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The data in Yahoo's first four columns is
supplied by CSI and takes into account the dividend with "zero" delay.
That data avoids the thing that you don't want which is a "jump" in price
at each dividend date (e.g., $.05 at the end of August) that uncompensated data
shows. The data in the first four columns are the same as posted
by Fidelity and other outfits like BarCharts and StockCharts. The fifth
column is added later for information and will change when they insert
their "information" box. Do you know of a data supplier that
does not duplicate the first four columns or that has a delay?
As for significant figures, again I don't know if
Yahoo (CSI) is any different from other data suppliers.
The couple that I checked all show the same value. Do you know of
data suppliers that carry MF data, for example, to 4 decimal places? In
any case, from my perspective this is a red herring
because rounding to a penny does not give me heartburn; I don't trade
in fractions of a penny and my indicators and style of trading are not sensitive
to such increments.
----- Original Message -----
Sent: Friday, October 07, 2005 3:46
AM
Subject: [amibroker] Re: Mutual fund
data
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.
> > >
> > >
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
>
> >
> > >
> >
>
> > >
> > >
>
> >
> > >
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