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Since the AAII data is not historical, how are
you using it other than current (point in time) SCANS?
As a one time subscriber I remember
that AAII would not sell the historical
files. In fact I saw one guy
on the AAII forum trying to buy back
copies of the CDs to assemble historical files. Without
enough
historical data how can you backtest your
strategies? I was told at one time by Marc Gerstein from
Reuters that AAII
got their data from Reuters. ?
Best regards
JOEE
----- Original Message -----
Sent: Wednesday, May 10, 2006 2:37
AM
Subject: [amibroker] Re: Does anyone have
a system to import data from AAII into Amibroker?
As I've mentioned on various
occassions before, at my request Tomasz
has created a DLL called ThCSV
Plugin. It's intention originally was
to be able to read CSV-files with
data from Thomson Datastream (i.e.
columns of time series beyond OHLCVOI,
for example PE, DY, PC, etc.
for stocks, but also Duration, Convexity,
etc. for bonds). Works like
a charm.
No doubt it would be useful
for others too, since it can read any CSV
if structured in the right
format. Ask support for more details.
PS
--- In
[email protected], "mikelaurataylor"
<[EMAIL PROTECTED]>
wrote:
>
> There is not currently (to the best of my knowledge) a
place to
import
> fundemental data from outside parties into the
system. I have
> actually placed an update request with
AmiBroker to add some fields
we
> could use to import fundemental
data into.
>
> In the interum there are a few ways you can handle
this.
>
> (1) You can export the selected data from the AAII
database (I do)
> into a CSV and then during your scan you can read the
external
file.
> I do this for Float data. The
only problem is that it is slow
since
> it is accessing the external
file for each stock in the scan.
>
> (2) You can first do a
selection from the AAII database, for
instance
> for all stocks w/ a
low PE or whatever your criteria, then take that
> list of stocks and
bring it into a watchlist in AmiBroker and run
> technical scans on it
from there. For instance I recently ran a
> scan of
stocks with very high P/Es and which had future projected
P/Es
>
that were lower and some other criteria to give me a list of
>
potentially overpriced stocks. I then took this list and brought
it
> in as a watchlist and created a scan to see those that were
breaking
> under their 50 day moving averages to see if I could find
some good
> overpriced stocks that appeared to be breaking down to
short.
>
> Hope this helps.
>
> Mike
>
>
>
> --- In [email protected], "christophermuch"
<chris.much@>
> wrote:
> >
> > I'm trying to
develop a system that updates the fundamental data
from
> > AAII
in order to run a stock screener in Amibroker. If anyone
has any
> > ideas it would be greatly appreciated.
> >
Chris
> >
>
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