Re: [amibroker] Digest Number 4317, AmiBroker Email List Archive

On 21 Jul 2005 17:56:38 -0000, amibroker@xxxxxxxxxxxxxxx < amibroker@xxxxxxxxxxxxxxx> wrote:

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There are 25 messages in this issue.

Topics in this digest:

      1. Using two data sources in AB
           From: "Dan Clark" < dan_public@xxxxxxxxxxx>
      2. Re: Using two data sources in AB
           From: Graham <kavemanperth@xxxxxxxxx>
      3. Optimization - CPU usage
           From: "Ara Kaloustian" <ara1@xxxxxxxxxx>
      4. Re: Optimization - CPU usage
           From: bilbod < bilbod@xxxxxxxxxx>
      5. RE: Optimization - CPU usage
           From: "Paul Ho" <paultsho@xxxxxxxxxxxx>
      6. Historical QP_QtrRev & QP_QtrEPS  are kept in QuotesPlus!
           From: "razorruss17" <rsebring@xxxxxxxxx>
      7. eq = Foreign("~~~EQUITY", "C");
           From: "Peter" < pa299@xxxxxxxxxxxxx>
      8. Re: eq = Foreign("~~~EQUITY", "C");
           From: Graham <kavemanperth@xxxxxxxxx>
      9. Re: Renko Chart
           From: Graham <kavemanperth@xxxxxxxxx>
     10. Re: Historical QP_QtrRev & QP_QtrEPS  are kept in QuotesPlus!
           From: "sgfuchs" < sgfuchs@xxxxxxxxxxxxx>
     11. Re: separate optimizions for each stock in portfolio
           From: "qqqqq_99999_qqqqq" < qqqqq_99999_qqqqq@xxxxxxxxx>
     12. Re: Optimization - CPU usage
           From: "Tomasz Janeczko" <amibroker@xxxxxx>
     13. New file uploaded to amibroker
           From: amibroker
     14. RE: Re: separate optimizions for each stock in portfolio
           From: "dingo" <dingo@xxxxxxxxxxx>
     15. Buy/Sell Arrows at false locations when timeshift parameter is used
           From: "farhy" <paladon@xxxxxxx>
     16. Re: separate optimizions for each stock in portfolio
           From: "qqqqq_99999_qqqqq" < qqqqq_99999_qqqqq@xxxxxxxxx>
     17. RE: Re: separate optimizions for each stock in portfolio
           From: "dingo" <dingo@xxxxxxxxxxx>
     18. RE: Re: Historical QP_QtrRev & QP_QtrEPS  are kept in QuotesPlus! Fundamental + Technical = Yes
           From: "Dan Clark" <dan_public@xxxxxxxxxxx>
     19. Re: Historical QP_QtrRev & QP_QtrEPS  are kept in QuotesPlus! Fundamental + Technical = Yes
           From: "sgfuchs" <sgfuchs@xxxxxxxxxxxxx>
     20. RE: Re: Tomasz, GetExtraData()  Array Question
           From: "Dan Clark" < dan_public@xxxxxxxxxxx>
     21. RE: Re: Tomasz, GetExtraData()  Array Question
           From: "Dan Clark" <dan_public@xxxxxxxxxxx >
     22. RE: Re: Historical QP_QtrRev & QP_QtrEPS  are kept in QuotesPlus! Fundamental + Technical = Yes
           From: "Dan Clark" <dan_public@xxxxxxxxxxx>
     23. TimeFrameSet - 10 min to houly won´t work
           From: "farhy" < paladon@xxxxxxx>
     24. Re: Optimization - CPU usage
           From: "Steve Dugas" <sjdugas@xxxxxxxxxxx>
     25. RT quotes window
           From: "dkourganov" <kourganov@xxxxxxxxxx>

________________________________________________________________________
________________________________________________________________________

Message: 1
   Date: Wed, 20 Jul 2005 19:49:16 -0700
   From: "Dan Clark" <dan_public@xxxxxxxxxxx>
Subject: Using two data sources in AB

Hi,

Within the next day or so, I will get a free two week trial of QP3.   I'm
evaluating QP3 versus Telechart 2005 (my current AB data feed).   My
question is, how do I set up AmiBroker so that I can evaluate QP3 and
Telechart side by side?

I believe that someone recently said that you need to set up two instances
of AmiBroker to use two different data feeds.   Is this correct?   Any
better way?

Thanks and regards,

Dan.

