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[amibroker] Re: Digest Number 4317



PureBytes Links

Trading Reference Links

Hi Russ,

yes, I read Mitch's book and use their free website on a regular 
base. Aside from certain aspects I don't share with Mitch when it 
comes to portfolio and moneymanagent, I subscribe to his views on 
Analysts and the importance of earningsrevisions.

In any case, I don't consider stocks with Zacks Rank below 3 for 
investments ( short or longterm )
The #1 Primadonna's can be quite volatile at times but offer 
interesting prospects for traders. For the their free weekly update 
and the protfolio function is enough.

Another, underestimated tool is the free stockscreener over on MSN 
Money. You can screen also for stocks with earningsrevisions over 
the last N periods there.

I followed a theoretical , eually wheighted portfolio of about 100 
Stocks with Stockscouter ratings < 10 and > 7 and earnings revisions 
to the upside within the last 4 weeks for almost a year. It 
outperformed the S&P and RUT by a large margin with fairly low 
downside risk.

Not bad for a free tool.
regards
Stefan

Starmine is also very good, but their service for private investors 
is very limited. OK, they're going for where they can make more 
money - institutions.



--- In amibroker@xxxxxxxxxxxxxxx, Russ Sebring <rsebring@xxxx> wrote:
> Hi Stefan, Dan,
> 
> I couldn't agree with you more - THE #1 single most relevant 
fundamental 
> field to study is the EPS revisions. Have you read the book ' 
Ahead of the 
> Market ' by Mitch Zacks? It's a very good read that points to why 
digging 
> into EPS data is well worth the time and effort. Dan, if your book 
by Dr. 
> Tharpe hasn't shipped yet, add 'Ahead of the Market' by Mitch 
Zacks to the 
> order! 
> 
> I am dying to get EPS estimate revision data into AmiBroker but am 
yet to 
> find a service that stores this stuff. Zacks has a free email 
service that 
> sends the daily changes in your 'watch list' to you which is nice, 
but i 
> won't be satisified until we can get this data into AmiBroker or 
other trade 
> software without needing an Phd or MS in computer science to know 
how.
> 
> Are you guys familiar with 'StarMine' EPS data? Their BoldAnalyst 
estimate, 
> EarningsCluster, and SmartEstimate data is to die for! Much better 
than 
> Zacks, but less convient service (no email alerts). 
> 
> Tomasz must be cooking up something good judging by his silence 
since this 
> fundamental/technical combo talk started...
> 
> -Russ
> 
> 
> 
> 
> 
> On 21 Jul 2005 17:56:38 -0000, amibroker@xxxxxxxxxxxxxxx <
> amibroker@xxxxxxxxxxxxxxx> wrote:
> > 
> > 
> > There are 25 messages in this issue.
> > 
> > Topics in this digest:
> > 
> > 1. Using two data sources in AB
> > From: "Dan Clark" <dan_public@xxxx>
> > 2. Re: Using two data sources in AB
> > From: Graham <kavemanperth@xxxx>
> > 3. Optimization - CPU usage
> > From: "Ara Kaloustian" <ara1@xxxx>
> > 4. Re: Optimization - CPU usage
> > From: bilbod <bilbod@xxxx>
> > 5. RE: Optimization - CPU usage
> > From: "Paul Ho" <paultsho@xxxx>
> > 6. Historical QP_QtrRev & QP_QtrEPS are kept in QuotesPlus!
> > From: "razorruss17" <rsebring@xxxx>
> > 7. eq = Foreign("~~~EQUITY", "C");
> > From: "Peter" <pa299@xxxx>
> > 8. Re: eq = Foreign("~~~EQUITY", "C");
> > From: Graham <kavemanperth@xxxx>
> > 9. Re: Renko Chart
> > From: Graham <kavemanperth@xxxx>
> > 10. Re: Historical QP_QtrRev & QP_QtrEPS are kept in QuotesPlus!
> > From: "sgfuchs" <sgfuchs@xxxx>
> > 11. Re: separate optimizions for each stock in portfolio
> > From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> > 12. Re: Optimization - CPU usage
> > From: "Tomasz Janeczko" <amibroker@xxxx>
> > 13. New file uploaded to amibroker
> > From: amibroker
> > 14. RE: Re: separate optimizions for each stock in portfolio
> > From: "dingo" <dingo@xxxx>
> > 15. Buy/Sell Arrows at false locations when timeshift parameter 
is used
> > From: "farhy" <paladon@xxxx>
> > 16. Re: separate optimizions for each stock in portfolio
> > From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> > 17. RE: Re: separate optimizions for each stock in portfolio
> > From: "dingo" <dingo@xxxx>
> > 18. RE: Re: Historical QP_QtrRev & QP_QtrEPS are kept in 
QuotesPlus! 
> > Fundamental + Technical = Yes
> > From: "Dan Clark" <dan_public@xxxx>
> > 19. Re: Historical QP_QtrRev & QP_QtrEPS are kept in QuotesPlus! 
> > Fundamental + Technical = Yes
> > From: "sgfuchs" <sgfuchs@xxxx>
> > 20. RE: Re: Tomasz, GetExtraData() Array Question
> > From: "Dan Clark" <dan_public@xxxx>
> > 21. RE: Re: Tomasz, GetExtraData() Array Question
> > From: "Dan Clark" <dan_public@xxxx>
> > 22. RE: Re: Historical QP_QtrRev & QP_QtrEPS are kept in 
QuotesPlus! 
> > Fundamental + Technical = Yes
> > From: "Dan Clark" <dan_public@xxxx>
> > 23. TimeFrameSet - 10 min to houly won´t work
> > From: "farhy" <paladon@xxxx>
> > 24. Re: Optimization - CPU usage
