Don, can you type the email like xxx at yahoo dot comm otherwise it
will not display here,
Ray
--- In amibroker@xxxxxxxxxps.com,
"Don Lindberg" <dlindber@xx.> wrote:
>
> Ray,
>
> I would love to read the approach you mentioned. My e-mail is
> dlindber@xxx As for the formulas for Vector Vests RT and RS they
> are proprietary and I have not been able to get anything that gives
me a
> clue as to how they are figured. I did duplicate their Detrended
Price
> Oscillator which they use in their more advance program for a Trend
> Indicator chart. Their thinking is as long as the DTO is above 0
you are in
> a safe Buy or Hold position. If it goes below they say Sell. I have
found
> that you need to give aq few days to confirm that it is going to
stay below
> 0. Here is the code for that. The parameters allow you to adjust
period
> and WMA. VV default is 20 for period and 30 for WMA, but you can
play around
> with it.
>
>
>
> Enjoy,
>
> Don Lindberg
>
>
>
> ---------------------------Begin Detrended Price Oscillator Code
> -----------------------------
>
>
>
>
>
> _SECTION_BEGIN("DPO");
>
> function DetrendedPriceOsc( Periods )
>
> {
>
> return C - Ref( WMA( C, Periods ), -( 1 + Periods/2 ) );
>
> }
>
> dynamic_color = IIf(DetrendedPriceOsc( Param("Periods",
20, 1,
100 )) > 0,
> colorGreen, colorDarkRed );
>
> Plot( DetrendedPriceOsc( Param("Periods", 20, 1, 100 )
),"Detrended
Price
> Oscillator"+" ("+ Param("Periods", 20,
1, 100 ) +" )",dynamic_color,
> styleHistogram|styleThick);
>
> _SECTION_END();
>
>
>
> _SECTION_BEGIN("WMA");
>
> P = ParamField("Price field",-1);
>
> PERIODS = Param("PERIODS", 30, 1, 200, 1, 10 );
>
> Plot( WMA( P, PERIODS ), _DEFAULT_NAME(), ParamColor(
"Color",
colorCycle
> ), ParamStyle("Style") );
>
> _SECTION_END();
>
>
>
>
>
>
>
> _SECTION_BEGIN("PlotArrows");
>
> Buy=Cross(DetrendedPriceOsc(Periods),0) AND Cross(Close,WMA(
P,
PERIODS )
> );
>
> Sell=Cross(0,DetrendedPriceOsc(Periods)) AND Cross(WMA( P,
PERIODS
> ),Close);
>
>
>
> PlotShapes(shapeUpArrow*Buy, colorDarkGreen,0, 0, -5);
>
> PlotShapes(shapeDownArrow*Sell, colorRed,0, 0, -5);
>
> _SECTION_END();
>
>
>
> ---------------------------------- End Detrended Price
Oscillator
> Code--------------------------
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of ax_ray2222
> Sent: Friday, June 22, 2007 3:53 PM
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] Re: Tomasz, can this be done? please!
>
>
>
> Don, seems that our approach is very common, and I have an
interesting
> reading from a guy which uses same aproach , with a twist
>
> very succesful in the markets, which i try to emulate with AB. It
is based
> on fundamentals and for entry is using some charting techniques.
>
> If you would like to read it I can send it to your email address,
with your
> permission and we can discuss it further.
>
>
>
> I would like to compare and find the formula used in VV to
calculate RT for
> Industries and stocks. Do you know it or can you find out?
>
> I would like to emulate that in AB, to have only one program for
all the
> research...I do have at the moment TC2007 and we can compare some
with that
> as well.
>
>
>
> I will post here a FundamentalTitle indicator (with Graham formula
in it)
> you sent me and I modified it to suit my visual needs. I place this
> indicator on the chart price. You can add all the data you like
from QP as
> QRS...etc which I don't have at the moment .
>
> You have to add the ticker ^TYX in AmiQuotes ( AAA Bond Yield data)
for all
> the Intrinsic Values to be calculated or you can replace it with
your manual
> entry choice IY. I left at the end also handy to be copied the
indicator as
> Exploration for columns
>
> Hope this helps
>
>
>
> Talk to you soon, Ray
>
>
>
> .......................................FundamentalTitle
> Indicator...................................................