[This message contained attachments]

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Message: 2
   Date: Thu, 21 Jul 2005 10:57:35 +0800
   From: Graham <kavemanperth@xxxxxxxxx>
Subject: Re: Using two data sources in AB

best to make sure you ahve separate databses for each feed. You can
run AB more than once at a time, I do this often when running intraday
and working on eod database as well.
Fow any detailed info on specific data feeds etc, check with AB support

On 7/21/05, Dan Clark < dan_public@xxxxxxxxxxx> wrote:
>
>
> Hi,
>
>
>
> Within the next day or so, I will get a free two week trial of QP3.   I'm
> evaluating QP3 versus Telechart 2005 (my current AB data feed).   My
> question is, how do I set up AmiBroker so that I can evaluate QP3 and
> Telechart side by side?
>
>
>
> I believe that someone recently said that you need to set up two instances
> of AmiBroker to use two different data feeds.   Is this correct?   Any
> better way?
>
>
>
> Thanks and regards,
>
>
>
> Dan.
>
> 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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--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/

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Message: 3
   Date: Wed, 20 Jul 2005 20:06:06 -0700
   From: "Ara Kaloustian" <ara1@xxxxxxxxxx>
Subject: Optimization - CPU usage

Running an optimization, I notice than AB uses 50% (steadily) of CPU time, with rest being system idle process or system.

It seems it should be able to utilize more than 50% when nothing else is going on.

Running on Win2000 with P4 and hypertheading.

Anyone experienced / solved this?

Thanks

Ara

[This message contained attachments]

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Message: 4
   Date: Thu, 21 Jul 2005 00:17:29 -0400
   From: bilbod <bilbod@xxxxxxxxxx>
Subject: Re: Optimization - CPU usage

You can change the priority of processes with the task manager.

Hilite the process you are interested in and right click the mouse. A
menu pops up with set priority on it.

I have only used this to lower priotities of processes the were
monopolizing resources.

Bill

Ara Kaloustian wrote:

> Running an optimization, I notice than AB uses 50% (steadily) of CPU
> time, with rest being system idle process or system.
>
> It seems it should be able to utilize more than 50% when nothing else
> is going on.
>
> Running on Win2000 with P4 and hypertheading.
>
> Anyone experienced / solved this?
>
> Thanks
>
> Ara
>
>
> 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 property software
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>
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>       Return on investment software
> < http://groups.yahoo.com/gads?t=ms&k=Return+on+investment+software&w1=Investment+management+software&w2=Investment+property+software&w3=Investment+software&w4=Investment+tracking+software&w5=Return+on+investment+software&w6=Stock+investment+software&c=6&s=195&.sig=L-DlQNXfuFeH8Mu0waS7qw >
>       Stock investment software
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Message: 5
   Date: Thu, 21 Jul 2005 15:01:16 +1000
   From: "Paul Ho" <paultsho@xxxxxxxxxxxx>
Subject: RE: Optimization - CPU usage

I think you should look at your other resources such as memory to see if it
is the bottleneck, Is it swapping? It is likely that cpu is not your
critical resource. Mine is running at 90% if nothing else is running.

Paul Ho

  _____

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Ara Kaloustian
Sent: Thursday, 21 July 2005 1:06 PM
To: AB-Main
Subject: [amibroker] Optimization - CPU usage

Running an optimization, I notice than AB uses 50% (steadily) of CPU time,
with rest being system idle process or system.

It seems it should be able to utilize more than 50% when nothing else is
going on.

Running on Win2000 with P4 and hypertheading.

Anyone experienced / solved this?

Thanks

Ara

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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Message: 6
   Date: Thu, 21 Jul 2005 05:05:52 -0000
   From: "razorruss17" <rsebring@xxxxxxxxx>
Subject: Historical QP_QtrRev & QP_QtrEPS  are kept in QuotesPlus!

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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>
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>
>
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Message: 7
   Date: Thu, 21 Jul 2005 05:56:28 -0000
   From: "Peter" < pa299@xxxxxxxxxxxxx>
Subject: eq = Foreign("~~~EQUITY", "C");

Hi
Can someone please help me unpack these lines which comes from the
equity indicator?

eq = Foreign("~~~EQUITY", "C");
cash = Foreign("~~~EQUITY", "L");

I assume equity information is internally stored in a composite ticker
(like AddToComposite funtion) called "~~~EQUITY", with Equity stored
in "C" and Cash in "L". Is this correct??

Why does the the ticker name have three tildes (~), is this to make
the name unique or some special syntax ?

