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If one has adjusted close in the "close" field and unadjusted
close*100 in "OI", one can quickly get the conversion factor:
unadjustedClose = OI/100;
SplitRatio = Close/unadjustedclose;
unadjustedVolume = Volume*SplitRatio;
etc
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> 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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