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Re: [amibroker] Re: ASCII Import



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Steve,
 
Thank you for the reply.
 
Read me lists all technicals for completness and for advanced 
usage. But if you looked one point below it says :
 
- new aqh.format file included in "formats" subfolder using new ASCII 
importer commands to import and adjust prices from Yahoo. Compatible with 
existing AmiQuote versions. 
 
It means that the beta is set up so that it replaces (without 
user intervention) existing aqh.format file so it uses new features 
automatically and you don't need to touch anything at 
all.
 
Every beta is set up so that you can simply accept the 
defaults and these default setup suits 99% of users. 
 
One comment: the automatic adjustment feature of course 
affects new downloads / new imports only. So you need to 
re-download
(or re-import) entire history to get split adjusted 
quotes.
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=steve2@xxxxxxxxxxxxxxxxxxxx 
  href="">Steve Almond 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, October 24, 2003 10:22 
  AM
  Subject: [amibroker] Re: ASCII 
  Import
  
  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?
       
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