System Implementation Exercise

rpc

Active Member
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 :
Code:
[color=green]
Ticker       Qty   Cost      Stop Loss   
JSTAINLESS   800   123.55    117.37(SELL SIG GENERATED)
[/color]
Sells:
Code:
[color=darkred]
GENUSOVERE 350 @ 266 LOSS 5563.65(-5.66%)
RELIANCE 70 @ @ 1350 LOSS 5227.43(-5.28%)
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

Code:
[color=green]
NONE
[/color]
Based on SL/TSL hit sells for tomorrow

Code:
[color=darkred]
NDTV - SELL SIG GENERATED
STER - TSL HIT & SELL SIG GENERATED
JSTAINLESS - SELL SIG
[/color]
Signals generated based on EOD of 28/02/07

Buy :
Code:
[color=green]
NONE
[/color]
Sell :
Code:
[color=darkred]
NDTV         STER          JSTAINLESS
[/color]
DISCLAIMER
Code:
[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

Active Member
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 :
Code:
[color=green]
Ticker       Qty    Cost     Stop Loss   
JSTAINLESS   800   123.55    117.37(SELL SIG GENERATED)
[/color]
Sells:
Code:
[color=darkred]
NONE 
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

Code:
[color=green]
NONE
[/color]

Based on SL/TSL hit sells for tomorrow

Code:
[color=darkred]
GEOINFO
[/color]


Signals generated based on EOD of 28/02/07

Buy :
Code:
[color=green]
NONE
[/color]

Sell :
Code:
[color=darkred]
JSTAINLESS   NTPC          RELIANCE
[/color]
DISCLAIMER
Code:
[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

Well-Known Member
Dear Friends

Following are the trades on 28-02-2007 based on the signals generated on 27-02-2007

Code:
[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]
WOCKPHARMA    290    28-02-07       343.70        326.50 [/U]
MABIUTS-HB system (With RSI Filter) has given the following signals based on EOD of 28-02-2007:

Code:
[B]BUY:[/B]

NIL
[B]SELL:[/B]

DCB          HINDALC0      IVRCLINFRA    [B]MOSERBAER[/B]
MOSERBAER which was purchased yesterday has given SELL signal today as well as gone below initial Stoploss. It will be sold at opening price tomorrow.

PRESENT PORTFOLIO

Code:
[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 ESSAROIL    29-01-07     62.95    59.80      54.10    -14.06%
 IDBI        31-01-07    103.30    98.15      80.70    -21.88%
 JSWSTEEL    01-02-07    468.00   444.60     467.80     -0.04%
 TTML        01-02-07     24.80    23.55      21.85    -11.90%
 RPL         06-02-07     69.25    65.80      66.85     -3.47%
 FINANTECH   08-02-07   1951.00  1853.45    1921.60     -1.51%
 MOSERBAER   27-02-07    370.00   351.50     329.45    -10.96%
 [U]WOCKPHARMA  28-02-07    343.70   326.50     353.65      2.89%  [/U]
Cash in Hand: 178572.98

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

Well-Known Member
hi anant,
just a request. is it possible for u to post all the afls currently in use(i mean R2, MabuitsHB, etc)
also pl explain how u guys are able to post in "BOXES"
cheers
Hi Roshanna,

I am attaching the AFLs being used in this thread "System Implementation Excercise". To use these in AmiBroker change the extension from .txt to .afl and copy to AmiBroker Directory.

"HB-RSI-Exploration.afl" is being implemented by me.
"Karthik.afl" is being implemented by Karthik
"rpc.afl" is being implemented by rpc (Rajeev Chavan)
"sanjay.afl" was earlier being implemented by Sanjay. But in his absence rpc is implementing this in addition to his own. Both these AFLs are same but rpc uses the default values while Sanjay fine tuned values. rpc is giving these fine tuned values along with the post.

As there is a limit of 5 files to attach I am posting another message with other AFLs and the method to post the 'Boxes'.

