System Implementation Exercise

[ragh_ash]

thanks Karthik,murthy sir
settings in PARAM are default.(No finetuning for me)
further my point is that all involved in testing should (preferably) use same EOD or else how to evaluate the systems? because as i have read , in trend following the one trade that we miss might make the whole difference
seniors may please guide
also another small thing: does my200stocks.afl give a dynamic list of stocks based on EOD?
Any way these are small issues , gr8 thing is we have a online collabrative sys dev running and that is without parallel anywhere on NET .
regards

 

[asnavale]

thanks Karthik,murthy sir
settings in PARAM are default.(No finetuning for me)
further my point is that all involved in testing should (preferably) use same EOD or else how to evaluate the systems? because as i have read , in trend following the one trade that we miss might make the whole difference
seniors may please guide
also another small thing: does my200stocks.afl give a dynamic list of stocks based on EOD?
Any way these are small issues , gr8 thing is we have a online collabrative sys dev running and that is without parallel anywhere on NET .
regards

Hi ragh_ash,

If you use default settings you get output different from with fine tuning. As far as EOD is concerned I am sure all are using same EOD data, source may be different. Murthy's My200stocks.afl gives dynamic list depending on the date. But the list does not change unless a new stock finds its way in by satisfying the selection criteria. Also, some stocks may get excluded by failing to satisfy the conditions but this is rare. In case some stocks which were in the list on previous days and a position is taken in them, but get excluded later, then a separate list is maintained by the individuals and the BUY/SELL signals are generated for them by a separate scan. That is what I am doing. In AmiBroker I store the daily scanned "200 stocks" in Watch List 3 and the stocks in portfolio are stored in Watch List 4. I run my system (MABIUTS-HB) on both the lists.

Therefore, there will not be any difficulty in comparing. But yes, it would be difficult to compare as different members select different stocks to trade. I hope this issue will be discussed during the review.

Regards

-Anant

 

[murthymsr]

dear ragh_ash,

further my point is that all involved in testing should (preferably) use same EOD or else how to evaluate the systems? because as i have read , in trend following the one trade that we miss might make the whole difference

it is not essential that all must use the same data source, as long as the used data source is COMPLETE and without errors. incidentally i also, just like karthik use NSE Bhav copy directly and use our own methods to select the relevant fields and their order in a format accepted by AB further, it is essential that the data is pure (adjusted for symbol changes and bonus / splits). please refer to the thread :

http://www.traderji.com/amibroker/7291-amiborker-bse-nse.html

also another small thing: does my200stocks.afl give a dynamic list of stocks based on EOD?

my200stocks.afl gives the list of about 200 stocks that must be evaluated for trading. it is possible to integrate this AFL code with the selected system. as indicated by karthik in his earlier post, he may be posting the integrated afl code for the system being run by him.

after attending to these points, both signals must be matching. in spite of all this, if there are mismatches between karthik's signals and the signals generated on your desk top, you may have to check the authenticity of your data source.

thanks for your interest in participating in the experiment, which will help everybody learn TA & trading.

murthymsr

 

[karthikmarar]

Hi ragh_ash

Here are the Afls used by me. Try and let me know.

regards

karthik

 

[SGM]

Hello friends

Do we meet for a review meeting tonight @ 9:30 ?

Regards
Sanjay

 

[ragh_ash]

absolutely murthysir,
I will follow your suggestions and make necessary corrections.
Of course, i am not directly involved in SYS Dev exercise , but as i am learning by following the posts of senior members, i thought i would get my doubts cleared.
thank you
regards

 

[sivavkm]

Hi friends,

kama system generated following signals for tomorrow:-

Buy
PIRAMYDRET

Sell
BIOCON
BRFL
CANBK
GITANJALI
HANUNG
HEROHONDA
IDFC
ITC
ASIANPAINT
PRITHVI
SADBHAV
SUNPHARMA
THERMAX

Regards
Siva

 

[karthikmarar]

Hi Friends

The signals based on R2 System for Tomorrow are as follows

Ticker Trade Date Close
BEML Cover 12/8/2006 974.2
BRFL Sell 12/8/2006 231.15
DIVISLAB Sell 12/8/2006 2866.1
GLAXO Buy 12/8/2006 1189.9
KOTAKBANK Sell 12/8/2006 391
MCDOWELL-N Cover 12/8/2006 850.5
PATNI Short 12/8/2006 403.35
RELIANCE Cover 12/8/2006 1269.15
SASKEN Cover 12/8/2006 494.1
SUZLON Sell 12/8/2006 1350.2
ULTRACEMCO Buy 12/8/2006 962.5

Trades planned for tommorrow

Buy - Ultrcemco ( Nice Hanging Man formed on Friday... bearish.. So let us see how this one goes )

warm regards

Karthik

 

[SGM]

Hello Friends

MABITUS-KS Signals for 11-12-2006

BUY
DRREDDY ( Close 774.45 )

SELL
BIRLAJUTE ( Close 338.15 )
IDFC ( Close 78.25 )
SUZLON ( Close 1350.20 )
UTIBANK ( Close 464.95 )

SHORT
UTIBANK ( Close 464.95 )
MOSERBAER ( Close 247.45 )

Regards
Sanjay

 

[murthymsr]

Hi friends,

System : MABIUTS-K1 (AMA)

Signals generated :

************************************************
Based on Data upto EOD of : 2006-12-08

BUY : PIRAMYDRET SUBEX


SELL: AIRDECCAN ARVINDMILL BEML DABUR IDFC IPCL JETAIRWAYS MATRIXLABS ONGC PRITHVI
SAIL SUNTV UTIBANK

----------------------------------------

Portfolio :
Realised Profit : NIL
Unrealised profit : (-) 1.54 % (Before 2-way brokerage adjustment)

+ 3700 MID-DAY @ 54.50 on 2006-12-07
+ 300 HCLTECH @ 645.00 on 2006-12-07
+ 1400 yESBANK @ 140.70 on 2006-12-08

-----------------------------------------

Trading done : (if any, will be filled in after market opening @ the open price)

Buy : +150 SUBEX @ 679.45 on 2006-12-11

Sell : None

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

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

murthymsr