Thanks
Peter

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________________________________________________________________________

Message: 8
   Date: Thu, 21 Jul 2005 14:04:30 +0800
   From: Graham <kavemanperth@xxxxxxxxx>
Subject: Re: eq = Foreign("~~~EQUITY", "C");

It just ensures that the equity ticker (created after doing a
backtest) does not overwrite another ticker symbol, and stands out in
the crowd

On 7/21/05, Peter <pa299@xxxxxxxxxxxxx> wrote:
> Hi
> Can someone please help me unpack these lines which comes from the
> equity indicator?
>
> eq = Foreign("~~~EQUITY", "C");
> cash = Foreign("~~~EQUITY", "L");
>
> I assume equity information is internally stored in a composite ticker
> (like AddToComposite funtion) called "~~~EQUITY", with Equity stored
> in "C" and Cash in "L". Is this correct??
>
> Why does the the ticker name have three tildes (~), is this to make
> the name unique or some special syntax ?
>
> Thanks
> Peter
>
>
>
>
>
>
>
> 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
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>

--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/

________________________________________________________________________
________________________________________________________________________

Message: 9
   Date: Thu, 21 Jul 2005 14:19:57 +0800
   From: Graham <kavemanperth@xxxxxxxxx>
Subject: Re: Renko Chart

not as a native AB chart, but see the AB AFL library. I just added an
AFL code to plot renko charts.

On 7/19/05, mmike8090 <mmike8090@xxxxxxxx> wrote:
> Can I view Renko Charts wirth AB?
>
>
>
>
>
> 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
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>

--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/

________________________________________________________________________
________________________________________________________________________

Message: 10
   Date: Thu, 21 Jul 2005 07:06:53 -0000
   From: "sgfuchs" <sgfuchs@xxxxxxxxxxxxx>
Subject: 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@x ...> 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
> > > Investment management software Investment property software
> > Investment software Investment tracking software Return on
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> > software Stock investment software
> > >
> > > ---------------------------------
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> > >
> > >
> > >     Visit your group "amibroker" on the web.
> > >
> > >     To unsubscribe from this group, send an email to:
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> > >
> > >     Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service.
> > >
> > >
> > > ---------------------------------
> > >
> > >
> > >
> > > __________________________________________________
> > > Do You Yahoo!?
> > > Tired of spam?  Yahoo! Mail has the best spam protection
around
> > > http://mail.yahoo.com
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> > ---------------------------------
> > YAHOO! GROUPS LINKS
> >
> >
> >     Visit your group "amibroker" on the web.
> >
> >     To unsubscribe from this group, send an email to:
> >  amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> >     Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
> >
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________________________________________________________________________

Message: 11
   Date: Thu, 21 Jul 2005 07:08:24 -0000
   From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxxxxxxx>
Subject: Re: separate optimizions for each stock in portfolio

Would anyone be kind enough to complete the TJ's snippets into a
turn-key sample code ?

TIA

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Actually you don't need to implement it yourself.
> Individual optimization is already available from OLE interface.
>
> If you pass the value of 1
> to AA.Optimize() method it will run individual optimization
> automatically for each stock for you.
>
> AB = new ActiveXObject("Broker.Application");
> AA = AB.Analysis;
> AA.Optimize(1);
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Dwight Lewis" <dlldollars@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, September 24, 2004 11:05 PM
> Subject: RE: [amibroker] separate optimizions for each stock in
portfolio
>
>
> > I'm currently working on this.  I will probably be able to give you an
> > example on Monday.
> >
> > dll
> >  -----Original Message-----
> >  From: mafiajoe_1 [mailto:mafiajoe_1@x...]
> >  Sent: Friday, September 24, 2004 10:57 AM
> >  To: amibroker@xxxxxxxxxxxxxxx
> >  Subject: [amibroker] separate optimizions for each stock in portfolio
> >
> >
> >  Hello,
> >
> >  I am new to AmiBroker, so I am not sure whether this is possible, but
> >  what I would like to do is optimize my system so that I get optimized
> >  settings for each stock in the portfolio, rather than one single
> >  setting that is best for the entire portfolio.
> >
> >  I would like to be able to get, store, and use (i.e. optimize and
> >  backtest) optimized variable settings that are specific to each
> >  individual stock in the portfolio, rather than one single set of
> >  values for the entire portfolio.
> >
> >  Running manual tests is not an option.
> >
> >  Thanks,
> >
> >  Joe.
> >
> >
> >
> >
> >  Check AmiBroker web page at:
> >  http://www.amibroker.com/
> >
> >  Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
> >        Yahoo! Groups Sponsor
> >              ADVERTISEMENT
> >
> >
> >
> >
> >
> >
----------------------------------------------------------------------------
> > --
> >  Yahoo! Groups Links
> >
> >    a.. To visit your group on the web, go to:
> >    http://groups.yahoo.com/group/amibroker/
> >
> >    b.. To unsubscribe from this group, send an email to:
> >     amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> >    c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
> >
> >
> >
> > [Non-text portions of this message have been removed]
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >

