|
PureBytes Links
Trading Reference Links
|
All,
Paul and I've been discussing this today and we were able
to come up with a relatively better/faster solution. The
resulting QP2 dll is similar in concept to Paul's original
solution, and provides the split ratio in OI field that you can
use to convert the adjusted values into raw values.
I unfortunately have VC++ 7.1 installed, which makes the
resulting dll dependent on the 7.1 runtime dll's, which
many of you may not have. So if there's enough interest,
perhaps we could ask Tomasz to just build it but not
support it. I was going to ask for a volunteer but
this file is not supposed to be distributed to non-members.
Thanks everyone for your help.
Jitu
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Binnell" <Paul@xxxx> wrote:
> Actually I did not change vender string. I changed the plug-in
name in the
> source code but not the vender name. I did not want to take credit
for the
> plug-in since 95% of the code was from you. I see your point
though and
> will change it.
>
> Paul.
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...]
> Sent: 12 December 2003 13:25
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Unadjusted Close price in QP3...
>
>
> Paul,
>
> Thank you very much for RENAMING it.
> I hope you have changed "vendor" string in the source too.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Paul Binnell" <Paul@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, December 12, 2003 4:28 AM
> Subject: RE: [amibroker] Re: Unadjusted Close price in QP3...
>
>
> > No, I don't replace it. I renamed it. The one that comes with
> > amibroker is QP2.DLL mine is PB2.DLL. The one drawback of this
> > plug-in is that the GetExtra data function in QP2.DLL can access
more
> > then mine. The code that I used to create this must have been an
> > older version and it does not have the raw data option in the
> > settings. When you select the plug-in it should read "Quotes
Plus
> > data Plug-in/Additional Functions by Paul Binnell". I will have
to
> > create a setup file for the plug-in as it uses MFC version 7.0
for the
> > plug-in. The current QP2.DLL uses MFC 4.2. I will upload it to
the
> > files area when I have it ready
> >
> > Paul
> >
> > -----Original Message-----
> > From: jtelang [mailto:jtelang@x...]
> > Sent: 12 December 2003 02:22
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Unadjusted Close price in QP3...
> >
> >
> > Paul,
> >
> > That'd be awesome if you could upload it. So you essentially
replace
> > the default plugin dll with yours?
> >
> > BTW, it seems that at least with QP3, the volume figure
> > is not adjusted in any way (i.e. not divided by 100 or
similar)... At
> > least that's what I see when I access it in AB as V. Is the
behavior
> > different with QP2?
> >
> > Thanks.
> >
> > Jitu
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Paul Binnell" <Paul@xxxx>
wrote:
> > > I don't know about QP3 but I use QP2 and I used Tomasz's
SDK to
> > create
> > > my own QP2 plug-in (from his QP2 plug-in example) that returns
Raw
> > Volume,
> > > adjusted Price and a split ratio value in the Open Interest
field
> > so that I
> > > can reverse adjust the price and adjust the volume when
needed. I
> > can
> > > upload this file if you like.
> > >
> > > Paul
> > >
> > > -----Original Message-----
> > > From: Chuck Rademacher [mailto:chuck_rademacher@x]
> > > Sent: 11 December 2003 21:33
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Re: Unadjusted Close price in QP3...
> > >
> > >
> > > Jitu,
> > >
> > > I've been trying to help a couple of other people solve this
> > problem. I
> > > don't have QP3 data, so I can't experiment. Is it possible to
have
> > one set
> > > of data (with a unique prefix) that would contain the raw data?
> > >
> > > Then, you would have "IBM" and "*IBM". The data for "*IBM"
could
> > contain
> > > the raw prices and you could use a Foreign statement to pick
that
> > > information out of it.
> > >
> > > Is it possible to do something like this?
> > >
> > > -----Original Message-----
> > > From: jtelang [mailto:jtelang@x...]
> > > Sent: Thursday, December 11, 2003 1:31 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: Unadjusted Close price in QP3...
> > >
> > >
> > > Jayson,
> > >
> > > Yes, but if I downloaded it that way, then it's all
> > > raw data, which screws up the MA calculations. That's
> > > why I wish to download the adjusted data... I wish
> > > they had stored the raw data in a separate field...
> > >
> > > Alternately, is there a way to get the split information?
Because
> > > may
> > > be that would allow me to download raw data and calculate
adjusted
> > > price myself to calculate MA's, etc.
> > >
> > > Thanks.
> > >
> > > Jitu
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx>
wrote:
> > > >
> > > >
> > > >
> > > >
> > > > Jitu,
> > > > I have not tried it but..... file/database/configure there is
an
> > > option for
> > > > unadjusted data.
> > > >
> > > > Regards,
> > > > Jayson
> > > > -----Original Message-----
> > > > From: jtelang [mailto:jtelang@x...]
> > > > Sent: Thursday, December 11, 2003 12:34 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Unadjusted Close price in QP3...
> > > >
> > > >
> > > > Hi,
> > > >
> > > > Does anyone know of a way to access unadjusted raw Close
price in
> > > > QP3? I use backadjusted prices when I download the data so MA
> > > > calculations, etc. stay accurate, but would like to check for
the
> > > > unadjusted Close in my backtests. Is that possible? I went
through
> > > > the list of fields in GetExtraData help but didn't spot
anything...
> > > >
> > > > Thanks.
> > > >
> > > > Jitu
> > > >
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > > ADVERTISEMENT
> > > >
> > > >
> > > >
> > > >
> > > > 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.
> > >
> > >
> > >
> > > 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
> > > <http://docs.yahoo.com/info/terms/> .
> > >
> > >
> > >
> > > Yahoo! Groups Sponsor
> > >
> > > ADVERTISEMENT
> > >
> > >
> >
<http://rd.yahoo.com/SIG=12c7gb6du/M=267637.4116732.5333197.1261774/D=
> > egroup
> > >
> >
web/S=1705632198:HM/EXP=1071264160/A=1853619/R=0/*http://www.netflix.c
> > om/Def
> > > ault?mqso=60178356&partid=4116732> click here
> > >
> > > <http://us.adserver.yahoo.com/l?
> > M=267637.4116732.5333197.1261774/D=egroupmai
> > > l/S=:HM/A=1853619/rand=772094834>
> > >
> > > 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
> > > <http://docs.yahoo.com/info/terms/> .
> >
> >
> > ------------------------ Yahoo! Groups Sponsor
> > ---------------------~--> Buy Ink Cartridges or Refill Kits for
your
> > HP, Epson, Canon or Lexmark Printer at MyInks.com. Free s/h on
orders
> > $50 or more to the US & Canada.
> > http://www.c1tracking.com/l.asp?cid=5511
> > http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
> > ------------------------------------------------------------------
---~->
> >
> > 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 ---------------------
~--> Buy
> Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer
> at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
> http://www.c1tracking.com/l.asp?cid=5511
> http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
> --------------------------------------------------------------------
-~->
>
> 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 ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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/
|