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



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I didn't see Tomasz's post of half an hour ago so that makes it even 
more interesting now.

It's probably still do-able by round about methods until the direct 
route Tomasz talks about comes home along the outside rail.

Brian.

--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> 
wrote:
>
> 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@> 
> 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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