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



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Trading Reference Links

You might consider taking a list of stocks with strong fundamentals
and applying your favorite technical indicators to the list.  Say for
example use the 100 ValueLine #1 rated stocks with your favorite
moving averages to signal entries and exits.  

Works for me

ReefBreak



--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> wrote:
>
> Joe & PS...always good to see you around the forum.
> PS...thanks for your efforts with AB/database/fdata accessibility 
> over the years.
> Top effort.
> Re stats etc - I haven't read that big book yet but I am working 
> privately on the Quant leads given late last year and have had some 
> satisfying results come out of it.
> 
> 
> David,
> 
> I have posted a running sheet in the root of the group files that 
> contains clips from a good cross section of archival posts on using 
> fdata with AB via various paths including ODBC plug in.
> It is well worth a read for any aspiring AB Fundamentalists.
> 
> ODBCPLugin.doc (the file will come down in a few days).
> 
> My *hunch* is we can do things with these methods that other retail 
> software can't e.g. there are so many different types of fdata 
> available and also different user requirements that only the flexible 
> approach of AB can handle this.
> 
> I now have to put my office hours where my mouth is and have a go at 
> it myself.
> Some good people are using this approach or have tried it.
> From the talk it seems to have it's problems or are we making it 
> harder than it needs to be?
> 
> 
> Re Comments, tips, wisdom etc (you have to be careful what you ask 
> for!)
> 
> Of course Fundamental analysis and Techno-Fundamental analysis work, 
> along with Mechanical System Trading, Arbitrage Trading, Option 
> Trading etc etc, but only in the hands of the few.
> 
> *******************************************************************
> 
> To trade well we have to be in our Psychological comfort zone.
> 
> This involves a three step process:
> 
> 1. BUILD BELIEF preferably by experiencing acutal trading success or 
> In lieu of that by getting so close to it that we can taste it:
> 
> personal contact with a successful trader or mentor, reading about 
> them (e.g Jack Scwhaeger), looking at the winning results from 
> trading competitions (e.g Larry Williams) and through our own efforts 
> experiencing successful virtual trading, backtesting, papertrading 
> etc.
> 
> In every case the success exemplars must have unequivocal objective 
> evidence to support the record.
> 
> 2. CHOOSE AN INVESTMENT STYLE TO MATCH YOUR TEMPERAMENT/CIRCUMSTANCES
> 
> 3.  MASTER THAT STYLE 
> 
> If you are not enjoying the trading success you would like one or 
> more of those steps needs to be re-thought.
> 
> Brian *:-)
> 
> 
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "dwrowley_2000" <dwrowley@> 
> 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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