> > From: "Steve Dugas" <sjdugas@xxxx>
> > 25. RT quotes window
> > From: "dkourganov" <kourganov@xxxx>
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 1
> > Date: Wed, 20 Jul 2005 19:49:16 -0700
> > From: "Dan Clark" <dan_public@xxxx>
> > 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]
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 2
> > Date: Thu, 21 Jul 2005 10:57:35 +0800
> > From: Graham <kavemanperth@xxxx>
> > 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@xxxx> 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 <http://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.
> > > 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.
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service.
> > > ________________________________
> > >
> > 
> > 
> > --
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 3
> > Date: Wed, 20 Jul 2005 20:06:06 -0700
> > From: "Ara Kaloustian" <ara1@xxxx>
> > 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]
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 4
> > Date: Thu, 21 Jul 2005 00:17:29 -0400
> > From: bilbod <bilbod@xxxx>
> > 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 <http://amibroker.com>
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > >
> > >
> > >
> > > SPONSORED LINKS
> > > Investment management software
> > > <
> > http://groups.yahoo.com/gads?
t=ms&k=Investment+management+software&w1=Investment+management+softwa
re&w2=Investment+property+software&w3=Investment+software&w4=Investme
nt+tracking+software&w5=Return+on+investment+software&w6=Stock+invest
ment+software&c=6&s=195&.sig=f7GzIv9NJMWrH8f5eIxZQQ
> > >
> > > Investment property software
> > > <
> > http://groups.yahoo.com/gads?
t=ms&k=Investment+property+software&w1=Investment+management+software
&w2=Investment+property+software&w3=Investment+software&w4=Investment
+tracking+software&w5=Return+on+investment+software&w6=Stock+investme
nt+software&c=6&s=195&.sig=fBbyjQAf07KrkKtKejJqSg
> > >
> > > Investment software
> > > <
> > http://groups.yahoo.com/gads?
t=ms&k=Investment+software&w1=Investment+management+software&w2=Inves
tment+property+software&w3=Investment+software&w4=Investment+tracking
+software&w5=Return+on+investment+software&w6=Stock+investment+softwa
re&c=6&s=195&.sig=JfxNHYIXqCuLAnnc8YN4_A
> > >
> > >
> > > Investment tracking software
> > > <
> > http://groups.yahoo.com/gads?
t=ms&k=Investment+tracking+software&w1=Investment+management+software
&w2=Investment+property+software&w3=Investment+software&w4=Investment
+tracking+software&w5=Return+on+investment+software&w6=Stock+investme
nt+software&c=6&s=195&.sig=SgkrPC352yiiN_zJGzIM9Q
> > >
> > > Return on investment software
> > > <
> > http://groups.yahoo.com/gads?
t=ms&k=Return+on+investment+software&w1=Investment+management+softwar
e&w2=Investment+property+software&w3=Investment+software&w4=Investmen
t+tracking+software&w5=Return+on+investment+software&w6=Stock+investm
ent+software&c=6&s=195&.sig=L-DlQNXfuFeH8Mu0waS7qw
> > >
> > > Stock investment software
> > > <
> > http://groups.yahoo.com/gads?
t=ms&k=Stock+investment+software&w1=Investment+management+software&w2
=Investment+property+software&w3=Investment+software&w4=Investment+tr
acking+software&w5=Return+on+investment+software&w6=Stock+investment+
software&c=6&s=195&.sig=0oBPv1BELuBmfls_PcSgGg
> > >
> > >
> > >
> > >
> > > ---------------------------------------------------------------
---------
> > > 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>
> > >
> > > * Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > > Service <http://docs.yahoo.com/info/terms/>.
> > >
> > >
> > > ---------------------------------------------------------------
---------
> > >
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 5
> > Date: Thu, 21 Jul 2005 15:01:16 +1000
> > From: "Paul Ho" <paultsho@xxxx>
> > 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 <http://amibroker.com>
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > 
> > 
> > 
> > 
> > 
> > SPONSORED LINKS
> > Investment
> > <
> > http://groups.yahoo.com/gads?
t=ms&k=Investment+management+software&w1=Inves
> > 
> > 
tment+management+software&w2=Investment+property+software&w3=Investme
nt+soft
> > 
> > 
ware&w4=Investment+tracking+software&w5=Return+on+investment+software
&w6=Sto
> > ck+investment+software&c=6&s=195&.sig=f7GzIv9NJMWrH8f5eIxZQQ> 
management
> > software Investment
> > <
> > http://groups.yahoo.com/gads?
t=ms&k=Investment+property+software&w1=Investm
> > 
> > 
ent+management+software&w2=Investment+property+software&w3=Investment
+softwa
> > 
> > 
re&w4=Investment+tracking+software&w5=Return+on+investment+software&w
6=Stock
> > +investment+software&c=6&s=195&.sig=fBbyjQAf07KrkKtKejJqSg> 
property
> > software Investment
> > <
> > http://groups.yahoo.com/gads?
t=ms&k=Investment+software&w1=Investment+manag
> > 
> > 
ement+software&w2=Investment+property+software&w3=Investment+software
