MMCIT Stock Systems



Mechanical Trading

This site provides information on making money by using mechanical stock trading systems.

Mechanical trading systems scan the markets looking for buy/sell signals. These signals are presented so that traders can "follow" the system, trading as it does and therefore achieving the same results.

 

We provide stock buy and sell signals. We use mechanical trading systems to find stocks as they generate buy and sell signals. Information provided includes, full history of stock signals and orders along with current portfolio, history and performance data.

 

So, why might you want to adopt a trading system?

  • It can save a lot of time - Once an effective system is developed and optimized, there is little to no effort necessary on the part of the trader. Computers are often used to automate the signal generation, which can often involve many complex calculations on a daily basis. Hence the trader is freed from spending time on analysis.
  • It takes all emotion out of trading - Emotion is often cited as one of the biggest flaws of individual investors. Investors who are unable to cope with losses second guess their decisions and end up losing money. By strictly following a pre-developed system, system traders can forgo the need to make any decisions: after the system is developed and established, trading by means of the system is not empirical since it is automated. By cutting down on these human inefficiencies, system traders can increase profits.

Information provided

For each system that has been developed and is available on this site, we provide information on buy/sell signals as they occur (with a complete history), the history of orders made, the portfolio generated and its performance so far.  

Provide Input - Make Profit

Currently this is a site which provides the results of research into only a few mechanical trading systems. We are looking for input from others for more trading systems so that we can offer the results from a range of profitable trading systems. If you know of a profitable trading system, can clearly articulate the "system rules" and want to make a profit from sharing it, then please contact us.

Need Different Data

We currently only process a limited amount of data from a couple of exchanges. If you would like to see other stocks and/or exchanges, then please contact us.

 

 

 

General Trading Rules

Warning: Everything on this page is someone’s opinion. You need to form your own opinion and validate it before acting on anything!

 

Here’s a few tips that hopefully will help you in your trading:

 

  • If you have a system (here we assume that your system is profitable!), then follow it – to the letter. Do not try to outguess the system. Just what will tomorrow’s markets bring? Regardless of current price, remember there will always be a good rational argument that can be made to either sell now or buy now. There will always be an emotional environment of doubt. No matter which asset sector, don't worry about what the market is going to do or the stories surrounding them. Worry about what you are going to do in response to those markets in the present. You can’t undo the past and you can’t predict the future. No one can consistently predict anything!
  • Make sure your system has a exit plan and a plan to minimize your losses.
  • Long Term market success is simple but not easy: Long term market success is simple...simply remove your ego and submit to the process of obeying the orders of the mathematical models. This is not easy for some as they allow external doubt and emotional mettling to question their commitment. Submitting to the system and always obeying the orders from the signals is what makes for a long term successful investor!
  • Don't sacrifice your position for fluctuations.
  • Don't expect the market to end in a blaze of glory. Look out for warnings.
  • Never try to sell at the top. It isn't wise. Sell after a reaction if there is no rally.
  • Don't imagine that a market that has once sold at 150 must be cheap at 130.
  • Don't buck the market trend.
  • Don't look for the breaks. Look out for warnings.
  • Don't try to make an average from a losing game.
  • Never keep goods that show a loss, and sell those that show a profit. Get out with the least loss, and sit tight for greater profits.
  • Manage your risk. Position liquidations are triggered by significant adverse price action and are never pre-determined objectives. Concentrate on managing the risk. The returns will take care of themselves.
  • Do not attempt to buy lows and sell highs. Buy market strength (highs) and sell market weakness (lows).
  • Manage your risk: Concentrate on managing your risk. In life, it is not how much you make that determines the winners, it is how much you don't lose. Avoid the major losses and the returns will take care of themselves.
  • This site has some good info http://invest-faq.com/fiveminute/
  • “Trends always go further than rational people expect, or even imagine. Most investors don’t have the stomach for extended rallies or declines. The philosophy of not having a predetermined profit objective allows us to continue with a trend for its full duration and then some. We try very hard to avoid the pitfalls of liquidating a trade too early, even at the cost of giving back large profits...Trends exist and they endure for a specified time, longer than most imagine. In a very uncertain world, perhaps nothing makes more sense than simply following trends.” John W. Henry

 

A Possible Approach: Trading With Limited Money

Let’s face the fact right at the start – it’s difficult. It’s difficult for a few reasons, including

  • You have no experience
  • The only way you can reduce your risk it to trade small. If you trade small then broker commissions make it much harder for you to make a profit.
  • If you don’t trade small, you might get wiped out. On the other hand maybe you’ll get lucky and put it all on the right stock.
  • You probably don’t have a proven profitable system to follow

 

Since you have no experience, you’ll need to do a lot of reading first. After you’ve some idea of what to do (including the “system” you should follow) you should start “paper trading”. Only once you have completed a few months of this should you start trading real money.

Paper Trading

Paper trading is an educational tool. It’s probably a good idea to move on to real trading only once you have “graduated”. Its hard to define what graduation is but it probably should be after a few months of paper trading where you have traded at least 10 or 20 times and overall you have made a profit.

