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Dan,
here's the QP scan code for upside eraningsrevisions for the QTR and
Yr. for stocks with a close > = 5 $ and an 30 day Avg. volume of
50.000 stocks. I run this scan every weekend and it produces about
300 - 400 symbols. You have to use QP Scan - not SPP.
Code starts here :
output="Incr EarnEstimates Qtr & Yr";
exchange = nyse,amex,nasdaq;
IssueType Common;
DaysRequired = 30;
DaysToLoad = 50;
if ( close(0) >= 5 ) and ( AvgVol( 0 , -29 ) >= 50000 ) and
MarketCap >= 150 and
earnestcon(currqtrcurrdaymean) > earnestcon(currqtr30day) and
earnestcon(curryrcurrdaymean) > earnestcon(curryr30day) then
println symbol," , ", earnestcon(curryrcurrdaymean) - earnestcon
(curryr30day);
endif;
Code ends here.
Good Luck
Stefan
--- In amibroker@xxxxxxxxxxxxxxx, "Dan Clark" <dan_public@xxxx>
wrote:
> 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. :-)
>
>
>
> 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
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > SPONSORED LINKS
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> > > > Investment software Investment tracking software Return on
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> > > > >
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>
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>
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