Re: [amibroker] Re: QP2 Fundamental Data

["Tomasz Janeczko" <amibroker@xxxx>]

Hello,

Here comes a working example (exploration mode only) in AFL/ JScript:

EnableScript("jscript");

filter = cum( 1 ) == lastvalue( cum( 1 ) ); 
// this is to show only one entry per stock

ticker = name();
numcolumns = 4;

<%
CInfo = new ActiveXObject("QuotesPlus.CompanyInfo");
CInfo.Symbol = AFL("ticker");

AFL("Float") = Number( CInfo.Float() );
AFL("EPS") = Number( CInfo.TTMEPS() );
AFL("ROE") = Number( CInfo.ROE() );
AFL("Dividend") = Number( CInfo.AnnualDividend() );
%>

column0 = Float;
column0name = "Float";
column1 = EPS;
column1name = "TTM EPS";
column2 = ROE;
column2name = "ROE";
column3 = Dividend;
column3name = "Dividend";

------------
Note it seems that QP2 object is very slow in accessing company info data.

Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com

----- Original Message ----- 
From: "Peter Gialames" <investor@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 29, 2001 9:26 PM
Subject: [amibroker] Re: QP2 Fundamental Data


> Steve,
> 
> I am not that good with VBScript (yet?) and most of my work is with 
> the QP DLL (you can't use DLL's with VBScript ... I think), but you 
> should can use the COM add-in supplied by Quotes Plus to get what you 
> want(you use CreateObject("Projectname.Classname")).
> 
> Once I find out how to 'hack' this I will let the list know ... 
> although Tomasz might be able to help faster.
> 
> Peter Gialames
> 
> --- In amibroker@xxxx, Steve Wiser <slwiserr@xxxx> wrote:
> > Tomasz or anyone:
> > 
> > How would I go about coding an indicator that used some fundamental 
> data 
> > from the QP2 database that is something other that C, O, H, L and 
> V? I 
> > would like to do some testing using EPS data and such inside 
> > Amibroker. Using VB or Java scripting this seems like it should be 
> > doable. And if so would be a great feature for Amibroker to brag 
> about.
> > 
> > Thanks
> > 
> > Steve
> 
> 
> 
> 
> 
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> 
> 
>