________________________________________________________________________
________________________________________________________________________

Message: 12
   Date: Thu, 21 Jul 2005 10:35:40 +0200
   From: "Tomasz Janeczko" <amibroker@xxxxxx>
Subject: Re: Optimization - CPU usage

Ara,

This is because you are running it on "hyperthreading" CPU.
On normal CPU it uses 100%.

"Hypertreading" CPU can not be fully used unless software is written specifically for it.

Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message -----
  From: Ara Kaloustian
  To: AB-Main
  Sent: Thursday, July 21, 2005 5:06 AM
  Subject: [amibroker] Optimization - CPU usage

  Running an optimization, I notice than AB uses 50% (steadily) of CPU time, with rest being system idle process or system.

  It seems it should be able to utilize more than 50% when nothing else is going on.

  Running on Win2000 with P4 and hypertheading.

  Anyone experienced / solved this?

  Thanks

  Ara

  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 Investment management software  Investment property software  Investment software
        Investment tracking software  Return on investment software  Stock investment software

------------------------------------------------------------------------------
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[This message contained attachments]

________________________________________________________________________
________________________________________________________________________

Message: 13
   Date: 21 Jul 2005 12:28:43 -0000
   From: amibroker
Subject: New file uploaded to amibroker

Hello,

This email message is a notification to let you know that
a file has been uploaded to the Files area of the amibroker
group.

  File        : /IO.zip
  Uploaded by : fctonetti < ftonetti@xxxxxxxxxxxxx>
  Description : An Intelligent Optimization Driver v1.1.7

You can access this file at the URL:
http://groups.yahoo.com/group/amibroker/files/IO.zip

To learn more about file sharing for your group, please visit:
http://help.yahoo.com/help/us/groups/files

Regards,

fctonetti < ftonetti@xxxxxxxxxxxxx>

________________________________________________________________________
________________________________________________________________________

Message: 14
   Date: Thu, 21 Jul 2005 08:31:03 -0400
   From: "dingo" <dingo@xxxxxxxxxxx>
Subject: RE: Re: separate optimizions for each stock in portfolio

Take the 3 lines:

AB = new ActiveXObject("Broker.Application");
AA = AB.Analysis;
AA.Optimize(1);

put them in a text editor and save them into the AB folder as  OptSep.js.

Then run AB and set everything up (watchlists, dates, database, settings,
etc) to your liking.

Then double click the OptSep.Js file you created above.

d

  _____

From: amibroker@xxxxxxxxxxxxxxx [mailto: amibroker@xxxxxxxxxxxxxxx] On Behalf
Of qqqqq_99999_qqqqq
Sent: Thursday, July 21, 2005 3:08 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: separate optimizions for each stock in portfolio

Would anyone be kind enough to complete the TJ's snippets into a
turn-key sample code ?

TIA

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" < amibroker@xxxx>
wrote:
> Hello,
>
> Actually you don't need to implement it yourself.
> Individual optimization is already available from OLE interface.
>
> If you pass the value of 1
> to AA.Optimize() method it will run individual optimization
> automatically for each stock for you.
>
> AB = new ActiveXObject("Broker.Application");
> AA = AB.Analysis;
> AA.Optimize(1);
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Dwight Lewis" <dlldollars@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, September 24, 2004 11:05 PM
> Subject: RE: [amibroker] separate optimizions for each stock in
portfolio
>
>
> > I'm currently working on this.  I will probably be able to give you an
> > example on Monday.
> >
> > dll
> >  -----Original Message-----
> >  From: mafiajoe_1 [mailto: mafiajoe_1@x...]
> >  Sent: Friday, September 24, 2004 10:57 AM
> >  To: amibroker@xxxxxxxxxxxxxxx
> >  Subject: [amibroker] separate optimizions for each stock in portfolio
> >
> >
> >  Hello,
> >
> >  I am new to AmiBroker, so I am not sure whether this is possible, but
> >  what I would like to do is optimize my system so that I get optimized
> >  settings for each stock in the portfolio, rather than one single
> >  setting that is best for the entire portfolio.
> >
> >  I would like to be able to get, store, and use (i.e. optimize and
> >  backtest) optimized variable settings that are specific to each
> >  individual stock in the portfolio, rather than one single set of
> >  values for the entire portfolio.
> >
> >  Running manual tests is not an option.
> >
> >  Thanks,
> >
> >  Joe.
> >
> >
> >
> >
> >  Check AmiBroker web page at:
> >   http://www.amibroker.com/
> >
> >  Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
> >        Yahoo! Groups Sponsor
> >              ADVERTISEMENT
> >
> >
> >
> >
> >
> >
----------------------------------------------------------------------------
> > --
> >  Yahoo! Groups Links
> >
> >    a.. To visit your group on the web, go to:
> >    http://groups.yahoo.com/group/amibroker/
> >
> >    b.. To unsubscribe from this group, send an email to:
> >    amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> >    c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
> >
> >
> >
> > [Non-text portions of this message have been removed]
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >

