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[amibroker] Re: In the Ongoing Discussion of Historical Fundamental Data



PureBytes Links

Trading Reference Links

You're welcome.

Sometimes in trading it is actually an advantage not to know too 
much, in advance, about mathematics or computers.
If you don't you really have to make absolutely sure you understand 
each step and brutally reduce everything down to it's most simple 
explanation.
It's amazing the things you find out when you do that.
It takes a bit longer but in the end I think technoNOTS, like me, 
can understand it as well as anybody.

I'm assuming you mean you want to take the Yahoo fdata you download 
into AB and save it somewhere to make a histo.

I haven't walked all the way through that one as I am going a 
slightly different route.
Still not to say I won't want to do that for some reason at some 
time so I am interested to find out for myself.

Here is one place we can start thinking about a possible solution to 
the problem.

To export the fdata use explorer.
Make a .afl explorer template for 'exporting  Yahoofdata' with

ProfitMargin = GetFnData("ProfitMargin");
AddColumn (ProfitMargin, "ProfitMargin",1.2);

 type statements for every available fdata field or every field that 
you want (as you did in the example explorer code you posted last 
week).
Play around with the filter/filterNOT to get the symbol list you 
want (all symbols?)
Run the exploration and use the explorer export to send the fdata to 
a .CSV file.
Save as Don's funtastic fundas.
The outcome is a .CSV for the day with all symbols in one file.
The symbols are in rows and the column headings = "ProfitMargin" etc.
If you repeat, say each day etc, you will end up with a series of 
daily files e.g July222006, July232006 containing all symbols 
(obviously).

That is where things start to get a little more interesting.
How to go from there to an SQL database is the next piece of the 
puzzle.
That's the bit I can't do so far
I was just about to get the SQL download and have a read.

If you get stuck from there come back with another question.
I might be hanging around, have another go and get lucky or some 
kind angel may be hovering above us in Ami heaven.

If you crack the D'AMI CODE let me know how to do it.

BrianB.


--- In amibroker@xxxxxxxxxxxxxxx, "Don Lindberg" <dlindber@xxx> 
wrote:
>
>  Brian,
>  
> Thanks for the reply. I now have a much clearer picture of how the 
data is
> kept in AB. Now I have to figure out how to create a SQL database 
with the 
> extra" data I want to build history on  |;>).
>  
> Thanks Again,
>  
> Don
>  
> -------Original Message-------
>  
> From: brian.z123
> Date: 07/21/06 16:08:47
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: In the Ongoing Discussion of Historical 
Fundamental
> Data
>  
> Hello Don,
>  
> I still have a lot to learn about AB, so, with some qualification 
the
> answer is no.
>  
> Ami does not work like that.
> It can only keep six fields or columns of data (OHLCVOI), if we
> compare it a spreadsheet or a database table for learning purposes.
> The other information like the company name, category and the new
> fundamental data etc is only stored once.
> If you are used to spreadsheets just consider that the Yahoo data 
is
> stored in columns with only one row, while the OHLCVOI data can be
> stored in an unlimited number of rows (technically speaking this in
> not correct as Ami uses arrays not 'columns' but that is how I 
think
> about it for ease of learning).
> When you update your fdata with a new download from Yahoo the old
> numbers will be replaced (overwritten) by the new numbers so there 
is
> No way to refer back to previous, say EPS.
>  
> There was a way around this by importing with the ASCII wizard and
> using an artificial ticker to store the historical data, but that 
is a
> little more difficult to do.
> To manage that with the new Yahoo fdata you would first need to 
export
> the data from AB on a regular basis and save each line of export by
> appending it to the previous line(s)in a separate file outside of 
AB
> e.g. a .CSV file.
> From there you can import it back into AB as an artificial ticker.
> That is a separate subject if you want to go into it.
>  
> That is not so relevant as of today as Tomasz just posted a notice 
to
> say that the new 'database' plug in has been released.
> It is designed to allow users to read databases containing data 
that
> is extra to the OHLCVOI fields that comprise the normal AB 
databases.
> I haven't downloaded and read the instructions as yet but I expect 
it
> to be easy to use.
>  
> In the long run, that would be the recommended way to go for
> fundamentalists.
> It will definitely be much easier to use historical fundamental 
data.
> That leaves us with the problem now of finding some databases to
> practise on.
> For actual trading use databases that have been kept for us by 
others
> are the best bet but some users will export from AB/Yhaoo data and
> compile historcal records for themselves.
>  
> For commercial sources refer to mmy previous historical fundamental
> data provider lists.
>  
> One of the sources in that list is reported to have free data 
(HOOVER)
> which would be good for training use or people who prefer that.
> I will look more closely at the prospects on the list later.
> I am not optimistic about the chance of finding free histo fdata 
(the
> cost of compiling and maintaining such databases is too high for
> owners to give a lot of it away).
>  
> Some Amifriends might have histo database files they will share for
> training use.
>  
> I am sure there will be more forum help forthcoming on the new 
plugin
> and how to acquire and use histo fundamental databases.
>  
> BrianB.
>  
> --- In amibroker@xxxxxxxxxxxxxxx, "Don Lindberg" <dlindber@> wrote:
> >
> > I have a question about setup of AmiBroker regarding the 
Fundamental
> > Data we can now dowload from Yahoo.  While I realize that Yahoo 
does
> > not keep this info in a Historical database, does AmiBroker?  
What I
> > mean is this. If I download the fundamental data, say once a 
week,
> am
> > I overtime building a history of this data? And if I am, how do I
> > compare today with last week?
> >
> > Don Lindberg
> >
>  
>  
>  
>  
>  
>  
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