System Implementation Exercise

[asnavale]

Hi Kalyan,

The signals and trades posted by me starting from Monday, 05-02-2007 are based on RSI filter alone. No volume filter. Also, no trailing stoploss. That is why, though ESSAROIL has gone below trailing stoploss I have not marked it for SELL. It went down to the extent of 7% below purchase price but is again coming up. Altough the BUY for ESSAROIL was based on earlier system, I am bringing it under the RSI based system. It may not turn out to be profitable by two different systems. But I will just see what happens. By RSI based selection ESSAROIL was BUY candidate on 12-01-07 itself and since then there is no SELL signal.

I will post the RSI based AFL with some charts in a couple of days.

Regards

-Anant

 

[kkseal]

Hi Kalyan,

The signals and trades posted by me starting from Monday, 05-02-2007 are based on RSI filter alone. No volume filter. Also, no trailing stoploss. That is why, though ESSAROIL has gone below trailing stoploss I have not marked it for SELL. It went down to the extent of 7% below purchase price but is again coming up. Altough the BUY for ESSAROIL was based on earlier system, I am bringing it under the RSI based system. It may not turn out to be profitable by two different systems. But I will just see what happens. By RSI based selection ESSAROIL was BUY candidate on 12-01-07 itself and since then there is no SELL signal.

I will post the RSI based AFL with some charts in a couple of days.

Regards

-Anant

Aha ... this is already making me feel less guilty of not using stop losses

But for this to work one has to have a longish holding period & keep a very close eye on the mkts (and as far as possible synchronize ones moves with that of the mkts).
I go without Trailing stop for days (sometimes weeks) if i feel both my stk and the mkts are doing well (ignoring minor corrections); but once i see the volatility increase (either in the stk or mkt or both) i put in place a TS. I also use Fundamentals as an insurance (that's my first & most impt filter) so i am not overly worried if the stock retraces a bit more than expected.

Previously i used to buy only on a pullback, but now i'm going for a quick 2-3 day momentum play Then keep a SL & see if it gets triggered on the pullback - if so buy back for a longer holding when the 'U' has been made, else hold on.

Anyway enough of my crapping and thanks for your reply.

Best Wishes as usual.

Regards,
Kalyan.

 

[asnavale]

Dear Kalyan,

I specifically gave the example of ESSAROIL which had hit SL. Earlier I had seen this happen with other stocks and price goes up. So I decided to give it a try. I had the feeling that the stock will go up again. And it is doing so. Again it went up reducing the BUY-CMP gap. The RSI based system also has not given SELL signal. So, I will stay with it. If this strategy succeeds, I will do away with the TSL. And I feel it will work. (There may be some exceptions).

Regards

-Anant

 

[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]
JSTAINLESS 760 @ 125.80 LOSS 3872.43(-3.92%)
RCOM 200 @ 495.90 PROFIT 2938.41(+3.07%)
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
AMTEKINDIA
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
MATRIXLABS
[/color]

Signals generated based on EOD of 07/02/07

Buy :

[color=green]
AMTEKINDIA   UTVSOF

[/color]

Sell :

[color=darkred]
PLASTIBLEN

[/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   

[/color]

Sells:

[color=darkred]
TATAPOWER 150 @ 610 LOSS 3651(-3.86%)
BILT 820 @ 126.05 PROFIT 2855.96(+2.86%)
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
BEML         GRASIM
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
GPIL         SRF
[/color]

Signals generated based on EOD of 07/02/07

Buy :

[color=green]
ABIRLANUVO  RSYSTEMS       ALOKTEXT      BEML          INFOSYSTECH   SREINTFIN 
GRASIM      GHCL
[/color]

Sell :

[color=darkred]
ELECON       BPCL          BHARTISHIP    JHS         JUBILANT        MANALIPETC
SHYAMTEL     SPENTEX       INDIACEM      
[/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

 

[kkseal]

Dear Kalyan,

I specifically gave the example of ESSAROIL which had hit SL. Earlier I had seen this happen with other stocks and price goes up. So I decided to give it a try. I had the feeling that the stock will go up again. And it is doing so. Again it went up reducing the BUY-CMP gap. The RSI based system also has not given SELL signal. So, I will stay with it. If this strategy succeeds, I will do away with the TSL. And I feel it will work. (There may be some exceptions).

Regards

-Anant

Great great ... No-one will be happier than YF if this works even in a mechanical system. Will take a lot of guilt out of my system (the living one that is)

But one thing we must remember this is a strongly trending mkt So it's actually the mkt that's making such luxuries affordable.

BTW what do you think of the LinearReg-ATR SL, about which i had posted in the ETA thread? This can be used in a Mech system with ease. I am also trying out an addl buffer based on the long term Beta value of the stk.

Regards,
Kalyan.

