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<FONT face=Arial color=#0000ff
size=2>hhmm.... sounds familiar? What a great
idea!
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Fred
[mailto:fctonetti@xxxxxxxxx]Sent: Thursday, October 16, 2003 6:43
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Uadjusted Yahoo Data - Any news?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> >
> > -----------------------------------------> > > >
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx >
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href="">http://groups.yahoo.com/group/amiquote/messages/)>
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href="">http://docs.yahoo.com/info/terms/
> > > > > > > > > > >
>> > > > > > > > Send BUG REPORTS
to bugs@xxxx> > Send SUGGESTIONS to suggest@xxxx> >
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