&w4=Inv
> > 
> > 
estment+tracking+software&w5=Return+on+investment+software&w6=Stock+i
nvestme
> > nt+software&c=6&s=195&.sig=JfxNHYIXqCuLAnnc8YN4_A> software
> > Investment
> > <
> > http://groups.yahoo.com/gads?
t=ms&k=Investment+tracking+software&w1=Investm
> > 
> > 
ent+management+software&w2=Investment+property+software&w3=Investment
+softwa
> > 
> > 
re&w4=Investment+tracking+software&w5=Return+on+investment+software&w
6=Stock
> > +investment+software&c=6&s=195&.sig=SgkrPC352yiiN_zJGzIM9Q> 
tracking
> > software Return
> > <
> > http://groups.yahoo.com/gads?
t=ms&k=Return+on+investment+software&w1=Invest
> > 
> > 
ment+management+software&w2=Investment+property+software&w3=Investmen
t+softw
> > 
> > 
are&w4=Investment+tracking+software&w5=Return+on+investment+software&
w6=Stoc
> > k+investment+software&c=6&s=195&.sig=L-DlQNXfuFeH8Mu0waS7qw> on 
investment
> > software Stock
> > <
> > http://groups.yahoo.com/gads?
t=ms&k=Stock+investment+software&w1=Investment
> > 
> > 
+management+software&w2=Investment+property+software&w3=Investment+so
ftware&
> > 
> > 
w4=Investment+tracking+software&w5=Return+on+investment+software&w6=S
tock+in
> > vestment+software&c=6&s=195&.sig=0oBPv1BELuBmfls_PcSgGg> 
investment 
> > software
> > 
> > 
> > _____
> > 
> > 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>
> > 
> > 
> > * Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service
> > <http://docs.yahoo.com/info/terms/> .
> > 
> > 
> > _____
> > 
> > 
> > 
> > 
> > [This message contained attachments]
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 6
> > Date: Thu, 21 Jul 2005 05:05:52 -0000
> > From: "razorruss17" <rsebring@xxxx>
> > 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 <http://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
> > > >
> > > > ---------------------------------
> > > > 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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> > > > Tired of spam? Yahoo! Mail has the best spam protection 
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> > >
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> > > Please note that this group is for discussion between users 
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> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com <http://amibroker.com>
> > >
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> > >
> > >
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> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service.
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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@xxxx>
> > 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
> > 
> > 
> > 
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 8
> > Date: Thu, 21 Jul 2005 14:04:30 +0800
> > From: Graham <kavemanperth@xxxx>
> > 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@xxxx> 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 <http://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@xxxx>
> > 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@xxxx> 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 <http://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@xxxx>
> > 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@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 <http://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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> > > > >
> > > > >
> > > > > 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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> > > > >
> > > > >
> > > > > __________________________________________________
> > > > > Do You Yahoo!?
> > > > > Tired of spam? Yahoo! Mail has the best spam protection
> > around
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> > > > 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 <http://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:
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> > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > > Service.
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> > > >
> > > > ---------------------------------
> > > >
> > > >
> > > >
> > > >
> > > > ---------------------------------
> > > > Start your day with Yahoo! - make it your home page
> > 
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 11
> > Date: Thu, 21 Jul 2005 07:08:24 -0000
> > From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> > 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 <http://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
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > 
> > -----------------------------------------------------------------
-----------
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> > 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@xxxx>
> > 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 <http://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 <http://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
