Hello there - Guess we have some
common interest. CANSLIM first.
I'm assuming you have Stock
Picker Pro installed with your QP3?
It comes with the QP3 CD for no additional charge.
SPP has dozens of filters, one of which is called CANSLIM.
I've attached a screen shot and
you'll see that at least 2 of the data fields needed are not exposed by
the AB plugin that Tomasz has
provided us, like CQIE and CYIE.
A couple of options 1) if important enough maybe we could talk Tomasz
into adding
those 2 extra fields in the plug
in, or 2) ask someone who has the skills with the AB SDK could take the
plug in
and extend it for those 2
fields. I've never fired up the SDK myself and not sure I have all the
elements in my development desktop
to do this. I run the CANSLIM
filter on QP3 and get somewheres around 175-200 good stocks every
day that form a small universe of
stocks with good fundamentals and
price change momentum.
3) EPS is an array and if you
plot it you'll see it changes every quarter. So by either running an
explore or a plot you can
see if Ref(EPSarray,-66) works
or not. I'd take it outside the reference function just to be
conservative like
EPSArray = GetExtradata("EPS");
1) and 2) Lots of good
documentation in SPP, like the following that should remove any doubt
in your mind as to what the fields are.
We had a 'birds of a feather'
meeting at the Amibroker Conference in Houston and there were about 12
QP3 users there. I have a distribution
list that I'm adding your name to
and if you don't want to be copied on some of our mailings please let
me know and I'll take you off it.
Dan Clark is very active and has been providing information for the
forum, to our group and feed back to the owner of Quotes Plus,
hopefully to some avail.
Hope this helps.
Joe
% 5Yr EPS Gr
Description: 5
Year Earnings
Per Share Growth
The percentage change in current fiscal year earnings
compared to five years ago fiscal year earnings.
Source: Quotes
Plus
Filter category: Fund
Earnings
- % EPS
CYIE
Description: Continuous
Yearly Improvement in Earnings Per Share
The objective is to find securities with year after year of
continuous EPS growth for the past 3 years. The year is based on a
trailing twelve month (TTM)
basis. The
yearly difference between the most recent EPS quarter and the same
quarter a year ago is computed. This backwards computation is done to
arrive at 4 yearly EPS values. If
the difference for most recent yearly EPS value is greater than the
previous year (not equal) we add one to the count. This
type of backwards comparison goes on until one of two events occur:
-
All 3 yearly time periods have been processed or
-
The security fails with a yearly comparison that doesn't
increase, the process will stop and the count is recorded
The process results in a number
from 0 – 3. A
security with consecutive upward yearly progress will get a value of 3
(3 years of steady upward
% 1Yr EPS
Gr (TTM)
Description: 1
Year Earning Per Share Growth (trailing 4 quarters)
The percentage change using the sum of the last
4 quarters of EPS
compared to the sum of the prior 4 quarters of EPS.
This is a
current 4 quarter over the previous 4 quarters EPS
comparison as opposed to the data fields:
-
% EPS
Chg which is comparing the current quarters EPS
to the same quarter a year ago.
-
% 1Yr EPS
Gr which is comparing the current fiscal year EPS
to the prior
fiscal year EPS.
Source: Computed
Filter category: Fund
Earnings - % EPS
----- Original Message -----
Sent:
Friday, March 17, 2006 12:51 AM
Subject:
[amibroker] GetExtraData
I have a few questions about the fundamental data coming out of
QP3
that I hoped someone here could answer:
I'm pretty sure that sales and sharesfloat are reported in millions
(e.g. "1.2" means 1,200,000), and sharesshort are reported in
thousands (e.g. "1,200" means 1,200,000), but I don't know about
some of the others.
1) TTMSales? I can't think of any way to make this a real number.
2) TTMEPS? It looks like it could just be normal, but I'd like to
make sure.
3) Earnings growth numbers (Y1, Y5, and projections)? One would
expect percentage (e.g. "12" = 12%), is this the case?
One final question: Since "EPS" is an array, does that mean I can
get historical EPS by using Ref(GetExtraData("EPS"),-#)? If so, I've
tried that and it didn't seem to work. Is there another way to do it?
I'm trying to set up some sort of CANSLIM type of exploration. So,
if anyone has any ideas on that, I would really appreciate the help.
Thank you.