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

  _____

YAHOO! GROUPS LINKS

*        Visit your group "amibroker
<http://groups.yahoo.com/group/amibroker> " on the web.

*        To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<mailto: amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>

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[This message contained attachments]

________________________________________________________________________
________________________________________________________________________

Message: 15
   Date: Thu, 21 Jul 2005 13:49:21 -0000
   From: "farhy" <paladon@xxxxxxx>
Subject: Buy/Sell Arrows at false locations when timeshift parameter is used

Hi,

I downloaded intraday data from the forex-provider with Amiqoute,
as it has a time difference of two hours from my location.
I set the the time shift parameter in the database to "-2".

When backtesting a system the Buy/Sell arrows are not on the correct
position, but time shifted.

eg: Buy=Timenum()==90000; Sell=Timenum()==160000;

The arrows will be at 11 and 18 o´clock, rather than 9 and 16.

How to slove this problem?

Thank you in advance
farhy

________________________________________________________________________
________________________________________________________________________

Message: 16
   Date: Thu, 21 Jul 2005 14:12:07 -0000
   From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxxxxxxx>
Subject: Re: separate optimizions for each stock in portfolio

dingo,

Thank you for taking time to reply.

That's exactly what I did but I probably didn't have the correct
formula in the setting wondows or something.
I got the error message "You haven't specified any variables for
optimization."

Since I wasn't confident what I was doing, I did not pursue further
and gave up even though I was so close.

Your step-by-step instruction was really helpful for a non-programmer
like myself.

Thanks again.

--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> Take the 3 lines:
>
> AB = new ActiveXObject(" Broker.Application");
> AA = AB.Analysis;
> AA.Optimize(1);
>
> put them in a text editor and save them into the AB folder as
OptSep.js.
>
> Then run AB and set everything up (watchlists, dates, database,
settings,
> etc) to your liking.
>
> Then double click the OptSep.Js file you created above.
>
> d
>
>
>
>   _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of qqqqq_99999_qqqqq
> Sent: Thursday, July 21, 2005 3:08 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: separate optimizions for each stock in
portfolio
>
>
>
> Would anyone be kind enough to complete the TJ's snippets into a
> turn-key sample code ?
>
> TIA
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > Actually you don't need to implement it yourself.
> > Individual optimization is already available from OLE interface.
> >
> > If you pass the value of 1
> > to AA.Optimize() method it will run individual optimization
> > automatically for each stock for you.
> >
> > AB = new ActiveXObject("Broker.Application");
> > AA = AB.Analysis;
> > AA.Optimize(1);
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Dwight Lewis" <dlldollars@xxxx>
> > To: < amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, September 24, 2004 11:05 PM
> > Subject: RE: [amibroker] separate optimizions for each stock in
> portfolio
> >
> >
> > > I'm currently working on this.  I will probably be able to give
you an
> > > example on Monday.
> > >
> > > dll
> > >  -----Original Message-----
> > >  From: mafiajoe_1 [mailto:mafiajoe_1@x ...]
> > >  Sent: Friday, September 24, 2004 10:57 AM
> > >  To: amibroker@xxxxxxxxxxxxxxx
> > >  Subject: [amibroker] separate optimizions for each stock in
portfolio
> > >
> > >
> > >  Hello,
> > >
> > >  I am new to AmiBroker, so I am not sure whether this is
possible, but
> > >  what I would like to do is optimize my system so that I get
optimized
> > >  settings for each stock in the portfolio, rather than one single
> > >  setting that is best for the entire portfolio.
> > >
> > >  I would like to be able to get, store, and use ( i.e. optimize and
> > >  backtest) optimized variable settings that are specific to each
> > >  individual stock in the portfolio, rather than one single set of
> > >  values for the entire portfolio.
> > >
> > >  Running manual tests is not an option.
> > >
> > >  Thanks,
> > >
> > >  Joe.
> > >
> > >
> > >
> > >
> > >  Check AmiBroker web page at:
> > >  http://www.amibroker.com/
> > >
> > >  Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > >
> > >        Yahoo! Groups Sponsor
> > >              ADVERTISEMENT
> > >
> > >
> > >
> > >
> > >
> > >
>
----------------------------------------------------------------------------
> > > --
> > >  Yahoo! Groups Links
> > >
> > >    a.. To visit your group on the web, go to:
> > >    http://groups.yahoo.com/group/amibroker/
> > >
> > >    b.. To unsubscribe from this group, send an email to:
> > >    amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > >
> > >    c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
> > >
> > >
> > >
> > > [Non-text portions of this message have been removed]
> > >
> > >
> > >
> > >
> > > Check AmiBroker web page at:
> > > http://www.amibroker.com/
> > >
> > > Check group FAQ at:
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> > > Yahoo! Groups Links
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> > >
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Message: 17
   Date: Thu, 21 Jul 2005 10:17:29 -0400
   From: "dingo" <dingo@xxxxxxxxxxx >
Subject: RE: Re: separate optimizions for each stock in portfolio

