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Partner 728x90

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Earnings Data

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    Earnings Data

    Is there any way for me to incorporate earning data into my strategy for back-testing and live trading, similar to how you can include Dividends on the Misc Tab of the Instrument Editor?

    Basically I am just looking for a way to have my strategies not take trades around earning dates?

    Thanks,
    Erik

    #2
    Erik, the closest available here would be the OnFundamentalData() - http://www.ninjatrader.com/support/h...aeventargs.htm

    However it would not allow for backtesting and there's no access to the earnings release timeframe scheduled, just the current and next years projected EPS.
    BertrandNinjaTrader Customer Service

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      #3
      does Kinetick provide these values?

      Possible values:

      AverageDailyVolume
      Beta
      CalendarYearHigh
      CalendarYearHighDate
      CalendarYearLow
      CalendarYearLowDate
      CurrentYearsEarningsPerShare
      FiveYearsGrowthPercentage
      High52Weeks
      High52WeeksDate
      HistoricalVolatility
      Low52Weeks
      Low52WeeksDate
      NextYearsEarningsPerShare
      PercentHeldByInstitutions
      PriceEarningsRatio
      SharesOutstanding

      Comment


        #4
        Hi,

        Thank you for your post.

        We have most of these available. Please send a note to support at kinetick dot com, asking for me and referring to this post. I will send you a document with what's exactly supported.



        Vince
        Last edited by NinjaTrader_VinceB; 07-27-2011, 04:14 AM.
        VinceNinjaTrader Customer Service

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          #5
          Dear Vincent,

          I've a similar question but for TD Ameritrade. Do they provide these values? I've mapped some columns (e.g. priceearningsratio) in MA but they remain blank.

          I was wondering also if you could export the screener results of MA filters to Strategy analyzer? From what I've read it does not seems possible except to the save the grid as a csv and the import stock symbol list?

          Thank you for the support,
          Ch90

          Comment


            #6
            Hi Ch90, unfortunately TDA would not provide this data - you're correct in understanding about the results of the Market Analyzer as well, this could not be accessed by our NinjaScript to work in a strategy, however with custom coding in your strategy (MultiSeries) most of the screening results should be reproducible.
            BertrandNinjaTrader Customer Service

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