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Hello b519b, Fred,
If you use the following ASCII importer format definition
$FORMAT Date_DMY,Open,High,Low,Close,Volume,OpenInt
$PRICEFACTOR 100
$SKIPLINES 0
$BREAKONERR 0
$SEPARATOR ,
$DEBUG 1
$AUTOADD 1
$CONT 1
$GROUP 254
You would be able to have:
unadjusted OHLC in regular OHLC fields and
adjusted close in OI field already.
Since OI field is integer, the above format definition
multiplies all prices by 100 (see $PRICEFACTOR 100) to
avoid truncating 2 decimals.
All this with already existing versions of AmiQuote and AmiBroker.
(the only thing required is to change aqh.format file from Formats subfolder
to format presented above)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "b519b" <b519b@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 17, 2003 5:03 AM
Subject: [amibroker] Re: Uadjusted Yahoo Data - Any news?
> 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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>
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> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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