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[amibroker] E-Signal (6 months of data)


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: RE: [amibroker] Amibroker updating using "Adjusted close" instead of "close" price from Yahoo Historical is causing Severe problems
  • From: "Richard Dale" <richard@xxxxxxxxxxxxxxx>
  • Date: Sat, 27 Mar 2004 17:41:45 -0800

PureBytes Links

Trading Reference Links

You're seeing an error in Yahoo Finance's data here - nothing to do with
Amiquote.  I've had a quick check and there were no corporate actions for
AGL that would cause this to happen (I have a direct feed from the ASX for
such info).  There was, however, a $0.29 dividend paid on 20040326.  

The official ASX position for stocks is that you do not adjust for normal
dividends (you do, however, adjust for capital reconstructions, splits,
consolidations, capital returns, bonus issues etc.) and you also adjust on
the ex-date.

What's happened here is Yahoo have adjusted for the dividend AND they have
also adjusted on the date the dividend was paid (instead of the ex-date).

They quality of Yahoo's data for Australian markets is not very good - ie
you get what you pay for and a level of support equal to the price you paid
for data too.  However, Amibroker clearly goes against the trend - you get
great support for a very competitively priced piece of software.

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Europe, UK & USA -
www.premiumdata.net 
 

-----Original Message-----
From: don [mailto:donmac63@xxxxxxxxxxxx] 
Sent: Friday, 26 March 2004 7:28 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Amibroker updating using "Adjusted close" instead of
"close" price from Yahoo Historical is causing Severe problems

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.




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