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Tomasz,
Thanks for the explanation, and the upgrade to take care
of these Yahoo! changes.
I'll explain what I 'thought' was confusing. Here's the
read me (which, incidentally, looks like it applies to File/Import ASCII
and not to Amiquote):
ASCII importer: support for importing unadjusted Yahoo data performing
adjustment on the fly:
new field ADJCLOSE - to read adj. close column from
Yahoo. Works _only_ in conjunction with CLOSE field. When both CLOSE and
ADJCLOSE are present in the ASCII format definition then importer calculates
split factor by dividing ADJCLOSE/CLOSE. It then multiples OPEN, HIGH, LOW and
CLOSE fields by this factor and divides VOLUME field by this factor. This
effectively converts unadjusted prices to split adjusted prices. Split ratio
gets locked once ADJCLOSE drops below 0.05.
new command $ROUNDADJ decimaldigits - causes
split-adjusted prices (see above) to be rounded to 'decimaldigits' precision.
By default no rounding is done.
new command $RECALCSPLITS 1 - (off by default) causes
that splits are recalculated by AmiBrokerby the algorithm that tries to
construct correct adjusted price, based on inaccurate information provided by
Yahoo.Note that Yahoo provides only 2 decimal digits in adj. close field
therefore the more adj. close approaches zero due to adjustements the error
grows. The option $RECALCSPLITS 1 is intended to address this problem (at
least partially).It works as follows:1. for each bar ratio
ADJCLOSE/CLOSE is calculated2. if the ratio changes in two consecutive
bars by more than 10% it means thatsplit happened that bar. True split
ratio is guessed by matching true fractionin the format of X/Y, where X
and Y = 1..9, to the change in ratios.3. Then true split ratio is used to
adjust all past bars until new split is detected.
new command $RAWCLOSE2OI 1 - (off by default) - causes
that OpenInterest field gets assigned CLOSE (raw close) field value multiplied
by 100
About half way through this I was wondering how I was
going to use the new '$RECALCSPLITS 1' command etc.! I gave up in alarm before
reading that this was:
Compatible with existing AmiQuote versions.
This is the way a non-programmers mind works
<G>
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, October 24, 2003
09:02
Subject: [inbx] Re: [amibroker] ASCII
Import
Steve,
I don't know what do you think is confusing.
New version of AmiBroker (4.46.1) just works with EXISTING
AmiQuote 1.55
exactly the same way as old versions did. No change in
operation is necessary.
The only difference is that when you download history from
yahoo quotes are automatically
split adjusted.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=steve2@xxxxxxxxxxxxxxxxxxxx
href="">Steve Almond
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">Ami
Sent: Friday, October 24, 2003 9:45
AM
Subject: [amibroker] ASCII Import
The new method of importing Yahoo! data seems confusing.
How does it relate to Amiquote? Is Amiquote redundant, or is a new version
on the way?
SteveSend BUG REPORTS to <A
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
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--------------------------------------------
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