[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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



PureBytes Links

Trading Reference Links

Yes, it is doable now - you just need to export data to ASCII file (you can for example
use GetFnData() - create exploration using it then export to ASCII and
later use mySQL import to import ASCII to SQL database.
Now do this every month and you will over time build historical fundamental database.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "brian.z123" <brian.z123@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, July 22, 2006 11:38 AM
Subject: [amibroker] Re: In the Ongoing Discussion of Historical Fundamental Data


>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
>> > >
>> >  
>> >  
>> >  
>> >  
>> >  
>> >  
>> > ------------------------ Yahoo! Groups Sponsor ------------------
> --
>> ~-->
>> > Great things are happening at Yahoo! Groups.  See the new email 
>> design.
>> > http://us.click.yahoo.com/TISQkA/hOaOAA/yQLSAA/GHeqlB/TM
>> > -----------------------------------------------------------------
> --
>> -~->
>> >  
>> > 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
>> >  
>> >  
>> > Yahoo! Groups Links
>> >
>>
> 
> 
> 
> 
> 
> 
> 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
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
>