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



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And another thank you.

Brian.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
wrote:
>
> > 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.
> 
> As far as open source (free) solution is considered:
> 
> Using open source mySQL database:
> http://dev.mysql.com/doc/refman/4.1/en/load-data.html
> 
> mySQL + PHP + phpMyAdmin (for easy administering of mySQL server):
> http://easyphp.org/
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "brian.z123" <brian.z123@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, July 22, 2006 11:27 AM
> Subject: [amibroker] Re: In the Ongoing Discussion of Historical 
Fundamental Data
> 
> 
> > 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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> >>  
> >> 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
> > 
> > 
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> > 
> > 
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