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As you can see from the prices on FSHBX, not only are they already a
week late posting the latest adjustment but the adjustment they made
to historical prices on 8/31 lost signficant data as well. This is
not as critical or as large with bond funds like these but the
results are the same.
6-Oct-05 8.87 8.87 8.87 8.87 0 8.87
5-Oct-05 8.87 8.87 8.87 8.87 0 8.87
4-Oct-05 8.87 8.87 8.87 8.87 0 8.87
3-Oct-05 8.87 8.87 8.87 8.87 0 8.87
30-Sep-05 8.88 8.88 8.88 8.88 0 8.88
29-Sep-05 8.89 8.89 8.89 8.89 0 8.89
28-Sep-05 8.89 8.89 8.89 8.89 0 8.89
27-Sep-05 8.89 8.89 8.89 8.89 0 8.89
26-Sep-05 8.89 8.89 8.89 8.89 0 8.89
23-Sep-05 8.90 8.90 8.90 8.90 0 8.90
22-Sep-05 8.91 8.91 8.91 8.91 0 8.91
21-Sep-05 8.91 8.91 8.91 8.91 0 8.91
20-Sep-05 8.90 8.90 8.90 8.90 0 8.90
19-Sep-05 8.91 8.91 8.91 8.91 0 8.91
16-Sep-05 8.91 8.91 8.91 8.91 0 8.91
15-Sep-05 8.92 8.92 8.92 8.92 0 8.92
14-Sep-05 8.92 8.92 8.92 8.92 0 8.92
13-Sep-05 8.92 8.92 8.92 8.92 0 8.92
12-Sep-05 8.92 8.92 8.92 8.92 0 8.92
9-Sep-05 8.92 8.92 8.92 8.92 0 8.92
8-Sep-05 8.92 8.92 8.92 8.92 0 8.92
7-Sep-05 8.92 8.92 8.92 8.92 0 8.92
6-Sep-05 8.93 8.93 8.93 8.93 0 8.93
2-Sep-05 8.94 8.94 8.94 8.94 0 8.94
1-Sep-05 8.94 8.94 8.94 8.94 0 8.94
31-Aug-05 8.93 8.93 8.93 8.93 0 8.93
31-Aug-05 $ 0.029 Cash Dividend
30-Aug-05 8.91 8.91 8.91 8.91 0 8.88
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> 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.
> > >
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directly
> to
> > > SUPPORT {at} amibroker.com
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > >
> > >
> > >
> > >
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