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[amibroker] Yahoo data (was US stock splits)



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Yuki,

If this is your first download from Yahoo, you "should" not have to 
worry about hunting for any splits to correct. 

However, subsquent downloads from Yahoo can create discontinuities 
in the price series. The reason is that for speed reasons, Amiquote 
can be set to find the last date your data base was updated and then 
just ask Yahoo for the data since that date. That is no problem for 
most stocks, but there will be a few that split during the period 
and should have their entire history down load.  

If you are just planning to do some back testing, you do not need to 
download each day. In fact for back testing, downloading once a 
month might be all that is needed. In that case, you could set 
AmiQuote's begin date to 1980 and do a "full" download. It will take 
a long time (hours not minutes), but it is only happening once a 
month.

Once you get to the point you plan to use Amibroker to trade US 
stocks, it would make sense to spend $200 or $300/year for a data 
service to get quick daily downloads without any price 
discontinuities due to splits. 

b



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