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The adjusted .vs. unadjusted is a nice option. The problem is that
typically one needs both simultaneously. You MIGHT and I emphasize
MIGHT as I haven't thought about this much, want to consider just
using OI for stocks since they're the only securities that typically
have splits and really have no use for OI per se.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
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> > > >
> > > >
> >
> >
> >
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