 

[sivavkm]

Kama System, (4,1,3,1)​

Dear friends,

BEL is up by 10.1%

Trades on 7-Feb-2007

Sold:
[B][U]SYMBOL		BuyDate		  BUY		  SELL		 P/L[/U][/B]
RCOM		22-Jan-07	 450.00 	 495.90 	10.20% 
RCOM	 	 1-Feb-07	 464.50 	 495.90 	 6.76% 
Bought:
[B][U]SYMBOL		QTY	 PRICE		 CMP		 STOPLOSS[/U][/B]
BIOCON		120	 477.00 	 469.30 	 453.15 
JYOTISTRUC	300	 187.70 	 180.10 	 178.32

Signals based on eod of 7-Feb-2007

[B]Buy:[/B]
IDFC		M&M		3IINFOTECH	NIITTECH	ANSALINFRA
INDUSINDBK	FINANTECH	HAVELLS		BEML		NUCLEUS
YESBANK		ARVINDMILL	NITCO		SINTEX		AMTEKINDIA
RSYSTEMS	ASIANELEC	CAMBRIDGE	MASTEK

Selected for tomorrow :none, almost fully invested.

[B]Sell:[/B] 
CENTURYTEX	AIRDECCAN	KEI		PATELENG	ACE
LICHSGFIN	RAYMOND		DISHMAN		SPSL		ANSALHSG
CHENNPETRO	ALLSEC		ROHITFERRO	GOKEX		BHARTISHIP
ZANDUPHARM	FIEMIND		CENTURYPLY	INDOCO		PRECWIRE
BVXL		NRBBEARING	KOPDRUGS

Current Position

[B][U]SYMBOL		QTY	  PRICE		     CMP	STOPLOSS	P/L	BUYDATE[/U][/B]
DIVISLAB	 20	3200.00 	 3471.90 	 3298.31 	 8.50% 	18-Jan-07
NUCLEUS		 70	 814.70 	 1022.20 	  971.09 	25.47% 	18-Jan-07
SUNTV		 35	1610.00 	 1804.80 	 1714.56 	12.10% 	19-Jan-07
ZEETELE		200	 297.00 	  340.85 	  323.81 	14.76% 	22-Jan-07
JYOTISTRUC	350	 169.00 	  180.10 	  177.08 	 6.57% 	24-Jan-07
MCDOWELL-N	 70	 871.90 	  916.65 	  906.25 	 5.13% 	25-Jan-07
DCHL		 65	 [COLOR="Red"]895.00 	  890.60 	  850.44 	-0.49%[/COLOR]	25-Jan-07
INDIABULLS	150	 380.95 	  448.40 	  428.31 	17.71% 	31-Jan-07
POLARIS		250	 [COLOR="red"]232.00 	  229.90 	  220.40 	-0.91%[/COLOR]	31-Jan-07
INFOSYSTCH	 25	2250.00 	 2357.05 	 2239.20 	 4.76% 	 1-Feb-07
HAVELLS		120	 494.70 	  509.60 	  487.21 	 3.01% 	 1-Feb-07
TITAN		 60	 990.00 	 1040.65 	  988.62 	 5.12% 	 2-Feb-06
HDFCBANK	 50	[COLOR="red"]1109.50 	 1101.95 	 1054.03 	-0.68%[/COLOR]	 2-Feb-06
RELCAPITAL	 90	 665.00 	  717.00 	  681.15 	 7.82% 	 5-Feb-06
GITANJALI	235	 245.00 	  250.20 	  238.40 	 2.12% 	 5-Feb-06
BIOCON		120	 [COLOR="red"]477.00 	  469.30 	  453.15 	-1.61%[/COLOR]	 7-Feb-06
JYOTISTRUC	300	 [COLOR="red"]187.70 	  180.10 	  178.32 	-4.05%[/COLOR]	 7-Feb-06

Invested Capital 991,744
Cash in Hand 35,616

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

Trades : None ( Fully Invested)

Signals Generated based on EOD

Ticker			Trade		Close	

ADANIENT		Buy		240.6500
AMTEKAUTO	        Buy		405.2000
BHAGYNAGAR	        Buy		50.5000
GHCL			Buy		180.6500
HINDLEVER		Short		207.3500
RIIL			Sell		543.8500
SHYAMTEL		Sell		111.0500
SPENTEX		        Sell		69.0000
TATATEA		        Short		705.1000
UNITECH		        Buy		477.6000
VIVIMEDLAB	        Cover		224.7500

Regards

Karthik

 

[asnavale]

... ... ... ... ...

BTW what do you think of the LinearReg-ATR SL, about which i had posted in the ETA thread? This can be used in a Mech system with ease. I am also trying out an addl buffer based on the long term Beta value of the stk.

Regards,
Kalyan.

As I am working with the Histogram-RSI filter combination, I have not yet attempted the LR-ATR combination. I would definitely attempt it later. Thanks for reminding me of this option.

Regards

-Anant

 

[asnavale]

Dear Friends

No trades on 07-02-2007.

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 07-02-2007:

[B]BUY:[/B]

ACC     BEML     FINANTECH     LML

[B]SELL:[/B]

FINPIPE     RIIL     TATAMOTORS     VIDEOIND

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      61.15     -2.86%
IDBI        31-01-07    103.30    98.15     105.95      2.57%    
JSWSTEEL    01-02-07    468.00   444.60     465.70     -0.49%
TTML        01-02-07     24.80    23.55      26.95      8.67%    
SREINTFIN   02-02-07     53.30    50.65      55.30      3.75%
RPL         06-02-07     69.25    65.80      68.55     -1.01%
[U]SATYAMCOMP  06-02-07    490.00   465.50     490.15      0.03%[/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.

************************************​