Earnings Data

[ErikHR]

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

[NinjaTrader_Bertrand]

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.

[chuckt101]

does Kinetick provide these values?

Possible values:

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

[NinjaTrader_Vincent]

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

[ch9090]

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

[NinjaTrader_Bertrand]

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.