Fundamental datas

Questions about MultiCharts and user contributed studies.
tcat
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Fundamental datas

Postby tcat » 10 Sep 2009

Hi,

Does MC support historical fundamental datas? I haven't found mention of this anywhere. I'm looking for price earning ratios, growth and so on, to be used with MC scanner, the way TS does it.

see www.TS.com/strategy_testing/st_scanner.shtm

If not, any chance to get it in the near future?

Thierry

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Andrew Kirillov
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Postby Andrew Kirillov » 11 Sep 2009

Dear Thierry,

Yes, we consider adding fundamental data in MultiCharts.

Which data source would you recommend?

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konstantin
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Postby konstantin » 16 Sep 2009

On the same topic of fundamental data:

I have ascii files with fundamental data and would like to ascii map these fundamental datas together with price data.

e.g.:
Date, Open, High, Low, Close, Vol, Earnings, Revenue, ...

Ist this possible?

Then I would like to reference these additional fields in PowerLanguage, e.g. "Field1", "Feld2", etc.

zukkaweb
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Postby zukkaweb » 17 Sep 2009

why don't add the possibility to download fundamental data from
free web resources, and combine it by datafeed that haven't?

tcat
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Historical fundamental datas

Postby tcat » 17 Sep 2009

Hi Andrew,

Sorry for the delay, I missed your answer.

IB is actually offering Thomson Reuters Worldwide Fundamentals for a fee.
www.interactivebrokers.com/en/p.php?f=m ... entity=llc

Also, I guess the ability to fetch fundamental datas from free quotes would allow to build a historical set...over time.

Thierry

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Postby tcat » 25 Feb 2010

On the subject of fundamental data, I have started integrating COT data through ASCII import. It does the job, but requires some data manipulation in order to import only the essential data in quotemanager.

Before I start dealing with the process automation, I would like to know if tssupport has any short term plans to have quotemanager accept customized data source. This would facilitate the ability to deal with non standard data feed.

Thierry

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geizer
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Postby geizer » 08 Apr 2010

Fundamental data can be downloaded from Yahoo. Here you are.

here is a cheat sheet

http://www.gummy-stuff.org/Yahoo-data.htm

The site has a lot of other interesting things as well.

--

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TJ
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Postby TJ » 08 Apr 2010

Fundamental data can be downloaded from Yahoo. Here you are.

here is a cheat sheet

http://www.gummy-stuff.org/Yahoo-data.htm

The site has a lot of other interesting things as well.

--


good find.

thank you for sharing.

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geizer
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Postby geizer » 08 Apr 2010

Glad to be helpful, TJ

matrix
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Postby matrix » 27 Apr 2010

Can we get the TS COT study to work in MC or is purely for TS?

tcat
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Postby tcat » 29 Apr 2010

At this point in time, it is purely a TS thing.

If you feel like dealing with raw data, you can create a fake COT_specific data feed in quote manager and map the quote to a txt delimited file. I have done this for historical testing, but haven't fully automated the process which requires some batch scripting. Also, as the quote format in MC does not allow for user defined fields, you need to limit the usage of the data to what you consider essential for your usage.

Thierry

matrix
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Postby matrix » 29 Apr 2010

tcat, what do you mean by

Also, as the quote format in MC does not allow for user defined fields, you need to limit the usage of the data to what you consider essential for your usage.


ok so it will require some work... and alot of db maintenance

Matrix

tcat
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Postby tcat » 29 Apr 2010

The fields currently accessible in quote manager are the following:
"Open, High, Low, Close, Volume, OI".
You need to map your data with those fields (and to remember about your specific mapping).
It's a workaround, not a final solution though. And it's a bit heavy if you are following several markets. The good point is that COT data is only released once a week.

Thierry

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Postby matrix » 29 Apr 2010

do you map Long Position as a Data Series(Symbol) with OHLC all the same value and then another one for Short Position with again same OHLC and then replicate this for Com, Non-Comm and Non Reportables?

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Postby tcat » 29 Apr 2010

I only deal with the COM long/short ratio, which I propagate in the OHLC. I don't deal with Non-COM and Non-Reportables.

matrix
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Postby matrix » 29 Apr 2010

thxs tcat.

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Re: Fundamental datas

Postby bomberone1 » 31 Jan 2013

I post image of a Default COT WOrkSpace by TS.
Could you built it like the image attached please?
Attachments
cot screen ts.PNG
cot screen ts.PNG (168.42 KiB) Viewed 820 times

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Henry MultiСharts
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Re: Fundamental datas

Postby Henry MultiСharts » 31 Jan 2013

bomberone1 wrote:I post image of a Default COT WOrkSpace by TS.
Could you built it like the image attached please?

Hello bomberone1,

If you have the appropriate version of this add-on for MultiCharts then it should work ok in our scanner.

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Re: Fundamental data

Postby Fonz » 09 Oct 2013

Hi

I can see from this topic that just few of us are interested by fundamental analysis integration with Multicharts, like we can have with TS.

Is there really any chance than this possibility will be added in the near future?

Now, when I want to check the COT data, and display the data on a chart, I go to http://www.nowandfutures.com/cot.html
I hope that will help.

Thanks anyway
Fonz

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Re: Fundamental datas

Postby clonardo » 11 Oct 2013

I've had a lot of success using MySQL for external data sources (including time series). Even with minute bar data, there are some tricks to making it work quickly, but it's quite doable.

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Henry MultiСharts
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Re: Fundamental datas

Postby Henry MultiСharts » 18 Oct 2013

That is possible that Fundamental data support will be added in one of the future releases, but at the moment it is not in our to-do list for the nearest versions.

You can vote for the corresponding feature requests here:
https://www.multicharts.com/pm/viewissue ... _no=MC-479
https://www.multicharts.com/pm/viewissue ... no=MC-1137


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