>
>
>
> IY=Foreign("^TYX", "Close"); // Interest Yield
percent on 10 yr AAA
> Corporate Bond
>
> x=GetFnData( "EPSEstCurrentYear" );
>
> y=(2*(Close/GetFnData( "EPSEstCurrentYear" ))/GetFnData
( "PEGRatio" ));
>
> z=(8.5+(y*4.4/IY));
>
> Graham = x*z;
>
> Disc=(Graham/Close-1)*100;
>
> YTgt=GetFnData("OneYearTargetPrice");
>
> YDisc=(GetFnData("OneYearTargetPrice")/Close-1)*100;
// in %
>
> BV=GetFnData("BookValuePerShare");
>
> EPS=GetFnData("EPS");
>
> PE= Close / EPS;
>
> PB=C/BV;
>
> //PBc=IIf(PB<2,colorGreen,colorRed);
>
> FwdEPS=GetFnData( "EPSEstNextYear" );
>
> FwdPE= Close / FwdEPS;
>
> EY=(100*(1/PE));
>
> Value=(100*(EPS/IY));
>
> PM=GetFnData("ProfitMargin");
>
> ROE=GetFnData("ReturnonEquity");
>
> QRG=GetFnData("QtrlyRevenueGrowth");
>
> QEG=GetFnData("QtrlyEarningsGrowth");
>
> Title = StrFormat(Name())+" "
>
> + Date()+" - "+"C="+ NumToStr( C, 1.2 )+ " -
O="+Open+" H="+High+"
L="+Low
> +" - ^TYX = "+ NumToStr(IY,1.2) + EncodeColor( colorYellow
)
>
> + " VV Value = $"+ NumToStr(Value,1.2)+" Y!1Yr Target
Price= $"+
> NumToStr(YTgt,1.2)+" Graham IntValue = $"+NumToStr(Graham,1.2)+"
IntValue
> Discount = "+NumToStr(Disc,1.0)
>
> +"% BV = $" + NumToStr(BV,1.2)+" PB = " +
NumToStr(PB,1.2) + "\n PE
=
> "+NumToStr(PE,1.2)+ " Earnings Yield = "+NumToStr(EY,1.2)+"%"
+ "
EPS=
> $"+NumToStr(EPS,1.2)
>
> + " Profit Margin = "+ NumToStr(PM,1.2) + "% ROE =
"+NumToStr
(ROE,1.2) +"%
> Qtr Rev Growth = "+NumToStr(QRG,1.2)+"% Qtr Earnings Growth
=
> "+NumToStr(QEG,1.2)+"%"
>
> ;
>
> SetChartOptions( 0,chartWrapTitle);
>
>
>
> /*+"% - QP3 Relative Strength Ranking = "+ QRS
>
> +" - QP3 EPS Ranking = " + QEPSR + " - Institutional
Holding
= "+QInst+" %"
> + " - Sales = $"+Sales*/
>
>
>
>
>
>
>
>
>
> /*AddColumn( Close, "Close", 1.2, IIf( ROC(C, 1 ) > 0,
colorGreen,
colorRed
> ) );
>
> AddColumn( 25*GetFnData( "EPSEstCurrentYear" ) , "DD Est.
Value" );
>
> AddColumn(Graham, "Graham Value");
>
> AddColumn(Disc, "%Disc");
>
> AddColumn(GetFnData("OneYearTargetPrice"), "Y!
1Yr Target");
>
> AddColumn((GetFnData("OneYearTargetPrice")/Close-1)*100,
"Y!
> %Disc",1.2,colorDefault,ColorHSB( 128, 128, 255 ));
>
> AddColumn( GetFnData( "EPSEstNextYear" ),
"EPSEstNextYear" );
>
> AddColumn( Close / GetFnData( "EPS" ) , "Current P/E
ratio" );
>
> AddColumn( Close / GetFnData( "EPSEstNextYear" ) , "Est.
Next Year
P/E
> ratio" );
>
> AddColumn( GetFnData("BookValuePerShare"),
"BookValuePerShare");
>
> SetSortColumns(-8);
>
> Filter = Status("lastbarinrange"); */
>
> ...........................................................End
of
code for
> Indicator
> ....................................................................
........
> ........
>
>
>
> --- In amibroker@xxxxxxxxxps.com,
"Don Lindberg" <dlindber@> wrote:
> >
> > Ray,
> >
> > I use Vector Vest primarily for top down analysis. I look at the
top
> > Sectors, then the top Industries in those Sectors, and then
finally the
> top
> > Stocks in those Industries. I am not planning to renew it though
as I
> don't
> > get sufficient value for the cost. I use Quotes Plus as my data
provider,
> as
> > they have a fair amount of Fundamental info
similar to IBD, which
I also
> > follow. As far as symbols for Sectors and Industries the only data
> provider
> > that does that is Worden's Tel Chart. I have created Sector and
Industry
> > Composites in AmiBroker and thus have my own symbols for them. I
have
> > attached the code below for you to look at. This works well for
me as
> > Quotes Plus codes the Sector and Industry ID's for me. You can
set up
> Yahoo
> > Data to do the same, but it is a Pain.
