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Thanks for the offer Chris. I'll have to
think about it.
If you recall AAII was claiming great returns
for their CANSLIM strategy - only there
was no way to back test this strategy.
Currently I'm working with Quotes Plus,
trying to see how/if fundamental data
influences returns. What I found
out very
early in my use of AB is taking
today's CANSLIM or IBD 100 candidates is the surest way to bring
survivorship bias in a strategy. Produces,
of course, great CAR/MDDs. So I tried backtesting
with
a modified QP CANSLIM
screen walking forward
and found that TA
indicators and price patterns are
just as effective in producing the final
results. EPS, EPSRank, RS, RSRank, Growth in EPS provide minor
influence in the results. I should qualify all this by saying that's about as far as
I've gotten and
I certainly haven't exhausted my search.
Best regards
JOE .
----- Original Message -----
Sent: Wednesday, May 10, 2006 6:18
PM
Subject: Re: [amibroker] Re: Does anyone
have a system to import data from AAII into Amibroker?
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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