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MAYBE, but in any case with an extra step.
--- In amibroker@xxxxxxxxxxxxxxx, "b519b" <b519b@xxxx> wrote:
> 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
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > 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@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/
> > > > >
> > > > >
> > > > >
> > >
> > >
> > > Yahoo! Groups Sponsor
> > >
> > >
> > >
> > > 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 the Yahoo! Terms of
> > Service.
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---------------------------------------------------------------------~->
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-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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