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



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Trading Reference Links

Brian --
I've looked for both
ODBCPLugin.doc and FundamentalDataProviders.xls in the files section and can't find either. 
Are they posted?  If so, where?
Thanks.
-- Keith

brian.z123 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@xxxxxxxxxps.com, "dwrowley_2000" <dwrowley@xx.>
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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