> > 
> > 
> > 
> > -----------------------------------------------------------------
-------------
> > YAHOO! GROUPS LINKS
> > 
> > a.. Visit your group "amibroker" on the web.
> > 
> > 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.
> > 
> > 
> > 
> > -----------------------------------------------------------------
-------------
> > 
> > 
> > 
> > [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@xxxx>
> > 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@xxxx>
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 14
> > Date: Thu, 21 Jul 2005 08:31:03 -0400
> > From: "dingo" <dingo@xxxx>
> > 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 <http://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 <http://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>
> > 
> > 
> > * Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service
> > <http://docs.yahoo.com/info/terms/> .
> > 
> > 
> > _____
> > 
> > 
> > 
> > 
> > [This message contained attachments]
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 15
> > Date: Thu, 21 Jul 2005 13:49:21 -0000
> > From: "farhy" <paladon@xxxx>
> > 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@xxxx>
> > 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 <http://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 <http://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>
> > >
> > >
> > > * Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service
> > > <http://docs.yahoo.com/info/terms/> .
> > >
> > >
> > > _____
> > 
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 17
> > Date: Thu, 21 Jul 2005 10:17:29 -0400
> > From: "dingo" <dingo@xxxx>
> > 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 <http://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 <http://amibroker.com>
> > >
> > > For other support material please check also:
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estment+tracking+software&w5=Return+on+investment+software&w6=Stock+i
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_____________________________________________________________________
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> > 
> > Message: 18
> > Date: Thu, 21 Jul 2005 07:34:09 -0700
> > From: "Dan Clark" <dan_public@xxxx>
> > 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@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 <http://amibroker.com>
> > > > >
> > > > > For other support material please check also:
> > > > > http://www.amibroker.com/support.html
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > SPONSORED LINKS
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> > > > software Stock investment software
> > > > >
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to
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> > 
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> > 
> > For other support material please check also:
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> > 
> > 
> > 
> > 
> > 
> > 
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> > 
> > 
> > 
> > _____
> > 
> > 
> > 
> > [This message contained attachments]
> > 
> > 
> > 
> > 
_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 19
> > Date: Thu, 21 Jul 2005 14:58:20 -0000
> > From: "sgfuchs" <sgfuchs@xxxx>
> > 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 <http://amibroker.com>
> > > > > >
> > > > > > For other support material please check also:
> > > > > > http://www.amibroker.com/support.html
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > SPONSORED LINKS
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software
> > > > > Investment software Investment tracking software Return on
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> > > > > software Stock investment software
> > > > > >
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_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 20
> > Date: Thu, 21 Jul 2005 08:23:16 -0700
> > From: "Dan Clark" <dan_public@xxxx>
> > 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 <http://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<http://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)
> > >
> > >
> > >
> > >
> > > 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 <http://amibroker.com>
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > >
> > >
> > >
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_____________________________________________________________________
___
> > 
_____________________________________________________________________
___
> > 
> > Message: 21
> > Date: Thu, 21 Jul 2005 08:37:53 -0700
> > From: "Dan Clark" <dan_public@xxxx>
> > 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...
> > 
> > [Message clipped]
> 
> 
> 
> 
> -- 
> Russell J. Sebring
> (850) 294-4988 (mobile)




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