System Implementation Exercise

R

rpc

Active Member
#431
#431
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   
RENUKA       280   354.45    336.73 
[/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]
NONE
[/color]
Signals generated based on EOD of 12/03/07

Buy :
Code: 
[color=green]
NONE
[/color]
Sell :
Code: 
[color=darkred]
NONE
[/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
 
R

rpc

Active Member
#432
#432
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   
BHUSANSTL    220    441.60   419.52
RENUKA       290    335.00   318.25(SELL SIG GENERATED)
RPL          1410    70.90    67.36  
[/color]
Sells:
Code: 
[color=darkred]
RENUKA 290 @ 354.45 PROFIT 4940.71(5.09%)
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

Code: 
[color=green]
BAJAJHIND
[/color]

Based on SL/TSL hit sells for tomorrow

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


Signals generated based on EOD of 12/03/07

Buy :
Code: 
[color=green]
BAJAJHIND
[/color]

Sell :
Code: 
[color=darkred]
NONE
[/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
 
A

asnavale

Well-Known Member
#433
#433
Dear Friends

Following are the trades on 12-03-2007 based on the signals generated on 09-03-2007

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 12-03-2007:

Code: 
[B]BUY:[/B]

EDUCOMP     EKC     NATIONALUM     SREINTFIN

[B]SELL:[/B]

NIL
PRESENT PORTFOLIO
Code: 
[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 IDBI        31-01-07    103.30    98.15      75.80    -26.62%
 TTML        01-02-07     24.80    23.55      21.55    -13.10%
 RPL         06-02-07     69.25    65.80      69.85     -0.87%
 FINANTECH   08-02-07   1951.00  1853.45    1851.85     -5.08%
 WOCKPHARMA  28-02-07    343.70   326.50     367.00      6.78%  
[U] UTVSOF      09-03-07    301.00   285.95     288.65     -4.10%   [/U]
Cash in Hand: 339156.92

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.

************************************​
 
S

sandhuks

New Member
#434
#434
Hi Anant,

Tks for the reply, and results are not bad for this market and considering it is a trend following system.. will hv large drawdowns..in such markets..

..do you hv a short summary of backtest results for how many years you tested -to give you confidence in the system..this data can be impt in sticking with a sys in downturn.
Some thoughts on the results-
-the ttl.drawdown ( of portfolio) is not clear ie.maxdrawdown over entire period
- I agree stops are not a good idea.
- I think drawdowns need to be addressed in any system foremost.profits will follow.
- increasing the number of trades can go a long way in ensuring more uniform performance rather than volatile perf.(even if larger no of loss making trades)

I've been working on developing a system and keep running into these issues. :)
 
R

rpc

Active Member
#435
#435
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]
NONE
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

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

Code: 
[color=darkred]
NONE
[/color]
Signals generated based on EOD of 13/03/07

Buy :
Code: 
[color=green]
INDIABULLS   EKC
[/color]
Sell :
Code: 
[color=darkred]
NONE
[/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
 
R

rpc

Active Member
#436
#436
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   
BAJAJHIND    540    182.35   173.85 
[/color]
Sells:
Code: 
[color=darkred]
NONE
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

Code: 
[color=green]
ROLTA        UTVSOF
[/color]

Based on SL/TSL hit sells for tomorrow

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


Signals generated based on EOD of 13/03/07

Buy :
Code: 
[color=green]
ROLTA        UTVSOF
[/color]

Sell :
Code: 
[color=darkred]
NONE
[/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
 
A

asnavale

Well-Known Member
#437
#437
Dear Friends

Following are the trades on 13-03-2007 based on the signals generated on 12-03-2007

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 13-03-2007:

Code: 
[B]BUY:[/B]

JSWSTEEL     JYOTISTRUC     NAUKRI

[B]SELL:[/B]

DCHL
PRESENT PORTFOLIO
Code: 
[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 IDBI        31-01-07    103.30    98.15      77.95    -24.54%
 TTML        01-02-07     24.80    23.55      21.40    -13.71%
 RPL         06-02-07     69.25    65.80      68.40     -1.23%
 FINANTECH   08-02-07   1951.00  1853.45    1884.60     -3.40%
 WOCKPHARMA  28-02-07    343.70   326.50     369.95      7.64%  
[U] UTVSOF      09-03-07    301.00   285.95     297.70     -1.10%   [/U]
Cash in Hand: 339156.92

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.

************************************​
 
A

asnavale

Well-Known Member
#438
#438
Dear Friends

Following are the trades on 14-03-2007 based on the signals generated on 13-03-2007

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 14-03-2007:

Code: 
[B]BUY:[/B]

NIL

[B]SELL:[/B]

AMTEKAUTO     BEL     IFCI     INFOSYSTCH
REIAGRO       REL     RELIANCE
PRESENT PORTFOLIO
Code: 
[B][U]SYMBOL      Buy Date    Price   STOPLOSS     CMP         P/L    [/U][/B]
 IDBI        31-01-07    103.30    98.15      74.60    -27.78%
 TTML        01-02-07     24.80    23.55      20.55    -17.14%
 RPL         06-02-07     69.25    65.80      67.70     -2.24%
 FINANTECH   08-02-07   1951.00  1853.45    1850.65     -8.14%
 WOCKPHARMA  28-02-07    343.70   326.50     367.25      6.85%  
[U] UTVSOF      09-03-07    301.00   285.95     292.00     -2.99%   [/U]
Cash in Hand: 339156.92

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.

************************************​
 
R

rpc

Active Member
#439
#439
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   
INDIABULLS   230   422.30    401.19(SELL SIG GENEREATED)
EKC          120   820.00    779.00(SELL SIG GENEREATED)
[/color]
Sells:
Code: 
[color=darkred]
NONE
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

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

Code: 
[color=darkred]
RENUKA - TSL AND SELL Sig 
INDIABULLS - SELL Sig
EKC - SELL Sig
[/color]
Signals generated based on EOD of 14/03/07

Buy :
Code: 
[color=green]
BIOCON
[/color]
Sell :
Code: 
[color=darkred]
RENUKA       INDIABULLS    EKC
[/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
 
R

rpc

Active Member
#440
#440
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   
ROLTA        280    346.00   328.70(SELL SIG GENERATED)
UTVSOF       340    286.00   271.70(SELL SIG GENERATED)   
[/color]
Sells:
Code: 
[color=darkred]
NONE
[/color]
Based on signals generated and ranking criteria, picks for tomorrow

Code: 
[color=green]

[/color]

Based on SL/TSL hit sells for tomorrow

Code: 
[color=darkred]
BAJAJHIND - TSL HIT & SELL SIG
ROLTA - SELL SIG
UTVSOF - SELL SIG
[/color]


Signals generated based on EOD of 14/03/07

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

Sell :
Code: 
[color=darkred]
BAJAJHIND    ROLTA         UTVSOF
[/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
 
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