I never
asked why AB is a day off, and only mentioned ‘Force backfill’ as a way to undo
an operator error—no need to use it routinely.
Bob
-----Original
Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
Of Al Venosa`
Sent: Friday, July 15, 2005 6:17
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re:
Split-adjusting eSignal 1-min data ="" IB intraday as well
Thanks a lot, Bob. That
did the trick. I wonder why AB doesn't pick the previous trading day for the
split? When I backfill Monday, will all those stocks have to be split again?
That would be a bummer!
Al
On 7/15/05, Bob Jagow
<bjagow@xxxxxxxxxxxxx> wrote:
Just apply the suggested split on the previous business day.
'Force backfill' can undo the change.
-----Original
Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Al Venosa`
Sent: Friday, July 15, 2005 9:36
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re:
Split-adjusting eSignal 1-min data ="" IB intraday as well
Yes,
that's exactly what happens with me in AB. I'm still waiting to hear from
Marcin or TJ about how to solve this problem. Waiting for the eSignal folks to
do this is not a good option since I'm trying to backtest a system with
backfilled historical data, and I sure don't want to wait until December for
eSignal to do it. I'll let you know what AB support says. Thanks for the reply.
Al V.
On 7/15/05, nkis22 <nkishor@xxxxxxxxx>
wrote:
Split adjusting IB intraday as well has problems. I adjusted LEN 2
for 1. It adjusted before and after the day it split, July 11. It did
not adjust the July 11 bars at all.
nand
--- In amibroker@xxxxxxxxxxxxxxx,
Al Venosa` <avcinci@xxxx> wrote:
> Hello, all,
>
> eSignal does NOT adjust its historical intraday database for splits
> (confirmed thru email with eSignal tech support). So, when I try to
manually
> split the 1-minute data in AB, it splits all but a few bars, and I
don't
> know how to get those bars in line with the others. I attached a
screenshot
> of AAPL to show what I mean. This happens no matter what symbol I
pick to
> split. I've tried everything (setting the configuration for 24
hours, day
> session only, day and night session only, but nothing seems to
help). Anyone
> have any suggestions? Thanks for your help.
>
> Al Venosa
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