----- Original Message -----
Sent: Friday, March 17, 2006 7:26
AM
Subject: Re: [amibroker]
GetExtraData
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:
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.