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RE: [amibroker] Re: How to use ATC only with positive EPS?



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Ray,

Keep the full AmiBroker Database, because Yahoo regularly changes their stock classifications and split information. Go into Auto Analysis and run the following Exploration against all stocks. When the Exploration is finished in the AA window choose File, Export to CVS and Save the file into your AmiQuote Directory.  Now create a new empty Database and use AmiQuote to populate it with the file you saved. You will now have only Stocks >= $5.00 whose 30 Day Avg Volume is >= $100,000.  You could also just save this to a Watch List in your primary Database, and then do all you work against that Watch List. This has the advantage that any Sector and Industry Information won’t have to be recreated.

 

-----------------------------Exploration Code Begins -----------------------------------------

Filter=             Close   >= 5 AND   EMA( Volume , 30 ) >=100000;

 

Buy=1;

Sell=1;

AddTextColumn(FullName(),"Name",1.2);

AddColumn (Close,"Close",1.2);

AddColumn (Volume,"Volume",1.2);

 

-------------------------- Exploration Code Ends ----------------------------

 

Hope this is what you wanted.

 

Enjoy,

 

Don


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of ax_ray2222
Sent: Monday, July 02, 2007 9:17 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: How to use ATC only with positive EPS?

 

Don, thanks for that. Now how can I create my own universe of stocks
from Yahoo and not all 8000 almost what comes with the AB? so if I
like to have only Stocks over $5 and over 100k average volume how
would I create that list and than create my new database?
any idea? or do you have that already and would you like to share it?

Thank you for that, Ray

--- In amibroker@xxxxxxxxxps.com, "Don Lindberg" <dlindber@xx.> wrote:
>
> Ray,
>
> Won't work. The smf-addin is for Excel. The formulas only work in
Excel. You
> would have to create some kind of _javascript_, or _vbscript_, and
that is not
> for the faint of heart. With some of the programming geniuses we
have it
> this group I would think if it were possible someone would have
already done
> it. If you are not a programmer there is no plug and paste stuff
that will
> work. But keep looking, that's how new things happen.
>
>
>
> Good Luck,
>
> Don
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of ax_ray2222
> Sent: Monday, July 02, 2007 6:28 PM
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] Re: How to use ATC only with positive EPS?
>
>
>
> Don, I was thinking if we can use smf-addin formulas to retrieve the
> missing data from other web pages direct in the fundamentals fields
of
> AB, that will make it so much more powerful.....what do you think?
>
> Ray
>
> --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com, "Don
> Lindberg" <dlindber@> wrote:
> >
> > Ray,
> >
> > I can pull data from the Web into Excel, but there is no way that
I
> know of
> > that you can do that in AmiBroker. Your off on new territory and
> way beyond
> > my skills.
> >
> > Good Luck,
> >
> > Don
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> [mailto:amibroker@yahoogrou <mailto:amibroker%40yahoogroups.com>
ps.com]
> On Behalf
> > Of ax_ray2222
> > Sent: Monday, July 02, 2007 2:24 PM
> > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > Subject: [amibroker] Re: How to use ATC only with positive EPS?
> >
> >
> >
> > Don you are right, but as an exercise....I 'd like to see what
> > results I get and if it comes close to any other data....
> > Do you know of any other way of getting fundamental data from the
> > Internet direct, without using excel?
> > Like if EPS is missing from Yahoo to check Zacks page and
retrieve it
> > with the specified formula? That means I guess to add that code
in
> > AmiQuotes somehow....
> >
> > Ray
> >
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com, "Don
> > Lindberg" <dlindber@> wrote:
> > >
> > > Ray,
> > >
> > > You are missing the point. If you only pull data that has
positive
> > value
> > > then by default you are eliminating all the stocks that Yahoo
> > doesn't give
> > > EPS data on. Given that fact your ATC PE and PS values are
BOGUS,
> > because
> > > they do not include all the stocks in any given Industry!!!
> > >
> > >
> > >
> > > It's the old "Garbage In, Garbage Out" For your ATC to be of
any
> > value you
> > > can't just pick and choose the data you want. Trust me, its all
or
> > nothing.
> > > Do the math. If an Industry is made up of 100 stocks, but you
only
> > use data
> > > on 75 stocks because Yahoo doesn't give you data on the other
25
> > your
> > > results ARE NOT indicative of the whole Industry!!!!!
> > >
> > >
> > >
> > > Don Lindberg
> > >
> > >
> > >
> > > _____
> > >
> > > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > [mailto:amibroker@yahoogrou <mailto:amibroker%40yahoogroups.com>
> ps.com]
> > On Behalf
> > > Of ax_ray2222
> > > Sent: Sunday, July 01, 2007 10:20 PM
> > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > > Subject: [amibroker] How to use ATC only with positive EPS?
> > >
> > >
> > >
> > > How can I write an Industry ATC composite formed only by the
> > positive
> > > EPS stocks?
> > > -create Industries with ATC formula but if stock has EPS<=0.01
> > don't add
> > > it to composite and
> > > -do not count it in the OI counter field, so the Industry
composite
> > will
> > > have the averages formed out of just the positive EPS stocks.
> > >
> > > Any idea how this can be achieved? Thank you for any help, Ray
> > >
> >
>

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