Predictably, around the Earnings Report periods, volatility is up. This may or may not influence how you trade. I am not advocating any approach, but the fact trading changes.
To quote Forbes, “Publicly traded companies are required to file three quarterly reports with the U.S. Securities and Exchange Commission (SEC) on what's known as a Form 10-Q.”
This required announcement data is available on most platforms and providers like on Yahoo Financials’ Calendar page.
Barring opinion and an endless strategies debate, this data is real.
The point is not how you trade but having the data to trade. Everyone must make their own, hopefully educated, decisions. Not having data limits this choice.
I know AmiQuote / AmiBroker can include this and my hope is it will.
AmiQuote downloads data from public web sites. Do you have public URL that is accessible? If so, you can create user-definable data source in AmiQuote and it will download whatever you want.
Unfortunately, I do not have all the skills to do whatever I want.
After looking at Yahoo Finance Calendar this is likely not the best source for historical earnings data, however Alpha Vantage may be. This is where I found instructions for one possible public source: API Documentation | Alpha Vantage
Trying to create a 'user-definable data source' is not something I am yet capable of. I wish I were, but I have never done such things. I need something more to work with and hope to find it here.
I am sure it can be done but need to know how to do it. My post was about why what seems to me standard data was not included as much less capable platforms/software provide it.
AlphaVantage is already included as an example. Use Data Source->Import menu in AmiQuote.
Given the depth of AmiBroker if is often difficult for me to find a place to start. I will pursue the example given and knowing it is possible to get the data I need.
Ok I looked at AlphaVantage's data but it dates don't match other data sources, TOS or Yahoo, nor does it have the release times for the reports.
Typically and what I see and use is the date and the release time either before, during, or after market open/close. When after market it shifts everything to the next day for NYSE regular trading hours. I don't trade after hours.
So AlphaVantages won't work for me. I know Yahoo calendar has this data but unsure of the quality. Still looking.
Still trying to find reliable earnings report dates with time of release. As a point of use, I don't wish to trade during this volatile period, it is too much of a crap shoot. Without these date and release times, setting up any trade rule is pretty near impossible. In TOS it is quite easy to find, identify, and code for this. I believe this is true of other platforms. I am surprised it is not accessible in Amibroker. As mentioned Yahoo has this data, although I am unsure of the quality.
I can do the AFL coding if I can get the data.
I have found several Python based scrapers that pull the earnings date data from Yahoo but I do not understand how to integrate that with AmiQuote.
I am sure there is a way but I don't know Python and am new to AFL. I am also unsure of the robustness for some of the Python error handling of missing data, or otherwise.
Any direction and help is greatly appreciated.