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RE: [amibroker] Re: Unadjusted Close price in QP3...



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Paul

-----Original Message-----
From: jtelang [mailto:jtelang@xxxxxxxxx] 
Sent: 13 December 2003 02:54
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Unadjusted Close price in QP3...


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
> > > > 
> > > > 
> > > > 
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Attachment:
PB2.dll

Attachment: Description: "Description: application/msdownload"