System Implementation Exercise

[asnavale]

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.

Hi Lokanath,

Please go through the related thread "Experiments in Technical Analysis" started by Karthikmarar. Specifivally, go through the posts No. 303 to 350 in that thread. You can get an idea of what has been done before this excercise started. After that if you feel that some more work on back testing should be done, you may please post your ideas for further back testing. In addition to the backtesting that was done, there were three days of chat room discussions, each lasting for more than 2 hours were conducted before embarking on the present excercise. After those chat room sessions some modifications were done to the systems tested and then implemented in the present excercise. Even during this testing chat room discussions have been held and the systems modified further after thorough discussions. We would be glad to receive your feed back and suggestions. We would like to learn and improve from suggestions from all who are interested in scrutinising the systems and the results and give their valuable suggestions.

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]
NONE
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
GENUSOVERE   RELIANCE
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
CAMBRIDGE - SELL SIG GENERATED
[/color]

Signals generated based on EOD of 21/02/07

Buy :

[color=green]
GENUSOVERE   RELIANCE
[/color]

Sell :

[color=darkred]
CAMBRIDGE
[/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   
TULIP        150    652.70     620.07   
[/color]

Sells:

[color=darkred]
NONE
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
GPIL         EKC           GEOINFO
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
SEAMECL      SKUMARSYNF    PFOCUS
[/color]

Signals generated based on EOD of 21/02/07

Buy :

[color=green]
INDIAINFO     GPIL         EKC           GEOINFO       SINTEX
[/color]

Sell :

[color=darkred]
NILKAMAL     REL           BSELINFRA     WELGUJ
[/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

 

[rpc]

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

Hi Loknath
ASN has already replied to you.Just want to add my HO FWIW if you can find *any* system which fulfills both your critera pls share it with us.Nay even if it fulfills ony one of your two criterias it would be great service to this forum.
I am sure all the members will be grateful for that.
with best wishes
rpc

 

[pshirurkar]

Hi mr anant,
thank you for quick reply.i will go through all the details and if find any difficulty i will contact you for guidance.
thanks

 

[asnavale]

Dear Friends

Following are the trades on 21-02-2007 based on the signals generated on 20-02-2007

[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 21-02-2007:

[B]BUY:[/B]

DABUR

[B]SELL:[/B]

BANKINDIA      GEOMETRIC      GNFC           ONGC
PATELENG       PETRONET       SASKEN

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 ESSAROIL    29-01-07     62.95    59.80      60.65     -3.65%
 IDBI        31-01-07    103.30    98.15      94.10     -8.91%
 JSWSTEEL    01-02-07    468.00   444.60     451.45     -3.54%
 TTML        01-02-07     24.80    23.55      24.25     -2.22%
 RPL         06-02-07     69.25    65.80      68.60     -0.94%
 BEML        08-02-07   1199.00  1139.05    1150.65     -4.03%
[U] FINANTECH   08-02-07   1951.00  1853.45    2149.15     10.16%  [/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.

************************************​

 

[lokanathpai]

Hi Lokanath,

Please go through the related thread "Experiments in Technical Analysis" started by Karthikmarar. Specifivally, go through the posts No. 303 to 350 in that thread. You can get an idea of what has been done before this excercise started. After that if you feel that some more work on back testing should be done, you may please post your ideas for further back testing. In addition to the backtesting that was done, there were three days of chat room discussions, each lasting for more than 2 hours were conducted before embarking on the present excercise. After those chat room sessions some modifications were done to the systems tested and then implemented in the present excercise. Even during this testing chat room discussions have been held and the systems modified further after thorough discussions. We would be glad to receive your feed back and suggestions. We would like to learn and improve from suggestions from all who are interested in scrutinising the systems and the results and give their valuable suggestions.

Regards

-Anant

oops it contain trade/portfolio details per trading system

 

[asnavale]

Dear Friends

Following are the trades on 22-02-2007 based on the signals generated on 21-02-2007

[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 22-02-2007:

[B]BUY:[/B]

NIL

[B]SELL:[/B]

APIL           CROMPGREAV     DABUR
GITANJALI      M&M            SATYAMCOMP

PRESENT PORTFOLIO

[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 ESSAROIL    29-01-07     62.95    59.80      57.55     -8.58%
 IDBI        31-01-07    103.30    98.15      91.40    -11.52%
 JSWSTEEL    01-02-07    468.00   444.60     453.05     -3.19%
 TTML        01-02-07     24.80    23.55      23.65     -4.64%
 RPL         06-02-07     69.25    65.80      67.90     -1.95%
 BEML        08-02-07   1199.00  1139.05    1127.75     -5.94%
[U] FINANTECH   08-02-07   1951.00  1853.45    2088.65      7.06%  [/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   
GENUEOVERE   350   285.00     270.75
RELIANCE      70  1415.00    1344.30
[/color]

Sells:

[color=darkred]
CAMBRIDGE 660 @ 142.80 LOSS 5395.25(-5.45%)
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]
GPIL         REIAGRO      EKC
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
FINANTECH - TSL & SELL SIG GENERATED
NIITTECH - SELL SIG GENERATED
[/color]

Signals generated based on EOD of 22/02/07

Buy :

[color=green]
GPIL         REIAGRO       EKC
[/color]

Sell :

[color=darkred]
NIITTECH     FINANTECH
[/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   
GPIL         840    118.65     112.72
EKC          110    870.25     826.74
GEOINFO      370    269.80     256.31  
[/color]

Sells:

[color=darkred]
SEAMECLTD 460 @ 214 LOSS 873.72(-0.89%)
SKUMARSYNF 1190 @ 79 LOSS 6509.48(-6.52%)
PFOCUS 220 @ 424.95 LOSS 4197.78(-4.33%)
[/color]

Based on signals generated and ranking criteria, picks for tomorrow

[color=green]

GPIL         EKC           GEOINFO
[/color]

Based on SL/TSL hit sells for tomorrow

[color=darkred]
AVAYAGCL
[/color]

Signals generated based on EOD of 22/02/07

Buy :

[color=green]
REIAGRO       LUPIN
[/color]

Sell :

[color=darkred]
GAIL         BANKBARODA    GRASIM        KOTAKBANK     LICHSGFIN     GAMMONIND
CUMMINSIND   MTNL          ORIENTBANK    SCI           SNDIBANK      TATAMOTORS
TITAN        UTIBANK       WOCKPHARMA
[/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