System Implementation Exercise

[murthymsr]

Hello all

We can meet today in the chat room, @ 9:00 PM, today.

Regards
Sanjay

thanks sanjay, we will meet.

murthymsr

 

[sivavkm]

Dear All,

Pro .... no comments

My take on AMA system, modified afl attached. In order to avoid conflict with murthymsr's AMA system, let me call this system as KAMA.

As far as i understood, this sytem is based on volatility. And volatility is different for each stock. We may achieve better results by finetuning the bass/treble variables of this system. But for this exercise, will keep the variables at defaults.

All signals are taken if MM allows. Further filtering will be made by looking at the volume and/or weekly charts, in case of many signals. All SELL signals will be ignored unless a buy is taken (no turnover filter for sell).

BTW, i didnt receive the capital yet

Regards
Siva

 

[murthymsr]

Dear All,

...............
All SELL signals will be ignored unless a buy is taken (no turnover filter for sell).
............................

Regards
Siva

dear siva,

this may be ok if the system is used for longs only. but some are are planning to test for short or both ways. for such, the portfolio method outlined earlier may be preferred.

murthymsr

 

[SGM]

* You have said we have to put value in cell H2.eg if buy price is 660 and my SL is 610.SL will be 50 this is the basic thing I am trying to understand how do I decide my SL price is 610 or 620 or any other figure.What I understood was my SL would be minimum of 1) 1% of total capital and 2) 5 % of investment per trade.I think to my answer regarding DrawDn you have mentiond these two basis only for arriving at Position Size. I am aware we can use ATR or last pivot low etc for determining SL but I feel the simplest is the one mentioned above.Can I contnue with it ?

Hello

rpc: we will sort it out during the chat.


As someone once said "There are no mistakes, only lessons learned."

In carrying out this exercise, our hope is to learn a lot. Invariably, we would end up making quite a few mistakes, hopefully knowledgeable members will guide us through the whole exercise and there will be some "Lessons Learned".

Warm Regards
Sanjay

 

[SGM]

BTW, i didnt receive the capital yet

Make sure you are in the chat room sharply by 9:00 PM

 

[rpc]

hi murthymsr
thanks for the explanation I am quite satisfied with it
with best wishes
rpc

 

[AJAY]

Will the elephants permit me to enter the room
I promise no more dialogue -say spoil sport- from my side.

AJAYKUMAR

 

[karthikmarar]

Hi ajay

oh...sorry.. you cannot enter today...we changed the rules...only spoilsports allowed ...

Jokes apart , looking forward to meeing you in the chat room..

regards

Karthik

 

[rpc]

hi all
follo are the signals generated by KAMA as modified by sivavkm.

disclaimer
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.

Ticker,Trade,Date,Close,
BARTRONICS,Sell,06/12/2006,105.4000
CLASSIC,Sell,06/12/2006,468.9000
GUJAMBCEM,Sell,06/12/2006,140.0000
GVKPIL,Sell,06/12/2006,285.4000
JAGRAN,Sell,06/12/2006,305.1500
JKINDUSTRY,Sell,06/12/2006,131.6500
JSTAINLESS,Buy,06/12/2006,123.6000
POLARIS,Buy,06/12/2006,133.5500
RELIANCE,Buy,06/12/2006,1281.3500
SUNILHITEC,Sell,06/12/2006,110.1500
SUNTV,Sell,06/12/2006,1406.6500
SUZLON,Sell,06/12/2006,1369.0000

Based on the MM,Position sizing and SL policy dedcided in chat session mock shares will be purchased
the next day after market opens

rpc

 

[asnavale]

Hi friends,

Following are the Buy and Sell signals generated by MABIUTS-HB system based on todays closing prices(6-12-06)

**************
BUY:

HCLTECH
KOTAKBANK
TATACHEM
UNITY

**************

SELL:

ABB
ACC
AMTEKAUTO
APIL
APTECH
BANKBARODA
BEL
CANBK
COLGATE
DENABANK
DRREDDY
ELECON
ESCORTS
HAVELLS
HOTELEELA
HTMT
KESORAMIND
KTKBANK
OPTOCIRCUI
PATNI
PNB
RELCAPITAL
SRF
TATAPOWER
TULIP
TVSMOTOR
VSNL
WELGUJ

*****************

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.


******************

Regards

-Anant