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What I do in order to look at past price action is redownload the data from a prior time period. You can only go back a few years but it is still useful. AAII does in fact get there data from Reuters. Anyways, if its of any use I would be more than happy to send you any reports you would like.
Chris
On 5/10/06, Joe Landry <jelandry@xxxxxxxxxxxxx> wrote:
Since the AAII data is not historical, how are you using it other than current (point in time) SCANS?
As a one time subscriber I remember that AAII would not sell the historical files. In fact I saw one guy
on the AAII forum trying to buy back copies of the CDs to assemble historical files. Without enough
historical data how can you backtest your strategies? I was told at one time by Marc Gerstein from Reuters that AAII
got their data from Reuters. ?
Best regards
JOEE
----- Original Message -----
Sent: Wednesday, May 10, 2006 2:37 AM
Subject: [amibroker] Re: Does anyone have a system to import data from AAII into Amibroker?
As I've mentioned on various occassions before, at my request Tomasz
has created a DLL called ThCSV Plugin. It's intention originally was
to be able to read CSV-files with data from Thomson Datastream (
i.e.
columns of time series beyond OHLCVOI, for example PE, DY, PC, etc.
for stocks, but also Duration, Convexity, etc. for bonds). Works like
a charm.
No doubt it would be useful for others too, since it can read any CSV
if structured in the right format. Ask support for more details.
PS
--- In amibroker@xxxxxxxxxxxxxxx
, "mikelaurataylor"
<mikelaurataylor@xxx> wrote:
>
> There is not currently (to the best of my knowledge) a place to
import
> fundemental data from outside parties into the system. I have
> actually placed an update request with AmiBroker to add some fields
we
> could use to import fundemental data into.
>
> In the interum there are a few ways you can handle this.
>
> (1) You can export the selected data from the AAII database (I do)
> into a CSV and then during your scan you can read the external
file.
> I do this for Float data. The only problem is that it is slow
since
> it is accessing the external file for each stock in the scan.
>
> (2) You can first do a selection from the AAII database, for
instance
> for all stocks w/ a low PE or whatever your criteria, then take that
> list of stocks and bring it into a watchlist in AmiBroker and run
> technical scans on it from there. For instance I recently ran a
> scan of stocks with very high P/Es and which had future projected
P/Es
> that were lower and some other criteria to give me a list of
> potentially overpriced stocks. I then took this list and brought
it
> in as a watchlist and created a scan to see those that were breaking
> under their 50 day moving averages to see if I could find some good
> overpriced stocks that appeared to be breaking down to short.
>
> Hope this helps.
>
> Mike
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "christophermuch" <chris.much@>
> wrote:
> >
> > I'm trying to develop a system that updates the fundamental data
from
> > AAII in order to run a stock screener in Amibroker. If anyone
has any
> > ideas it would be greatly appreciated.
> > Chris
> >
>
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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
For other support material please check also:
http://www.amibroker.com/support.html
SPONSORED LINKS
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