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



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Stefan,

 

Interesting… Positive earnings surprises is one of the factors that I look for.  However, I’ve been doing it manually.   It would be nice if QP had this.  J   

 

Best regards,

 

Dan.


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of sgfuchs
Sent: Thursday, July 21, 2005 7:58 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Historical QP_QtrRev & QP_QtrEPS are kept in QuotesPlus! Fundamental + Technical = Yes

 

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:
> > > > http://www.amibroker.com/support.html
> > > >
> > > >
> > > >
> > > >
> > > >
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>
> 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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