PureBytes Links
Trading Reference Links
|
The problem is the same for MF distributions as it for stocks
splits. When vendors, like Yahoo, keep only two significant digits
and MF distributions or stock splits occur over the years, it doesn't
take long before the two digit granularity can't resolve differences
in price changes of several percent. In some cases I've seen this be
10% or more although it's unlikely to be that high with a bond fund.
This provides a totally inaccurate view of historical prices which
not all that long ago appear to have not moved from day to day when
in reality that's hardly the case.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxxx> wrote:
>
> Why do you say that? Of course for MFs also. Look at the attached
gif for FSHBX. Yahoo gives both adjusted and unadjusted close. If
you want adjusted, data can be adjusted either manually or
automatically, depending on the downloading software being used.
>
>
> ----- Original Message -----
> From: Fred
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, October 07, 2005 2:49 AM
> Subject: [amibroker] Re: Mutual fund data
>
>
> For stocks yes ... Not for MF's
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxxx>
wrote:
> >
> > Looking at Yahoo, for example, their data is adjusted and all
> fields contain the close. Data is supplied by CSI which is
reported
> to be one of the best.
> > ----- Original Message -----
> > From: Fred
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Friday, October 07, 2005 12:44 AM
> > Subject: [amibroker] Re: Mutual fund data
> >
> >
> > Most vendors don't do MF data well if for no other reason
than
> almost
> > none of them adjust for dividends and/or distributions and
out of
> the
> > couple that do, most of them do not do so on a timely basis.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "dalengo" <dalengo@xxxx>
wrote:
> > >
> > > Important issue indeed... This may depend on data quality:
> > > e.g. Yahoo data is rather poor quality, so that some MFs
have
> OHL !
> > =
> > > C, and this may cause tremendous distortion of the
indicator.
> > > However, I am not sure I've seen than IB won't spot it...
> > > Could you please check on your data to see if there is a
> problem?
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic"
<fimdot@xxxx>
> > wrote:
> > > >
> > > > Would appreciate it if someone could explain how AA deals
> with
> > > mutual fund data. I ask because I found out after hours of
> banging
> > > my
> > > head against the wall that indicators produced incorrect
> results in
> > > AA
> > > when using daily mutual fund data. Although all price
fields
> are
> > > filled with C, it is necessary to assign C to O, H, L a;and
> then
> > all
> > > is OK. If a weekly timeframe is used, this is not
necessary.
> > > What's
> > > going on?
> > > >
> > > > Bill
> > > >
> > >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users
only.
> >
> > To get support from AmiBroker please send an e-mail directly
to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> >
> >
> >
> >
> > ----------------------------------------------------------------
----
> ----------
> > YAHOO! GROUPS LINKS
> >
> > a.. Visit your group "amibroker" on the web.
> >
> > b.. To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > c.. Your use of Yahoo! Groups is subject to the Yahoo!
Terms
> of Service.
> >
> >
> > ----------------------------------------------------------------
----
> ----------
> >
> >
> >
> >
> > ----------------------------------------------------------------
----
> ----------
> >
> >
> > No virus found in this incoming message.
> > Checked by AVG Anti-Virus.
> > Version: 7.0.344 / Virus Database: 267.11.10/120 - Release
Date:
> 10/05/05
> >
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
>
>
>
> --------------------------------------------------------------------
----------
> YAHOO! GROUPS LINKS
>
> a.. Visit your group "amibroker" on the web.
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service.
>
>
> --------------------------------------------------------------------
----------
>
>
>
>
> --------------------------------------------------------------------
----------
>
>
> No virus found in this incoming message.
> Checked by AVG Anti-Virus.
> Version: 7.0.344 / Virus Database: 267.11.10/120 - Release Date:
10/05/05
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|