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The "other way" I've tried is to set up the fundamentals you're
looking for in AAII and export the selected stocks into an AB
watchlist. Works well enough but as you note you can't backtest,
etc directly on the fundamentals in AB and the AAII program doesn't
have built in backtesting capability. The only way I've found to do
this (very cumbersome) is to download some of the previous weekly
updates on their website, rerun the program (AAII), export into AB
and continue on testing. You'll get tired of this real quick.
I'd sure like some other ideas too. Especially since I'm not a
programmer.
Chuck
--- In amibroker@xxxxxxxxxxxxxxx, "John" <jar5499297@xxx> wrote:
>
> 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@> 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@>
> > 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
> directly to
> > > > SUPPORT {at} amibroker.com
> > > >
> > > > For other support material please check also:
> > > > http://www.amibroker.com/support.html
> > > >
> > > >
> > > >
> > > >
> > > >
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