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Yuki,
It is completely independent of data purify tool.
It just uses new Yahoo adjclose field to find out what is the split factor.
Yahoo now provides the following format:
Date,Open,High,Low,Close,Volume,AdjClose
OHLC fields are UNADJUSTED.
New ASCII importer as already described in the read me
calculates adjustment factor by dividing
AdjClose by Close (unadjusted).
Factor = AdjClose/Close;
Now it multiplies unadjusted OHL fields by that factor
to get adjusted OHL
AdjHigh = Factor * High
AdjLow = Factor * Low
AdjOpen = Factor * Open
and divides volume:
AdjVolume = Volume / Factor;
All this is done in ASCII importer that is automatically invoked
after AmiQuote downloads data.
Obviously to get split-adjusted data you have to re-import
(or re-download if you don't have .AQH files for entire history)
the data.
To do so, simply go to AmiQuote and set "FROM" date
as far back as long history you would like to have.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
To: "Tomasz Janeczko" <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 24, 2003 12:05 PM
Subject: Re: [amibroker] Re: ASCII Import
> Hi Tomasz,
>
> Friday, October 24, 2003, 5:31:35 PM, you wrote:
>
> TJ> One comment: the automatic adjustment feature of course
> TJ> affects new downloads / new imports only. So you need to
> TJ> re-download
>
> I'm curious how this works TJ. Is it a different algorithm than the
> Database Purify tool? The reason I ask is that I found numerous
> situations where DP flagged a possible split that turned out to not
> be a split, just a large gap. So, if this works the same way, will
> we get "adjusted" prices that should not really be adjusted in some
> cases?
>
> Yuki
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
>
>
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-----------------------------------------
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