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There
was a drop of $10.92 on December 2, depending on where you get your data and how
dividends are handled. This is THE BIGGEST problem with
data. If I set switches in my data program so that it is
backadjusted for dividends, prices actually go negative in early
years. So, like most people, I don't have my data backadjusted for
dividends.
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But,
then what do you do with an $11 virtual loss that isn't really a
loss? There simply isn't a good answer for it. In my own
backtesting software, if dividends occur during the life of a trade,
they get deducted from the entry price so that P/L figures are
right. AmiBroker can't really do that for us since it doesn't know
about dividends.
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size=2>
So,
Chris, I've given you a lot of words but haven't really answered your
question. I can only "feel" for you.
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: Ara Kaloustian
[mailto:ara1@xxxxxxxxxx]Sent: Monday, January 05, 2004 11:15
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
dividendI have different data for 12/2 (from
QP)Open: 20.20, High: 22.14, Low: 20.00, Close: 22.05Dont see a
drop???Your data may be----- Original Message ----- From:
"indiana0352" <cs_winn@xxxxxxxxxxx>To:
<amibroker@xxxxxxxxxxxxxxx>Sent: Monday, January 05, 2004 6:34
PMSubject: [amibroker] dividend> Does anyone know how I can
compensate for large dividend payments> made by companies in the stock
prices in AB??>> eh NCRX which paid out a $10.92 cash
dividend on Dec 2, shows in AB> as dropping significantly that day when
really it didn't.>> The only way I could firgure it out would be
to do a reverse> division and calculate a split value which I
enter. Is there an> easier way?>> TIA,>
Chris>>> Send BUG REPORTS to bugs@xxxxxxxxxxxxx>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx>
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