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I also have been frustrated with QP and getextradata . There are many
combinations of fundamentals that I would like to test with Amibroker
but cannot.
Put me in.
But speaking of fundamental data, I have possibly found an
alternative that some may find
better for their purposes. AAII dot com.
Cons
another data source!
no daily stock data. Some may need daily data
Only weekend download with weekly data
Pro's
Research over 8,000 stocks
Costs $247 per year includes membership to aii
Over 2500 data points per company
pre defined screens which include canslim
Data exporting. Xls,ascii,dbf, tab delimited, comma delimited....hmmm
Has anyone used this database with Ami? Looking at the import wizard,
there aren't nearly
enough columns to use this. Or is there another way?
tia,
John
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxx> wrote:
>
> Good Morning Ara. Thanks and I've gotten 5 more QP users from the
forum who are interested in
> being on the distribution.
> From a note that Dan got from Gary it looks like they'll have to
work the interface for
> the 64 bit plug in and we should get our requirements in while they
are working on it.
> It would be a nicety to get the CANSLIM filter working as native
AB, but for that you need 2 fields at
> least - CQIE and CYIE. For now I can clip and paste from Stock
Picker Pro. BUT if those
> 2 fields were arrays then it would be Great as we could back test a
CANSLIM strategy. I had my doubts
> about the claims IBD and AAII were making. They had a good year
but I think it fell apart in 2004 or was it
> 2005.
>
> I have a muddled recollection from one of the notes that more QP
fields may be open to whoever wants to
> work on the DLL. I'll check with Tomasz to see if that's correct.
>
> JOE
> ----- Original Message -----
> From: Ara Kaloustian
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, March 17, 2006 1:11 PM
> Subject: Re: [amibroker] Re: GetExtraData
>
>
> Joe,
>
> I agree that we should get QP to enhance their API so all fields
are
> available.
>
> Since we now have a betteridea of the QP user group (thanks to
you), we may
> be able to carry a bit more weight.
>
> Ara
>
> ----- Original Message -----
> From: "fatboycato" <fatboycato@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, March 17, 2006 8:22 AM
> Subject: [amibroker] Re: GetExtraData
>
>
> > Joe-
> > Thank you, thank you, thank you! I looked through the SPP
manual,
> > but obviously not hard enough. In the reading I've done on this
> > issue, I wonder if it's as much what the .dll offers as what QP3
> > allows to be taken. If I understand it correctly, we might have
to
> > lobby QP3 to make the fields we need available.
> >
> > On the EPS and Sales arrays, I'm not much of a programmer, but I
> > wonder if there's a way to run a For..Do loop that runs through
the
> > array and finds where it changes, pick that date, calculate how
many
> > days since then, and plugs that number into the Ref() function?
> >
> > Cato
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@>
wrote:
> > >
> > > 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:
> > >
> > > 1.. All 3 yearly time periods have been processed or
> > >
> > > 2.. 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:
> > >
> > > a.. % EPS Chg which is comparing the current quarters EPS
to the
> > same quarter a year ago.
> > >
> > > b.. % 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 -----
> > >
> > > From: fatboycato
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > 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.
> > >
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for discussion between users
only.
> > >
> > > To get support from AmiBroker please send an e-mail
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> > >
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> > > http://www.amibroker.com/support.html
> > >
> > >
> > >
> > >
> > >
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