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FastTrack maintains accurate timely adjusted MF data back to the
80's. There are a couple of other vendors as well.
It's not the pennies that'll give you heartburn ... it's what the
pennies turn into over longer periods of time i.e. percent.
But to each his own.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxxx> wrote:
>
> 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 -----
> From: Fred
> To: amibroker@xxxxxxxxxxxxxxx
> 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
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> > > > SUPPORT {at} amibroker.com
> > > >
> > > > For other support material please check also:
> > > > http://www.amibroker.com/support.html
> > > >
> > > >
> > > >
> > > >
> > > >
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