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Fred,
You are absolutely right. I was already thinking about that.
This would of course cause increase of database size (I am thinking
about Chuck for example who wants to put as much quotes as possible
in RAM for faster backtests) but it is worth considering.
Uenal suggested similar thing in AmiQuote list.
If only a day had more than 24 hours :-)
By the way: newest Quotes Plus plugin already provides such option,
you can choose if you want split adjusted or not adjusted data.
(in File->Database Settings->Configure)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 16, 2003 11:52 PM
Subject: [amibroker] Re: Uadjusted Yahoo Data - Any news?
> Tomasz,
>
> A suggestion here regarding splits ...
>
> The best of all worlds would to be able have a record of when the
> splits actually occured and at what factor and have this imbedded in
> the data i.e. another array "S" if you will that had a cumulative
> split factor in it. This would allow one to look at either adjusted
> or unadjusted data at will.
>
> Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Yuki,
> >
> > I agree with you. I was just offering some solution for just
> splitting
> > one symbol. Good news are that next beta version of AMiBroker (4.45)
> > will have a new flag in the ASCII importer that will allow using
> > getting split adjusted or not adjusted from Yahoo according to your
> preference.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Yuki Taga" <yukitaga@xxxx>
> > To: "Tomasz Janeczko" <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Thursday, October 16, 2003 11:31 PM
> > Subject: Re: [amibroker] Uadjusted Yahoo Data - Any news?
> >
> >
> > > Hi Tomasz,
> > >
> > > Friday, October 17, 2003, 2:41:59 AM, you wrote:
> > >
> > > TJ> You can use Symbol->Split menu in AmiBroker to adjust your
> data.
> > >
> > > You sure can, but 1) according to the docs this is irreversible
> once
> > > done, so be careful, and 2) not all those huge gaps are splits.
> You
> > > can find places like www.hotquotes.com where you can *fairly*
> easily
> > > research the splits. However, (my dear Tomasz) we need a tweak on
> > > the Database Purify tool, IMHO. What is needed is a way to flag a
> > > particular "split" identified by the tool as *NOT* a split, and
> have
> > > that flag stick. Unfortunately, the tool, while apparently
> finding
> > > all the splits, also finds a lot of non splits as well. And they
> > > never go away, so you can never run this and get a clean score.
> > > Always, you will have literally dozens if not hundreds of flags in
> > > the Database Purify output suggesting splits that, according to
> the
> > > research record, never actually happened. Could be that some of
> > > those are just erroneous research data too, but the site mentioned
> > > above seems awfully thorough about this.
> > >
> > > Best,
> > >
> > > Yuki
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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-----------------------------------------
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