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[amibroker] Re: Std Dev


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: [amibroker] Amibroker updating using "Adjusted close" instead of "close" price from Yahoo Historical is causing Severe problems
  • From: "don" <donmac63@xxxxxxxxxxxx>
  • Date: Fri, 26 Mar 2004 00:51:27 -0800

PureBytes Links

Trading Reference Links

Does anyone know how to make amibroker update using the "Close" price Not
"Adjusted Close" price when updating from Yahoo Historical?.

The problem is for example. AGL.AX

If  updating thru Amiquote from Yahoo Current the close price is correct,
but when I update thru Amiquote from Yahoo Historical the whole chart
changes and any signals I had from my trading system DISAPPEAR. The cause is
the use of the Adjusted Close value from Yahoo Historical instead of the
Close value..

I'm interested in the real close value being 11.70 on the 25th-Mar-04    NOT
the Adjusted close value of 11.41

AGL.AX  simply never traded at 11.41 at any point throughout that day, it
finished trading at 11.70

Charts simply DO NOT display what is really happening and messes up my
trading system SEVERELY.

Does anyone know how to resolve this issue?

Any help appreciated.

Thanks in Advance.



                                Date                        Open
High                   Low                    Close
Volume         Adjusted lose

      25-Mar-04 11.63 11.70 11.59 11.70 1,976,770 11.41
      24-Mar-04 11.60 11.64 11.51 11.64 983,749 11.35
      23-Mar-04 11.71 11.71 11.61 11.64 1,526,610 11.35
      22-Mar-04 11.70 11.71 11.62 11.64 579,137 11.35
      19-Mar-04 11.72 11.79 11.70 11.70 1,185,640 11.41
      18-Mar-04 11.78 11.78 11.66 11.69 3,419,710 11.40
      17-Mar-04 11.60 11.70 11.51 11.70 1,006,670 11.41
      16-Mar-04 11.50 11.58 11.46 11.58 770,314 11.29
      15-Mar-04 11.53 11.53 11.48 11.51 894,773 11.22
      12-Mar-04 11.50 11.50 11.40 11.49 1,840,850 11.21
      11-Mar-04 11.36 11.51 11.36 11.51 3,780,160 11.22
      10-Mar-04 11.27 11.37 11.26 11.35 1,133,750 11.07
      9-Mar-04 11.28 11.30 11.20 11.27 3,801,820 10.99
      8-Mar-04 11.47 11.59 11.46 11.53 996,689 11.24
      5-Mar-04 11.40 11.48 11.37 11.45 667,458 11.17
      4-Mar-04 11.45 11.47 11.39 11.40 767,087 11.12
      3-Mar-04 11.47 11.48 11.37 11.42 954,430 11.14
      2-Mar-04 11.50 11.52 11.45 11.46 1,975,510 11.18
      1-Mar-04 11.50 11.50 11.42 11.43 1,113,400 11.15
      27-Feb-04 11.31 11.40 11.31 11.40 2,282,260 11.12
      26-Feb-04 11.17 11.37 11.17 11.35 1,351,420 11.07
      25-Feb-04 11.10 11.18 11.10 11.14 656,715 10.86
      24-Feb-04 11.15 11.15 11.06 11.08 2,945,050 10.81
      23-Feb-04 11.25 11.25 11.05 11.08 763,920 10.81
      20-Feb-04 11.28 11.28 11.18 11.24 438,206 10.96
      19-Feb-04 11.17 11.27 11.10 11.25 1,001,110 10.97
      18-Feb-04 11.11 11.18 11.03 11.16 1,074,470 10.88
      17-Feb-04 11.02 11.04 10.97 11.02 903,108 10.75
      16-Feb-04 11.05 11.06 11.01 11.01 613,650 10.74
      13-Feb-04 11.14 11.14 11.05 11.06 558,092 10.79
      12-Feb-04 11.03 11.10 11.01 11.06 742,781 10.79
      11-Feb-04 10.89 10.98 10.85 10.96 1,266,590 10.69
      10-Feb-04 10.85 10.90 10.80 10.81 1,108,660 10.54
      9-Feb-04 10.85 10.90 10.83 10.85 788,075 10.58
      6-Feb-04 10.88 10.88 10.79 10.82 1,235,420 10.55
      5-Feb-04 11.03 11.03 10.80 10.83 1,622,980 10.56
      4-Feb-04 11.15 11.15 11


Regards


Don McKay



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