> >
> >
> >
> > You mentioned Graham's Intrinsic Value formula. I did a search in
> AmiBroker,
> > and could not find it. Could you share that with me? I would
really
> > appreciate it. Anything else I can share with you just let me
know.
> >
> >
> >
> > Thanks and Enjoy,
> >
> > Don Lindberg
> >
> >
> >
> >
> >
> > ------------------------ Begin Sector & Industry
Composite Code
> > ------------------------------------
> >
> > _SECTION_BEGIN("Sector and Industry Composites");
> >
> > sym = "~Industry - " + IndustryID(1);
> >
> > AddToComposite( L, sym,"L",7);
> >
> > AddToComposite( O, sym,"O",7);
> >
> > AddToComposite( H, sym,"H",7);
> >
> > AddToComposite( C, sym,"C",7);
> >
> > AddToComposite( V, sym, "V",7);
> >
> >
> >
> >
> >
> > sym = "~Sector - " + SectorID(1);
> >
> > AddToComposite( L, sym,"L",7);
> >!
> > ; AddToComposite( O, sym,"O",7);
> >
> > AddToComposite( H, sym,"H",7);
> >
> > AddToComposite( C, sym,"C",7);
> >
> > AddToComposite( V, sym, "V",7);
> >
> > Buy=Sell=Short=Cover=0;
> >
> > Filter=1;
> >
> > _SECTION_END();
> >
> >
> >
> > ------------------------------------------ End
Sector & Industry
Composite
> > Code
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
On
> Behalf
> > Of ax_ray2222
> > Sent: Thursday, June 21, 2007 9:59 PM
> > To: amibroker@xxxxxxxxxps.com
> > Subject: [amibroker] Re: Tomasz, can this be done? please!
> >
> >
> >
> > Don, thank yo for the code, that is exactly what I was looking
for...
> > I don't use QP or VV at the moment, just data from Yahoo and
Graham's
> > Intrinsic Value formula ...
> > Do you use Vector Vest in any way? like RT for industries and
then
> > check the coresponding stocks...or just AB? I was looking at AB
as
> > one stop package, to don't have to use QP or VV....but I still
have
> > questions regarding their Industries and Sectors, seems that they
> > aren't any symbols for them.....any idea in this regard? I think
even
> > Yahoo does not have any industry symbols or sectors....
> >
> > Maybe you can give me your inputs here....
> > Thanks again, Ray
> >
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> "Don
> > Lindberg" dlindber@ wrote:
> > >
> > > Ray,
> > >
> > > I think I understand what you want, and the code below will do
it.
> > The key
> > > section is the title, as that area is what put your info on
screen.
> > I use
> > > Quotes Plus for my data feed, so some of this code will show
> > [Empty] on your
> > > machine, but now that you! see HOW its done, you can adapt for
your
> > > preferences.
> > >
> > >
> > >
> > > Don Lindberg
> > >
> > >
> > >
> > > ---------------------------------Code Starts Here
> > > ------------------------------------
> > >
> > >
> > >
> > > Filter=Close>0;
> > >
> > > Buy=1;
> > >
> > > QRS = GetExtraData("QRS");
> > >
> > > QInst=GetExtraData("InstHolds");
> > >
> > > EPS=GetFnData("EPS");
> > >
> > > BV=GetExtraData("BookValuePerShare");
> > >
> > > QEPSR = GetExtraData("EPSRank");
> > >
> > > IY=Param("Intrest Yield on 10 yr AAA Corporate
> > Bond",5.77,1.00,20.00,0.1);
> > > // Interest Yield percent on 10 yr AAA Corporate Bond
> > >
> > > QEPS=GetExtraData("EPS");
> > >
> > > Sales=GetExtraData("Sales");
> > >
> > > PM=GetFnData("ProfitMargin");
> > >
> > > ROE=GetFnData("ReturnonEquity");
> > >
> > > QRG=GetFnData("QtrlyRevenueGrowth");
> > >
> > > QEG=GetFnData("QtrlyEarningsGrowth");
> > >
> > > OYT = GetFnData("OneYearTargetPrice");
> > >
> > >
> > >
> > >
> > >
> > > PEratio=Close/EPS;
> > >
> > > EY=(100*(1/PEratio));