the msg was referring to the AFL that was loaded into the AA window.

Was this the formula you wanted to use?  If so, then you need to have at
least one optimize statement in it.

If it wasn't the one you wanted you have to load that into the AA window
prior to running the script.

d

  _____

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of qqqqq_99999_qqqqq
Sent: Thursday, July 21, 2005 10:12 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: separate optimizions for each stock in portfolio

dingo,

Thank you for taking time to reply.

That's exactly what I did but I probably didn't have the correct
formula in the setting wondows or something.
I got the error message "You haven't specified any variables for
optimization."

Since I wasn't confident what I was doing, I did not pursue further
and gave up even though I was so close.

Your step-by-step instruction was really helpful for a non-programmer
like myself.

Thanks again.

--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> Take the 3 lines:
>
> AB = new ActiveXObject("Broker.Application");
> AA = AB.Analysis;
> AA.Optimize(1);
>
> put them in a text editor and save them into the AB folder as
OptSep.js.
>
> Then run AB and set everything up (watchlists, dates, database,
settings,
> etc) to your liking.
>
> Then double click the OptSep.Js file you created above.
>
> d
>
>
>
>   _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto: amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of qqqqq_99999_qqqqq
> Sent: Thursday, July 21, 2005 3:08 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: separate optimizions for each stock in
portfolio
>
>
>
> Would anyone be kind enough to complete the TJ's snippets into a
> turn-key sample code ?
>
> TIA
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > Actually you don't need to implement it yourself.
> > Individual optimization is already available from OLE interface.
> >
> > If you pass the value of 1
> > to AA.Optimize() method it will run individual optimization
> > automatically for each stock for you.
> >
> > AB = new ActiveXObject("Broker.Application");
> > AA = AB.Analysis;
> > AA.Optimize(1);
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Dwight Lewis" <dlldollars@xxxx>
> > To: < amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, September 24, 2004 11:05 PM
> > Subject: RE: [amibroker] separate optimizions for each stock in
> portfolio
> >
> >
> > > I'm currently working on this.  I will probably be able to give
you an
> > > example on Monday.
> > >
> > > dll
> > >  -----Original Message-----
> > >  From: mafiajoe_1 [mailto:mafiajoe_1@x ...]
> > >  Sent: Friday, September 24, 2004 10:57 AM
> > >  To: amibroker@xxxxxxxxxxxxxxx
> > >  Subject: [amibroker] separate optimizions for each stock in
portfolio
> > >
> > >
> > >  Hello,
> > >
> > >  I am new to AmiBroker, so I am not sure whether this is
possible, but
> > >  what I would like to do is optimize my system so that I get
optimized
> > >  settings for each stock in the portfolio, rather than one single
> > >  setting that is best for the entire portfolio.
> > >
> > >  I would like to be able to get, store, and use ( i.e. optimize and
> > >  backtest) optimized variable settings that are specific to each
> > >  individual stock in the portfolio, rather than one single set of
> > >  values for the entire portfolio.
> > >
> > >  Running manual tests is not an option.
> > >
> > >  Thanks,
> > >
> > >  Joe.
> > >
> > >
> > >
> > >
> > >  Check AmiBroker web page at:
> > >  http://www.amibroker.com/
> > >
> > >  Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > >
> > >        Yahoo! Groups Sponsor
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Message: 18
   Date: Thu, 21 Jul 2005 07:34:09 -0700
   From: "Dan Clark" <dan_public@xxxxxxxxxxx>
Subject: RE: Re: Historical QP_QtrRev & QP_QtrEPS  are kept in QuotesPlus! Fundamental + Technical = Yes

