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[amibroker] Re: Historical QP_QtrRev & QP_QtrEPS are kept in QuotesPlus! Fundamental + Technical = Yes



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Hi Dan,

being someone who converted from a pure technical trader to 
a "combination" trader, I can say with some confidence, that overall 
changes in earnings revisions do have the most impact within a 
reasonable timespan for a positiontrader.

One of the more profitable strategies have almost always been, to 
look for long positions in stocks with upward changes in 
earningsrevisions. Zacks provides a lot of info about this strategy 
and provides even a daily ranking of stocks with regard to changes 
in earningsrevisions.

These should then also be confirmed by a positive price / volume 
reaction - not necessarily a breakout, but very often a quiet 
increase in volume and price. 

I don't want to start a discussion of what's better , TA or FA. I 
believe, both have their validity and it's a trader's choice to use 
the best from both worlds to his advantage. 

Afterall, increasing your odds little by little is all you can do as 
a private trader. For doing this, one needs to have the right tools.

regards
Stefan

--- In amibroker@xxxxxxxxxxxxxxx, "Dan Clark" <dan_public@xxxx> 
wrote:
> 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 discussion between users 
> only.
> > > > 
> > > > To get support from AmiBroker please send an e-mail directly 
> to 
> > > > SUPPORT {at} amibroker.com
> > > > 
> > > > For other support material please check also:
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> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
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