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Dan,
TC2000/5 Industrygroups are the same as Media general
Industrygroups, now Hemscott, Coredatagroup. I' dont know about the
in's and out's of TC2005 coding and database architecture, but the
number and organisation of industrygroups is according to Wordens
data provider.
QP uses the same as Yahoo / Reuters, I believe. Hence the few
differences.
regards
Stefan
http://www.coredatagroup.com/db/groups.html
--- In amibroker@xxxxxxxxxxxxxxx, "Dan Clark" <dan_public@xxxx>
wrote:
> Jason,
>
>
>
> It turns out that this changed with the release of TC2005. Now,
you can
> have TC2005 running on two or more computers. The first two
computers are
> included with your standard subscription. Each additional
computer is
> $10/month (too high, IMO).
>
>
>
> I have TC2005 (and AB) running on my laptop and workstation. The
good news
> is that the TC2005 parameters (scans, PCFs, preferences, trend
lines,
> indicators, etc) can be uploaded and saved to the TC servers and
then
> downloaded to another computer. It makes it simple to keep two
computers in
> sync.
>
>
>
> Even with this benefit, the limitations of the TC2005 database are
starting
> to wear on me. And, I'm starting to question the benefit of the
TC Sector
> categorization. It looks like their Industry to Sector mapping
is related
> to limitations in their database and NOT based on a rational
mapping.
>
>
>
> Regards,
>
>
>
> Dan.
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Jason Hart
> Sent: Wednesday, July 20, 2005 7:14 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: Tomasz, GetExtraData() Array Question
>
>
>
> Dan - I like TC2K, especially their sentiment indicators, but the
fact that
> they don't allow you to use their software on multiple computers
is the
> reason why I went with QP.
>
>
>
> JAson
>
> Dan Clark <dan_public@xxxx> wrote:
>
> Stefan,
>
>
>
> Not trying to hijack this thread, but I noticed that you use both
QP and
> TC2005. (I'm interested because I'm thinking of replacing TC2005
with QP.)
> Why have both? What benefits does TC2005 provide that QP does not?
>
>
>
> Thanks and regards,
>
>
>
> Dan.
>
>
>
>
> _____
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of sgfuchs
> Sent: Wednesday, July 20, 2005 2:41 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Tomasz, GetExtraData() Array Question
>
>
>
> RJS
>
> AB provides a list of QP datafields which can be accessed via
> getextradata function - see helpfile "Getextradata" function.
>
> In order to retrieve "historical data" for these fields ( if
> provided
> by QP )you need to use also the "ref(Getextradata("XXXXX")"
function
> and to enter the days/periods for how long AB should look back in
> the QP database.
>
> EPSRank i.e. is available back to January 8th. 02
>
> I have created a fairly complex strategy / Exploration /
> Tradingsystem around the datafields available from QP which I can
> backtest in AB because there's no other way to check the validity
of
> stock selections performed in SPP based on fundamentals. However,
I
> needed to create a lot own "datafields" and ratios to be
calculated
> by AB in order to "simulate" rthe selection and ranking process in
> SPP/ HGSI. It seems, that this system works quite well in real
live
> trading. But the possibilities for backtesting are still very much
> limited due to the fact, that I cannot access certain QP
datafields
> in AB ( in particular the ranking values and A/D letter ranks )
>
> Hence I would second the proposal to include some more QP
> datafields - at least those, which one can already access also in
> Excel via the QP Excel plugin. For most other fields, I fear, they
> are calculated during each update and / or no historical figures
are
> kept.
>
> That's one of the drawbacks of QP / HGSI - backtesting of
> fundamental
> strategies or combined fundamental / technical strategies is
> impossible without 3rd. party software like AB - and even this
> combination is rather limited.
>
> I used Vectorvest Online including their ProTrader application for
a
> 5
> week trial because it allows a quite convenient backtesting of
> fundamental strategies because it stores historic fundamental
values
> and their ratings, partially back to 9 years. The software is very
> easy to use and very stable. However, TA is
> However - 60.- etxra a month + a 495.- USD one time fee for
> Pro-Trader
> in addition to my current data subscriptions is a bit too much for
> me.
> ( I use already AB, Omnitrader, QP and TC2005 )
>
> 123portfolio.com allows also portfolio level backtesting on more
> than
> 500 fundamental andf technical parameters, including a quite
> sophisticated ranking system for selection of trades. Several
users
> over there are very educated and experienced. Some of them have
> already posted their real live portfolio results vs. hteir
> backtesting
> strategies. At least from these documents, one can draw the
> conclusion, that this stuff works - and it has to, because it makes
> no
> sense to have a portfolio turnover of 500% a year with mediocre
> results.
>
> For what I can see, 123portfolio standard folio's outperform the
S+P
> by about 40% a year. Take this with a grain of salt - almost all
> strategies are small cap related and hence the SP 600 or RUT would
> be
> a more realistic comparison for perfomance.
> I compare those results with either small-cap mutual funds or the
> new
> Powershares ETF's ( i.e. PWO, PWC ) because they offer a
mechanical
> way to invest in a quantitative strategy without the hassel of a
> 500%
> portfolio turnover / year and no tax problems due to shortterm
> gains.
> Up 'til now, their performance is very impressive for Indexbased
> ETF's
> ( Intellidex Indexes ) see www.powershares.com
>
> regards
> Stefan
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "razorruss17" <rsebring@xxxx>
> wrote:
> > Please Help!
> >
> >
> > Gary over at Quotes-Plus told me on QP's message board that QP
> > database contains historical earnings and revenues data fields.
If
> > this is the case shouldn't we be able to use the GetExtraData()
> > command to extract array's beyond the QRS, and EPSRank arrays?
> There
> > seems to be a strong interest in many QP and Amibroker users to
be
> > able to accomplish this. What's the verdict, Tomasz? Anyone??
> >
> >
> > RJS (Russ)
>
>
>
>
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