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@x ...> 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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Message: 19
   Date: Thu, 21 Jul 2005 14:58:20 -0000
   From: "sgfuchs" <sgfuchs@xxxxxxxxxxxxx>
Subject: 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
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> > > >
> > > >
> > > >
> > > >
> > > >
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Message: 20
   Date: Thu, 21 Jul 2005 08:23:16 -0700
   From: "Dan Clark" <dan_public@xxxxxxxxxxx>
Subject: RE: Re: Tomasz, GetExtraData()  Array Question

Stefan,

Many thanks for your feedback.    I very much appreciate the effort you put
into this.

I was especially interested in your comments on "…volatility based
money-management for positionsizing."   I've been doing this for several
years, but it has been more qualitative.   It looks like you have quantified
the approach.

BTW, I've ordered Van Tharp's book.  (Thanks.)

You mentioned that you are using TC2005 for scanning.  I can understand TC
versus QP.   However, AB looks like it provides the best of both worlds –
the ability to use TC or QP or data, very good charting, and extremely
strong scanning.   So, why TC rather than AB?

Also, you mentioned that your position sizing scans were in TC2005.   In the
AFL Library, I found your AFL "STO & MACD Buy Signals with
Money-Management".   Are those position-sizing algorithms and the ones you
use in TC2005 the same?

Thanks and best regards,

Dan.

  _____

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of sgfuchs
Sent: Wednesday, July 20, 2005 8:30 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Tomasz, GetExtraData() Array Question

Hello Dan,

I don't think that you hijack this thread. Actually, I made the
proposal several years ago to Tomasz to create a link between AB and
databases like TC2000 and QP ( I think with AB 1.8 or so - don't
remember ).Others on the board supported this idea.

Coming back to your question - well I have yet to find a single
trading / investing software which can do all the tasks I do for my
trading.

Each product has it's advantages and disadvantages. I'll not give a
detailed review of both applications here. Let me say, I use both
since a couple of years - with some breaks for each one of them in
between due to my job constraints.

As I said already in my post ( or didn't I ? ) TA is very much
limited in QP / SPP ( which is a short version of the HGSI product )
and I use it primarily as a data provider. Also, the Charting module
in QP is far from userfriendly. Hence I made the proposal severalö
years ago, that Tomasz should create the ability for AB to read QP
data directly. My request to QP, to use AB charts directly when
calling a chart from the SPP Module was not considered up 'til now
though ;-)

Although I like the features in QP like the Data Warehouse ( SPP
now ) for setting up particular scans, possibilities are rather
limited to compare - say one parameter with another - in it's
screens.
Even Reuters stock-selector ( today called Power-Screener ) was
lightyears ahead of QP and for free when it comes to this point i.e.

- Well, one could try to do this in the QP scanning module ( so
called Advanced scans ) but being a lazy person, I like the Easy
scans in TC 2005 very much. With TC2K 4.2 version, they started to
offer the possibilty to use more spreadsheets (tabs) and to add more
PCF's as selection tools in the the header rows. So it was easy to
setup a couple of Buy / Sell criteria and see them right away after
the daily update in your desired easyscan stocklist.
Also, the way you can create use and sort individual indicators was
very much appreciated.

One drawback with TC2000 and 2005 is the very limited amount of
fundamental data ( more then most other quote providers offer, but
still no match for QP3 )

I made some good money with my TC scans and one should not change a
winning horse ( until it stops winning ) in the middle of a race. I
have coded some "Bread & Butter" strategies and easy scans in TC2000
and I'm simply to lazy to rewrite them all for AB.
The biggest advantage of TC is, that it runs all strategies PCF's
and easy scans during a singly update which takes only a few minutes
on my PC. In addition, I can update TC2005 during the markethoures (
20 minutes delayed data ) to scan for certain patterns which develop
during the day again for all scans, lists, PCF's etc.
- not possible with QP.

