Fundamental and technical screening? Yes!!!
Please add my name to those who want to
combine fundamental and technical screening in AB. I am a technician first
and foremost, and have a technician’s cynicism about fundamentals. However,
fundamental information supporting information that helps give a thumbs up or
down on a trade.
And fundamental information helps with screening.
For example, I’m interested in stocks with institutional ownership between
10% and 80%. I also like to keep an eye on Float, earnings, EPS, and earnings
dates.
Regards,
Dan.
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of sgfuchs
Sent: Thursday, July 21, 2005
12:07 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re:
Historical QP_QtrRev & QP_QtrEPS are kept in QuotesPlus!
Hi RJS,
thanks for this update. I was aware of the excel
functions of QP und
use them in some spreadsheets. More than the
parameters you
mentioned, you can also obtain changes in earnings
estimates over
last xx periods (à la "Zacks" ) either
through excel or through QP's
advanced scans.
I noticed, in the files section of this board,
there's a little tool
that helps to control Excel from AB and vice
versa. maybe this could
be a workaround until this particular savvy
programmerr can be found
who would be so kind to implement the necessary
extended
getextradata functions in AB ;-))
Tomasz, seems more and more people are interested
to combine
fundamental and technical screening :-)
regards
Stefan
--- In amibroker@xxxxxxxxxxxxxxx,
"razorruss17" <rsebring@xxxx>
wrote:
> To Jason, Joe, Stefan, and everyone else
dying to get QP's QtrRev
and
> QtrEPS historical data into Amibroker,
>
> Thank you Jason for sharing your
GetExtraData() function, and also
the
> Qtr EPS screen you perform in SPP --> this
is living proof that
more
> 'historical' QP data is available which can
be of use to us in
AmiBroker.
>
> A trader named Denis over on the QP
discussion board was nice
enough
> to share with me how via Excel Quotes-Plus
users are able to pull
> Quarterly Revenue and EPS figures from
Quotes-Plus. The functions
used
> in Excel include...
>
> QP_QtrRev
> QP_QtrEPS
> Quarter_Index ( 0 being current
quarter, all the way back to -11)
> QP_QuarterDate (Retrieves the quarter dates
as MM/YY)
>
>
> While technically these Qtrly figures are not
historical arrays, by
> using the QP_QuarterDate function, some savvy
AmiBroker programmers
> (cough Tomasz cough) could find a way to get
these fields into
> AmiBroker where we could then use some date/time
and BarIndex
> functions to make very good use of the Rev
and EPS fields. With bar
> counter and date/time counter here and there,
what could stop us
from
> 'ghetto-rigging' the Qtrly fields into
historical arrays of sorts?
My
> programming knowledge is very limited, but I
imagine some of the
more
> experienced AmiBroker users understand what
I'm getting at.
>
> Tomasz we are begging you for an answer on
this one! What is your
Verdict?
>
>
> -Russ
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Jason Hart
<jayhart_1972@xxxx>
wrote:
> > Yes, it's in the SPP warehouse.
You can export to excel
depending
> on which data you want. For example, if
I want historical EPS
data,
> under view in SPP I'll select "Fund
Earnings --> Qtrly EPS" then
save
> the list as. I believe there are other
ways to do this too, as was
> posted by others, but I haven't experimented
with it in a while.
For
> my purposes this is easiest.
> >
> > You might find this indicator I built
useful too. It has all of
the
> basic info for stocks, i.e. short interest,
div yield, market cap,
PE,
> etc. I have different colors pop up
depending on different levels
of
> short interest. Short interest under
10% will be yellow, 10-20%
will
> be blue, and short interest over 20% will be
red. check it out
> >
> >
> > x=
GetExtraData("SharesShort");
> >
> > y =
GetExtraData("SharesFloat")*1000000;
> >
> > z= (x/y)*100;
> >
> > d=GetExtraData("Shares");
> >
> > x1 =
GetExtraData("InstHolds"); /*gives Quotes Plus relative
> strength (ARRAY) */
> >
> > x11 =
GetExtraData("bookvaluepershare");
> >
> > x12 = C/x11;
> >
> > x13 = GetExtraData("QRS");
> >
> > x14 = GetExtraData("beta");
> >
> > x15 = GetExtraData("TTMeps");
> >
> > x16 = GetExtraData("epsrank");
> >
> > a =
GetExtraData("AnnDividend"); /*gives Quotes Plus relative
> strength (ARRAY) */
> >
> > aaa = GetExtraData("qRS");
> >
> > x2= (a/C)*100;
> >
> > a1 = (d*C)/1000;
> >
> > eps1 = GetExtraData("PEG");
> >
> > eps2 = GetExtraData("LTDebtToEq");
> >
> > eps2a = Ref(eps2,-180);
> >
> >
barcolor=IIf(z>20,colorRed,IIf(z>10 AND
> z<=19.99,colorBlue,colorYellow));
> >
> > Color=LastValue(barcolor);
> >
> > Title=EncodeColor(color)+"Close
today";
> >
> > pp = MA(V,50);
> >
> >
> >
> > pe = GetExtraData("ttmeps");
> >
> > pe1 = C/pe;
> >
> >
> >
> > Title = FullName() + " - " +
EncodeColor(colorGreen)+ "
Industry: "
> + EncodeColor( colorWhite) +IndustryID(1) +
> >
> > EncodeColor(colorGreen) + " Group:
"+
> EncodeColor(colorWhite)+SectorID(1)+
EncodeColor(color)+ "\n\nShort
> Interest: " +
> >
> > NumToStr(z,1.2) + "%" + "
Institutional Ownership: " +
> >
> > NumToStr(x1,1.2) + "%" +
" Dividend Yield: " + NumToStr(x2,1.2) +
> "%"+ " Market Cap: " +
NumToStr(a1,1.) +
> >
> > " million"+ "\nAvg Vol
25: " + NumToStr(pp,1.) + " PEG: "+ eps1
+ "
> LTDebtToEq "+ eps2a
> >
> > + " RS Rank: " + aaa + "
Price/Book: " +
> >
> > NumToStr(x12,1.2) +
> >
> > "\nTrailing PE: " +
NumToStr(pe1,1.2) + " Beta: " + NumToStr(x14
> ,1.2) + " RS: " + x13
> >
> > + " TTM-EPS: " + x15 + "
EPS Rank: " + x16;
> >
> >
> >
> >
> > razorruss17 <rsebring@xxxx> wrote:
> > Jason,
> >
> > Many thanks for your reply...
> >
> > Do you perform the steps you mentioned
the Stock Picker Pro
> > application? I didn't see the ' File
--> save list as ' option
in QP,
> > but it is in SPP. Whereever your pulling
this data from, is it
giving
> > you historical data as well?
> >
> > RJS (Russ)
> >
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Jason
Hart <jayhart_1972@xxxx>
wrote:
> > > RJS,
> > >
> > > In QP, go to File --> save list
as , then save the file.
After you
> > saved the text file open it up in excel
and the securities and
data
> > from the list will be there.
> > >
> > > Jason
> > >
> > > razorruss17 <rsebring@xxxx>
wrote:
> > > For those of you familiar with
Quotes-Plus.... I need your
help!
> > >
> > > Do any of you know how to extract
(to Excel or Amibroker)
historical
> > > fundamental data fields going back
as far as the Quotes Plus
Database
> > > holds?? We can do this easily for
the "QRS" and "EPSRANK"
fields, but
> > > how the heck can export the many
other useful fundamental
fields?
> > > Someone please help!!
> > >
> > >
> > > -RJS
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for
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