 

You need to make your paper trading as real as you can. Assuming you are going to use an online broker once you start trading real money, you can start paper trading by opening your brokerage account and depositing all of your trading funds. This will give you access to real time quotes and market depths and possibly other information which will help you. It also gives you a chance to get used to the site before you really need it.

 

Make your trading a realistic as possible. Start your trading diary. Document your intentions, the signals and the orders you “make”. If anything make your buy and sell prices worse than they really would have been. Remember to subtract commissions from each buy and sell order.

 

Always remember that it’s often really easy to make a paper profit since you really have nothing at stake and this frees you to trade as your system dictates. You’re never going to feel the real “feelings” of stock market greed and fear until you actually start putting some of your own real money on the line.

Real Trading

Once you’ve placed your first order and you actually own some stock, then you’ll be exposed to the classic stock market feelings of fear and greed. These might come out as “the stock price keeps dropping but I won’t sell just yet because it might go back up” or “the price has dropped so much now it’s a real bargain”. Both of those are signs that perhaps you are not following your system or maybe your system needs to be revised because you are losing money!

Stock Selection

Sometimes this is called “stock picking”. But make sure you don’t confuse this with “hot stock tips!”. There are many approaches to stock picking and this is beyond the scope of this discussion. Choose wisely, do your research, and don’t rely purely on a third parties picks.

Money Management and Position Sizing

“Preserve your capital”. This is a good adage for all traders. However, if you have a small trading account then you are much closer to having nothing than someone with a large account. In some ways you have more on the line and hence you need to be very careful about minimizing your losses.

 

You certainly need to always have a stop loss position defined. This should be defined before you enter the trade. If you know that you are about to purchase a stock at $1 then you should also know that you will exit if the price goes below a certain amount e.g. $0.95. If possible use a broker which allows you to place conditional orders. When you place a buy order, also place a conditional sell order which will be automatically executed on your behalf if the stock drops below a certain level.

 

One of the unique problems small accounts have is broker commissions. You must size your trades such that the broker commission doesn’t make it too hard to make a profit. Here’s an example.

 

You buy $500 of stock and the commission for the purchase was $20. You have a stop loss at 5% to cut your losses.

In order to make a profit you must sell the stock and incur another $20 commission.

So your total commission after you sell the stock is $40 or 8% of your purchase price. This 8% overhead makes it harder for you to make a profit and makes it easier to make a loss.

The stock must rise above $540 for you to make any money. That’s an 8% gain. That’s a large gain before you even make anything. If the stock rises 20% (to $600) and you sell, you’ve only made a 12% gain.  

If the stock is a loser, you’ve got a problem as well. Your stop loss is at $475. The stock hits $475 and you sell. You’ve actually lost a total of $65 because of commission. That’s a 13% loss. If you set your stop loss higher, to say 2% ($490) to reduce this loss then you have more of a risk that your stop loss will trigger the day you buy the stock since the stock might easily fluctuate this amount in a day.

 

In summary:

Stock Purchase Price

$500

Commission Amount to Complete Trade

$40 (8%)

Breakeven Point

$540 (8% gain)

Maximum Loss

$65 (13% loss)

 

Here’s that same example for a $2000 purchase amount.

Stock Purchase Price

$2,000

Commission Amount to Complete Trade

$40 (2%)

Breakeven Point

$2,040 (2% gain)

Maximum Loss

$120 (6% loss)

 

In the $2000 example the stock only has to rise by 2% for you to start making a profit. That’s significantly better than the 8% we saw before.

 

Here’s what it looks like for a $20,000 trade. In this case we assume that the flat $20 brokerage still applies.

Stock Purchase Price

$20,000

Commission Amount to Complete Trade

$40 (0.2%)

Breakeven Point

$20,040 (0.2% gain)

Maximum Loss

$840 (4.2% loss)

 

You should easily be able to see how larger trading accounts instantly have a much smaller commission problem than small accounts.

 

So what have we determined? Larger trades are more profitable than the same smaller trade. However, this then leads to the next problem. Don’t go an put all of your money into one large trade.

 

“Spread your risk”. Another good trading adage. It basically tells you that you should not put all your “eggs into one basket” and do not buy just one stock so that the commission charges are a lower percentage of your purchase. You should be buying different companies in different market sectors. However, that’s not so easy with a small trading account. What if you only have $10,000 to trade with? At this level you can only be in 5 simultaneous trades at $2000 each.

 

There is no really good answer. You are going to have to decide if you want to diversify into 10 stocks each at $1000 with lower chance of profit or whether the 5 at $2000 suits you better. This really depends on your risk profile. That is, how much risk you are happy to take. If you don’t mind a higher risk (and potentially higher gain) then the 5 at $2000 is for you. Risk adverse people should opt for the 10 at $1000.

 

Hopefully, over time (a short time!) your total trading capital should increase. As it does, review the standard position size you use. Even if you started with $10,000 using position sizes of $2000 (high risk with only a stock spread of 5), once you reach $20,000 total capital you would want to consider leaving your position size unchanged, since now you are capable of diversifying to a more acceptable level of 10 different stocks.

 

Taking a careful approach such as discussed above will enable you to gain more trading experience more quickly (you will execute more trades and be exposed to more nuances of the markets) and still leave you with an increasing trading capital account.

Using the Trading Data