Finally - I rely heavily on my volatility based money-management for
positionsizing. Few people would belief what a difference proper
moneymanagement makes. Let me just say, that my positionsizing
algorithm can make a difference of 100% and more on the performance
of many trading systems - with much less drawdowns and , most of the
time, less than 50% of my trading capital employed ( at Risk ).
Read Van Tharp's "How to trade your way to financial freedom" and
you know what I mean. My MM aand Positionsizing code is a derivative
from his proposals / findings and I can tell you, since

These algorithms are coded in TC and with every stock I call up, I
see at once how many shares to buy, at which prefered entry-price
where to set my stops and where to set my profit targets.
This system is dynamic and changes with every new quote - hence I
can use it also for scaling in and out strategies, depening on the
volatilty of the underlying.

BTW = it has nothing to do with the ATR stop used in AB's
backtester, which unfortunately leads to disappointing results in
most backtests.

Hope you got the idea, why I still use TC2005 along with QP. Also I
must admit, the real Money-Makers have been my TC2000/5 scans /
signals for the last 3 years ( + Moneymanagement ! )

With QP, it's a love and hate affair :
I love their fast and friendly customer service and the fundamental
screening abilities of SPP also - making use of the HGSI ratios (
PSR,EGR and so forth ) also, their A/D indicators are quite
valuable. I make heavily use of the self definable combo ranking -
which is also dynamic and offers a lot of hidden power to finetune a
scanning strategy.
However - what I hate with QP are the limited TA possibilities, the
oldfashoined charting module, missing backtest of strategies.
One has to gain trust in his own setups by really trading the
results. I use IB as my broker and their low commissions make it
possible to test-trade certain strategies without putting to much
money on the table.

In a nutshell : I'm making money with my whole setup ( except with
Omnitrader because I never found the guts to simply trade it's
signals - although it had been right more often than I thought. )

So I don't change it lightheartily unless I would find a tool that
could combine all these possibilities for a still reasonable price -
Haven't found it yet, although VV and 123portfolio come a bit closer
now.

Sorry for the long reply. Hope it was still helpful.

regards and good trading
Stefan

--- In amibroker@xxxxxxxxxxxxxxx, "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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Message: 21
   Date: Thu, 21 Jul 2005 08:37:53 -0700
   From: "Dan Clark" <dan_public@xxxxxxxxxxx >
Subject: RE: Re: Tomasz, GetExtraData()  Array Question

Stefan,

Again, another great post.   Thanks.

Questions about the issues you raised below.

Regarding, "Survivorship bias, especially in the Small & Midcap segments",
I'm not familiar with this.   Could explain more?

Regarding, "Actual prices vs. split adjusted prices", I understand the
concept in general, but don't understand the significance of the issue.   Is
it related to scans and backtesting that they will change because they
include specific price levels (e.g., close < $60), or is it something more
subtle?

On the second issue, I would think (simplistically) that you would want
price-adjusted information under all circumstances because it would allow
you to match apples to apples.  Am I missing something here?

Again, many thanks and best regards,

Dan.

  _____

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of sgfuchs
Sent: Wednesday, July 20, 2005 11:25 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Tomasz, GetExtraData() Array Question

Dan you're right in your assumption that TC uses a subset of MG
Sector and Industrygroups. I recall, that we had a similar
discussion over on the TC board for a while. I tcame up again
recently but I haven't followed all the posts around this subject.

Maybe you remember that Worden told it's clients the reasoning for
the change to TC2005. One of their arguments was, that the
architecure of their current plattform ( TC2000 that was ) does not
leave any room for further improvements and major changes.....

Whatever this means. Could be that they recognized the limitations
you described and wanted to prepare TC for the future. However, I
can live with it as it is as long as my scans produce profitable
trades ;-)

One or better two major issues with all the backtesting stuff are :
1. Survivorship bias, especially in the Small & Midcap segments
2. Actual prices vs. split adjusted prices.

The latter has already been adressed in vectorvest, where you can
select actual prices for backtesting purposes. Any scan which
includes something like ( close > 5 $ ) brings completely different
results when using actual data rather than all the split adjusted
data because other stocks are selected.
VV also confirmed yesterday, that they work on including delisted
stocks in their database again to enable users to produce more
realistic backtest results. - After all, leaving delisted issues in
the database means also less work for them - the database just gets
larger, of course.

They offer already some fundamentals like P/E ratios and , of
course, their own VV ratios with a history of up to 9 years back for
most of the 8000+ stocks in the database.

So you can develop a certain strategy based on fundamentals and...

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