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--- quanttrader714 <quanttrader714@xxxxxxxxx> wrote:
> First, because I saw an implication in one post that others
> should jump on this bandwagon and convince Tomasz to implement it and
> I feel that would be a colossal waste of his limited time.
Mark, Chuck, Tomasz, Paul, etc.
I think there is fairly simple solution which would involve very little extra
programming work. This solution does not require any new code within AB itself.
All that would be needed is a way to tell the CSI plugin which type of adjusted data
to put into the O,H,L,C fields. Then a user could, if they wish, select their
personal choice of the 3 types of adjusted data offered by CSI (split adjusted,
split adjusted plus dividend adjusted by subtraction, or split adjusted plus
dividend adjusted by ratio).
Ideally, the plug-in would be able to support and update 2 databases for use by AB:
one without dividend adjustments and one with dividends adjustments. Here is how it
might look:
Database One would have the following data:
O,H,L,C = O,H,L,C adjusted for splits (but not for dividends)
V = Volume not adjusted for splits
OI = Close not adjusted for splits (the "raw" close).
Database Two would have the following:
O,H,L,C = O,H,L,C adjusted for both splits and dividends
V = same as the first database
OI = same as the first database
My guess is everyone would want Database One since that would be similar to data
other users would be using from most providers - thus allowing users to compare test
results.
Some CSI users, perhaps a minority, perhaps a majority, might also wish for their
own peace of mind to re-run system tests using Database Two - just to be sure that a
system's results were not biased by the absence of dividends in Database One.
Is it "doable" to give the CSI plugin the ability to maintain two distinct databases
for AB? By that I mean is this doable without it requiring a lot of extra
programming?
b
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