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Thanks Richard,
I have to agree with you about the quality of Yahoo Data, I found this error
and many others by comparing data with MDS News "Market Analyser" which does
have a live feed direct from the ASX. Unfortunately MDS data can not be used
by other software as the client connects to the main database at the ASX via
the internet.
I also compare data with other programs too. I know the problem is the data
source not the program.
Many stocks are affected by this issue.
It appears that the best choice is to use raw data from Yahoo not
mal-adjusted data from Yahoo.
Amibroker can use raw data instead of mal-adjusted data from Yahoo, here is
the solution.
>From Amibroker support 26th March 2004,
"
If you want raw (unadjusted) prices you would need to edit "aqh.format" file
(in AmiBroker/Formats subfolder) and change the line:
$FORMAT Date_DMY,Open,High,Low,Close,Volume,AdjClose
to
$FORMAT Date_DMY,Open,High,Low,Close,Volume
"
Someone did bring up this issue a sort time back but I could not find the
info in amongst my emails.
Regards
Don McKay
----- Original Message -----
From: "Richard Dale" <richard@xxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, March 28, 2004 9:41 AM
Subject: RE: [amibroker] Amibroker updating using "Adjusted close" instead
of "close" price from Yahoo Historical is causing Severe problems
> 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.
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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>
>
>
>
>
>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
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