 1089.30 	 1054.03 	-1.82%
RELCAPITAL	90	 665.00 	 692.95 	 661.82 	4.20% 
GITANJALI	235	 245.00 	 250.95 	 238.40 	2.43% 
[COLOR="red"]StopLoss hit on RCOM.[/COLOR]

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

 

[karthikmarar]

Hi

Update for the day

No trades today fully invested

Signals Generated based on Todays EOD

Ticker			Trade		Close	

ABIRLANUVO	        Cover		1269.9000
AIRDECCAN		Sell		143.7500
ASIANELEC		Sell		585.2000
BAJAJAUTO		Buy		2823.6001
BEML			Short		1114.9500
GVKPIL		        Buy		339.3500
INDIAINFO		Short		315.8500
INDUSINDBK	        Sell		54.1500
INFOSYSTCH	        Buy		2272.9500
JSTAINLES		Buy		124.0000
LUPIN			Buy		616.0000
NITCO		        Cover		260.8000
ONGC			Sell		908.2000
PRITHVI		        Sell		351.2000

Regards

Karthik

 

[kkseal]

Hi Anant,

Are the signals in your last two posts based on RSI filter ONLY or is it the (previous) volume filter + RSI?

Regards,
Kalyan.