> > >
> > > Value=(100*(EPS/IY));
> > >
> > >
> > >
> > > AddColumn(Close,"Close",1.2);
> > >
> > > AddColumn(IY,"Interest Yield AAA Corporate
Bond",1.2);
> > >
> > > AddColumn(EPS,"EPS",1.4);
> > >
> > > AddColumn(BV,"Book Value ps",1.4);
> > >
> > > AddColumn(Sales,"Sales",1.4);
> > >
> > >! AddColu mn(PEratio,"P/E Ratio",1.2);
> > >
> > > AddColumn(EY,"Earnings Yield %",1.2);
> > >
> > > AddColumn(Value,"Quick Value Estimate",1.2);
> > >
> > > AddColumn(PM,"Profit Margin",1.4);
> > >
> > > AddColumn(ROE,"Return on Equity",1.4);
> > >
> > > AddColumn(QRG,"Quarterly Revenue Growth",1.4);
> > >
> > > AddColumn(QEG,"Quarterly Earnings Growth",1.4);
> > >
> > > AddColumn(OYT,"One Year Target Price",1.4);
> > >
> > >
> > >
> > > //Plot(Value,"Quick Value
> > Estimate",colorViolet,styleLine|styleThick);
> > >
> > > //Plot(PEratio,"P/E Ratio",colorGreen,styleLine|styleThick);
> > >
> > > //Plot(EY,"Earnings Yield %",colorRed,styleLine|styleThick);
> > >
> > > //Plot
(EPS,"EPS",colorViolet,styleLine|styleThick|styleOwnScale);
> > >
> > > //Plot
(Sales,"Sales",colorBlue,styleLine|styleThick|styleOwnScale);
> > >
> > > //Plot(IY,"Interest Yield AAA Corporate
> > > Bond",colorBlack,styleLine|styleThick);//|styleOwnScale);
> > >
> > >
> > >
> > > Title = "Quick Value Information by D Lindberg "
> > >
> > > + Date()+" - "+Name() + " - Open =
"+Open+" High = "+High+" Low
> > = "+Low+"
> > > Close = "+Close
> > >
> > > + " - Vector Vest Quick Value Estimate = "+ Value +
" - Book
Value
> > Per Share
> > > = $" + BV + " - PE Ratio = "+PEratio+" -
Earnings Yield = "+EY
> > >
> > > +"% - QP3 Relative Strength Ranking = "+ QRS
> > >
> > > +" - QP3 EPS Ranking = " + QEPSR + " -
Institutional Holding
> > = "+QInst+" %"
> > > + " - EPS= $"+EPS + " - Sales ! = $"+ ;Sales
> > >
> > > + "- Profit Margin = "+ PM + "% - Return on
Equity = "+ROE +"% -
> > Quarterly
> > > Revenue Growth = "+QRG+"% - Quarterly Earnings Growth
= "+QEG
> > >
> > > +"% - One Year Target Price= $"+OYT+" - AAA
Cotporate Bond Rate
> > = "+ IY
> > >
> > > ;
> > >
> > > SetChartOptions( 0,chartWrapTitle);
> > >
> > >
> > >
> > >
> > >
> > > -------------------------------------------------
Code Ends Here
> > > ----------------------------------------
> > >
> > > _____
> > >
> > > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > [mailto:amibroker@yahoogrou <mailto:amibroker%40yahoogroups.com>
ps.com]
> > On Behalf
> > > Of ax_ray2222
> > > Sent: Thursday, June 21, 2007 1:13 AM
> > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > > Subject: [amibroker] Re: Tomasz, can this be done? please!
> > >
> > >
> > >
> > > Brian, I understand your concerns, but I need some answers
> > regarding
> > > the program. I did sent a message with all my questions to AB
> > support
> > > and did not received any answer yet, so I try to find out in
the
> > help
> > > group here, from the other users or from somebody who already
know
> > > the answer and is willing to help.
> > >
> > > I tried your suggestions and I made a formula with AddColumn
for
> > the
> > > test items I needed in the window as follow, but I just get a
black
> > > screen (the background):
> > >
> > > _SECTION_BEGIN("Fundamentals Columns");
> > > EPS=GetFnData("EPS");
> > > Tgt=GetFnData("OneYearTargetPrice");
> > > PM! =GetFnDa ta("ProfitMargin");
> > > AddColumn(Close,"Close",1.2,IIf(
Close>=15, (colorGreen ),
> > > (colorOrange )));
> > > AddTextColumn( FullName(), "Company
> > > Name",1.0,colorBlack,colorYellow,170 );