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Micahel nearly there. Able to write out DA files now. Next post
will have detail.
First a comment on selected text from your previous post.
The issue is how often you need to update the DA(dividend updated)
data.
I have been content to backtest against a mildy out of data DA file
and look for signals in the current unadjusted (UA) file. Trouble was
it was getting more and more out of date.
Buy signal validity depends on your system. If it's volatility based,
well you need to be up to date.
Sell signals can be interpreted in relation to any dividend that's
occurred. So, i can be somewhat lazy about updating the DA file.
That leads to "When and How do you update the DA files?"
(a) repeat the one-off process using a new dividend file
incorporating the old and the new dividends. There's the time to
manually update the dividend file. It takes me less than ten minutes
to export the adjusted prices, then they need to be re-imported. Thanks
to you, i have been spurred on to make this appear feasible on an
occasional basis.
(b) Keep the last ratio DA to UA somewhere for each stock ("CR" for
current ratio file.
Manually update the dividend file. Update CR file by date of any
dividend. Perform import using CR file to adjust prices. Seems neat,
but a lot of upfront work.
--- In amibroker@xxxxxxxxxxxxxxx, "Michael.S.G." <OzFalcon@xxxx>
wrote:
(The idea of importing all unadjusted close & keeping it uptodate
is not a particualy inviting one.)
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