hscott
34 posts
msg #51568
- Ignore hscott |
5/13/2007 10:56:14 AM
I am very happy to have this new option. But in playing around with filters it seems that it can only access current fundamental data. In other words if you ask for "ROE 60 days ago" you will get the same number as you get for today. So backtesting a filter using this data seems to be a nogo. Is that because the data is just not updated often?
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stockfetcher
980 posts
msg #51572 |
5/13/2007 6:10:34 PM
Hi,
At the current time, StockFetcher only supports current fundamental data values. We do not support historical values at this time.
StockFetcher.com Support
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danv83
44 posts
msg #54572
- Ignore danv83 |
9/5/2007 12:10:37 AM
how does this effect backtesting??
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hscott
34 posts
msg #54574
- Ignore hscott |
9/5/2007 8:08:57 AM
It affects backtesting because the values of these fields can change with time. So if you have a filter that you wish to backtest over, say, the last year then you want the value of the fundamental field starting a year ago, not the value today.
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danv83
44 posts
msg #54583
- Ignore danv83
modified |
9/5/2007 1:18:38 PM
that i understand, i should have been clear.
what i am wondering is if i search for stock say with eps >1
and i am backtesting in 2003 - am i not backtesting 2003 eps data - or am i, or am i just referencing the 2007 data?
i understand the fundamental data is not intraday - but is it not yearly as well?
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hscott
34 posts
msg #54601
- Ignore hscott |
9/6/2007 8:10:10 AM
As far as I understand you can only access the current value of such a field. If you find out differently let me know because I would also love to have the historical data available.
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danv83
44 posts
msg #54611
- Ignore danv83 |
9/6/2007 6:36:19 PM
dear stockfetcher - when can we have historical fundamentals?
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