Regards

-Anant
 
Last edited:

asnavale

Well-Known Member
Dear Friends

Following are the trades on 01-03-2007 based on the signals generated on 28-02-2007

Code:
[B]SELL:

[U]SYMBOL      QUANT   SELL Date    Sell Price    Net P/L   [/B]
MOSERBAER    270   01-03-07       334.40      -10.29%    [/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 01-03-2007:

Code:
[B]BUY:[/B]

HINDMOTOR
[B]SELL:[/B]

I-FLEX

PRESENT PORTFOLIO

Code:
[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 ESSAROIL    29-01-07     62.95    59.80      55.90    -11.20%
 IDBI        31-01-07    103.30    98.15      81.90    -20.72%
 JSWSTEEL    01-02-07    468.00   444.60     480.80      2.74%
 TTML        01-02-07     24.80    23.55      22.15    -10.72%
 RPL         06-02-07     69.25    65.80      66.25     -4.33%
 FINANTECH   08-02-07   1951.00  1853.45    1863.15     -4.50%
[U]WOCKPHARMA  28-02-07    343.70   326.50     385.80     12.25%  [/U]
Cash in Hand: 268544.97

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

Well-Known Member
hi anant,
just a request. is it possible for u to post all the afls currently in use(i mean R2, MabuitsHB, etc)
also pl explain how u guys are able to post in "BOXES"
cheers
Hi Roshanna,

Here is the second instalment of the AFLs you wanted.

The file murthy.txt is the AFL was implemented by MSR Murthy. The file siva_km.txt is being implemented by Siva. To use these files you have to change the extension .txt to .afl

The file 'MyPost' explains how to get the BOXES in the posts. You don't have to change the extension of this file. I just prepare this text in notepad and copy the whole text and paste in the post (with Advanced Option).

Regards

-Anant
 
Last edited:

rpc

Active Member
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 :
Code:
[color=green]
Ticker       Qty   Cost      Stop Loss   
NONE
[/color]
Sells:
Code:
[color=darkred]
NDTV 300 @ 321 LOSS 2179.35(-2.23%)
STER 190 @ 465 LOSS 10609.3(-10.79%)
JSTAINLESS 800 @ 130 PROFIT 4450.06(4.50%)
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

Code:
[color=green]
WOCKPHARMA
[/color]
Based on SL/TSL hit sells for tomorrow

Code:
[color=darkred]
NONE - NO STKS IN HAND :(
[/color]
Signals generated based on EOD of 1/03/07

Buy :
Code:
[color=green]
WOCKPHARMA
[/color]
Sell :
Code:
[color=darkred]
NONE
[/color]
CASH IN HAND - 891688.90 ; LOSS - 108311.10 ; % LOSS - 10.83 % ; NO OF STKS IN HAND - NIL

DISCLAIMER
Code:
[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
 

asnavale

Well-Known Member
Dear Friends

Following are the trades on 02-03-2007 based on the signals generated on 01-03-2007

Code:
[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 02-03-2007:

Code:
[B]BUY:[/B]

NIL

[B]SELL:[/B]

AIRDECCAN    GLAXO    HDFCBANK    HTMT    PATNI

PRESENT PORTFOLIO

Code:
[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 ESSAROIL    29-01-07     62.95    59.80      55.70    -11.52%
 IDBI        31-01-07    103.30    98.15      79.95    -22.89%
 JSWSTEEL    01-02-07    468.00   444.60     471.70      0.79%
 TTML        01-02-07     24.80    23.55      21.55    -13.10%
 RPL         06-02-07     69.25    65.80      66.00     -4.69%
 FINANTECH   08-02-07   1951.00  1853.45    1873.00     -4.00%
[U]WOCKPHARMA  28-02-07    343.70   326.50     373.50      8.67%  [/U]
Cash in Hand: 268544.97

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

Active Member
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 :
Code:
[color=green]
Ticker       Qty   Cost      Stop Loss   
WOCKPHARMA   250   386       366.70(SELL SIG GENERATED)
[/color]
Sells:
Code:
[color=darkred]
NONE
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

Code:
[color=green]
SOFTSOLINT
[/color]
Based on SL/TSL hit sells for tomorrow

Code:
[color=darkred]
WOCKPHARMA - SELL SIG GENERATED
[/color]
Signals generated based on EOD of 2/03/07

Buy :
Code:
[color=green]
SOFTSOLINT
[/color]
Sell :
Code:
[color=darkred]
WOCKPHARMA
[/color]

DISCLAIMER
Code:
[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
 

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