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Does anyone know if QP offers better historical data compatible with getextradata other than QRS? I'm trying to look at historical institutional ownership as well as short ratios but get a flat line with the current info - this is all on a chart template. It's still a nice feature to be able to see what these figures in an instant, but if I could see it on a historical basis it would be even sweeter. Attached is a GIF to show what I'm talking about
Jasonb <b519b@xxxxxxxxx> wrote:
Jayson's approach is the simplest one for actually trading.I had assumed, perhaps wrongly, that the original questionwas asked because the builtin getextradata call was notable to give sufficient data history for the testing ofsystem settings.In such cases, and assuming you have the additional data inan ascii or csv file, then the more awkward "secondary"ticker approach might be the only way to go to set up the"research" database in AB. Of course, one a good system hasbeen developed one will then want to sign up with a dataprovider to have an easy way (via the getextradata call) toget current EY and DY data to actually trade the system.--- Jayson <jcasavant@xxxxxxxxxxx> wrote:> Russell,> another approach is to use the built-in getextradata> function though it> requires a pay data
source...> > Regards,> Jayson> > GETEXTRADATA> - get extra data from external data source> Miscellaneous functions> (AFL 1.9)> > > SYNTAX GetExtraData(> RETURNS NUMBER or ARRAY or STRING> FUNCTION Retrieves data-source specific data.> Currently only Quotes Plus and TC2000 plug-isn> support this function.> The list of fields available via QP2 plug-in:> a.. "AnnDividend"> b.. "Shares"> c..
"SharesFloat"> d.. "IssueType" (string)> e.. "SharesOut"> f.. "SharesShort"> g.. "TTMsales"> h.. "Beta"> i.. "TTMEps"> j.. "HiPERange"> k.. "LoPERange"> l.. "PEG"> m.. "InstHolds"> n.. "LTDebtToEq"> o.. "CashFlowPerShare"> p..
"ROE"> q.. "TTMSales"> r.. "Yr1EPSGrowth"> s.. "Yr5EPSGrowth"> t.. "Yr1ProjEPSGrowth"> u.. "Yr2ProjEPSGrowth"> v.. "Yr3to5ProjEPSGrowth"> w.. "BookValuePerShare"> x.. "Briefing" (string)> y.. "QRS" (array)> z.. "HasOptions"> The list of fields available via TC2000 plug-in:> > a.. "BOP" - balance of power
indicator> b.. "MoneyStream" - money stream indicator> > EXAMPLE GetExtraData("briefing"); /* gives briefing> text (STRING) */> graph0 = GetExtraData("QRS"); /*gives Quotes Plus> relative strength> (ARRAY) */> SEE ALSO> > See updated/extended version on-line.> > -----Original Message-----> From: b [mailto:b519b@xxxxxxxxx]> Sent: Friday, January 09, 2004 11:13 AM> To: amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Getting extra data into AB (was> Dividend/Earnings> Yields)> > > Russel,> > There are two ways to get the data into AB. Both will> require you to write> an> external program in Basic, C, or Delphi to pre-process> the data
before> importing> into AB.> > The first mehtod is that of putting the new data into the> OI field. To put 1> data> item into the OI field, you would multiply that item by> whatever is needed> to get> ride of the decimals (since the OI field only stores> integer values). So if> the EY> was 5.98% it could be stored in OI as 598 and then in> your AFL code you> could access> the EY value in AB with this code: oiEY = OI/100;> > But since you want both EY and DY, you would need to> "pack" the two items> into the> one OI slot by shifting one of the values by 1000 during> the packing process> and> reversing the shift when using it in AB. Also packing> requires that ceiling> values> be put on the items to be packed so they do not overlap> each other when> packed. In> practice that
means one could pack two 3 digit items in> the OI (or a 2 digit> and a 4> digit item). For example:> > Packing code (in AFL for understanding, but will need to> be translated into> Basic or> C or Delphi to create the external pre-processing program> that will do the> packing.)> DY = ...whatever....> EY = ...whatever...> shiftedDY = DY*100;> shiftedDY = iif(shiftedDY > 999,999,shiftedDY);> shiftedEY = EY*100;> shiftedEY = iif(shiftedEY > 999,999,shiftedEY);> packedOI = DY*1000 + EY*1;> > If you do not want to limit the DY and EY to a 9.99%> ceiling, you can not> use the OI> packing approach.> > The alternative is to use create a "secondary" ticker for> every ticker> currently in> your database and put the DY and EY values into these> "secondary" tickers.> This> avoids the
problems with packing and unpacking and> artifical ceilings on> values.> > You will settle need to write an external program to> place the values in a> datafile> that will get imported into AB to create the secondary> ticker. It could do> something> like this. Again I will use AFL code to get the idea> across, but it will> need to be> translated into Basic or C or Delphi.> > Open = EY;> High = DY;> Low = something else you might want to use in testing> Close = something else you might want to use in testing> Volume = something else you might want to use in testing> OI = something else you might want to use in testing> > If the EY and DY data is for IBM, then give the new> ticker the name "IBM_2".> After> importing this secondary ticker into AB, you can get its> values by just> using the>
following call:> > EY = Foreign( Name() + "_2", "Open");> DY = Foreign( Name() + "_2", "High");> > The secondary ticker approach is simplier to set up and> use and it has more> capacity> (up to 6 data items without packing), but there is a> small, but noticable> speed> penalty since AB has to line up the dates of the> secondary ticker with the> primary> one before returning the Foreign values for each date.> > b> > --- russel762003 <RWebber@xxxxxxxxx> wrote:> > Hi,> >> > Does anyone know whether it is possible to import> dividend yields and> > earnings yields into Amibroker? And whether these> values can then be> > used in AFL?> >> > Thanks,> >> > Russel> >> >> >> >> > >
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