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[amibroker] Re: Backtesting using historical fundamentals in AB?



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Hello David,

I have uploaded a file that has a list of historical fdata providers 
that I researched about 3-6 months ago for use with AB via the SQL 
plugin.

FundamentalDataProviders.xls in the group files

The list contains everyone I could find so some of them might be 
rather vague leads.

I have just started to get back to the project.
I am likely to post more info as the weeks go by if it turns out OK.

Brian

 

--- In amibroker@xxxxxxxxxxxxxxx, "dwrowley_2000" <dwrowley@xxx> 
wrote:
>
> 
> I traded for about a year using AB based on various TA strategies, 
and
> generated some returns, but then I got the 'fundamentals' religion 
and
> moved over to Portfolio123.com
> 
> However, I always really liked AB, the support, the continual
> improvement, etc. - and now I see that AB supports fundamental data!
> 
> A couple of questions:
> 
>     - What data sources provide historical fundamental data? What 
are
> people using? (The matrix lists QuotePlus as a source of fundamental
> data, but it isn't clear if they provide HISTORICAL fundamental data
> that I can use for backtesting)
> 
>     - Are people actually doing this? Anyone have good success?
> 
> I've been asking the P123 guys to add more TA functions, but they
> don't really seem to put a high priority on it.
> 
> I think AB + access to the same historical fundamental data that 
P123
> uses (Reuters, I believe) would be excellent.
> 
> Comments, tip, wisdom appreciated!
> 
> Thanks,
> David
>



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