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   
SKUMARSYNF   1190   83.90      79.71
PFOCUS        220   441.00     418.95
[/color]

Sells:

[color=darkred]
NONE
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
AVAYAGCL     NDTV
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
NONE
[/color]

Signals generated based on EOD of 19/02/07

Buy :

[color=green]
AVAYAGCL     NDTV
[/color]

Sell :

[color=darkred]
SHREEASHTA   
[/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 19-02-2007 based on the signals generated on 15-02-2007

[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L  [/B]
___                    N I L                           [/U]_
(No SELL Signals on previous trading day)

[B]BUY:

[U]SYMBOL      QUANT    BUY Date     BUY Price    STOP LOSS [/B]
___                        N I L                       _[/U]_

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 19-02-2007:

[B]BUY:[/B]

CIPLA          NATIONALUM     SATYAMCOMP

[B]SELL:[/B]

ADANIENT

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 ESSAROIL    29-01-07     62.95    59.80      58.80     -6.59%
 IDBI        31-01-07    103.30    98.15      95.50     -7.55%
 JSWSTEEL    01-02-07    468.00   444.60     450.85     -3.66%
 TTML        01-02-07     24.80    23.55      24.70     -0.40%
 RPL         06-02-07     69.25    65.80      67.75     -2.17%
 BEML        08-02-07   1199.00  1139.05    1145.25     -4.48%
[U] FINANTECH   08-02-07   1951.00  1853.45    2152.95     10.35%  [/U]

Cash in Hand: 289972.63

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.

************************************​

 

[asnavale]

Dear Friends

Following are the trades on 20-02-2007 based on the signals generated on 19-02-2007

[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 [/B]
___                        N I L                       _[/U]_

MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 20-02-2007:

[B]BUY:[/B]

INDIABULLS     SIEMENS

[B]SELL:[/B]

AMARAJABAT     ASHOKLEY       CENTURYTEX     D-LINK
HMT            JKLAKSHMI      JPASSOCIAT     MCDOWELL-N
MTNL           RCOM           SOBHA          UTVSOF

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 ESSAROIL    29-01-07     62.95    59.80      58.85     -6.51%
 IDBI        31-01-07    103.30    98.15      93.75     -9.24%
 JSWSTEEL    01-02-07    468.00   444.60     453.15     -3.17%
 TTML        01-02-07     24.80    23.55      24.10     -2.82%
 RPL         06-02-07     69.25    65.80      69.50     -0.36%
 BEML        08-02-07   1199.00  1139.05    1137.00     -5.17%
[U] FINANTECH   08-02-07   1951.00  1853.45    2151.90     10.30%  [/U]

Cash in Hand: 289972.63

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

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]
GEOINFO 380 @ 249.95 LOSS 3734.57(-3.81%)
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
HCLTECH      NIITTECH
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
NONE
[/color]

Signals generated based on EOD of 20/02/07

Buy :

[color=green]
HCLTECH      NIITTECH
[/color]

Sell :

[color=darkred]
NONE
[/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   
AVAYAGCL     290    334        317.23
NDTV         290    340.55     323.52
[/color]

Sells:

[color=darkred]
NONE
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
TULIP
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
NONE
[/color]

Signals generated based on EOD of 20/02/07

Buy :

[color=green]
INDIBULLS     TULIP
[/color]

Sell :

[color=darkred]
HDFC         GTL           LAKSHVILAS    ALOKTEXT
[/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

 

[lokanathpai]

Welll, Well the experiment is going on fine.

Just tell me one thing.
Whether these systems were back tested?
If so can you put back test results?
So that we can know the rationale for selecting these trading system

In my opinion for selecting a trading system:

- It should give good rate of return
- Success rate should be above 90%

If these criteria is not there there is no fun in selecting a trading system and doing paper trading also is of no worth




- Lokanath

 

[ragh_ash]

well loknath,
these systems have been devloped by members after long discussions and the effort is to establish what kind of systems work(ie make money) on longterm basis in Indian conditions.
these are you can say "Work in Progress". and say after some months if one of system is proven to make money in real time, Viola! we have a system all for free.as such it makes no sense to back test them now.
regards
PS as far as rationale is concerned, all have been documented in the thread itself.

 

[pshirurkar]

Hi,
Can somebody tell me what is this system?
How it works ?fROM WHERE AND HOW I CAN GET THIS SOFTWARE
while going through the details available in this tthread i found it is very much interesting .so please let me know the details
thanks

 

[lokanathpai]

well loknath,
these systems have been devloped by members after long discussions and the effort is to establish what kind of systems work(ie make money) on longterm basis in Indian conditions.
these are you can say "Work in Progress". and say after some months if one of system is proven to make money in real time, Viola! we have a system all for free.as such it makes no sense to back test them now.
regards
PS as far as rationale is concerned, all have been documented in the thread itself.

With due respect to the senior members for their gallant efforts:

many trading set-ups are possible. I just wanted to know how the trading systems which are being tried here are selected and why? Selecting a trading setup without a backtesting, I cannot digest. For any trading system to be selected, there should be some backtesting that it has shown some profits for certain periods (short or Long). Simply selecting a trading system is not a good idea, as per MHO.

 

[asnavale]

Hi,
Can somebody tell me what is this system?
How it works ?fROM WHERE AND HOW I CAN GET THIS SOFTWARE
while going through the details available in this tthread i found it is very much interesting .so please let me know the details
thanks

Hi Shirurkar,

These systems are developed by members themselves. You can get the codes for the five different systems in the form of AmiBroker AFL files in first ten posts in this thread itself. For more information refer to the related thread "Experiments in Technical Analysis", especially the earliest posts there. For any clarifications post your queries and the members will answer.

Regards

-Anant