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[amibroker] Re: Uadjusted Yahoo Data - Any news?



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Yes except not just adjusted and unadjusted close but a factor that 
can be used to adjust/unadjust ALL the price arrays AND volume.

--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" 
<chuck_rademacher@x> wrote:
> hhmm.... sounds familiar?    What a great idea!
>   -----Original Message-----
>   From: Fred [mailto:fctonetti@x...]
>   Sent: Thursday, October 16, 2003 6:43 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [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
>   > > > >
>   > > > >
>   > > > >
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