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Hello,
Yes by default close is ADJUSTED close. H/L/O are ADJUSTED H/L/O
(calculated as:
factor = YahooAdjClose / YahooClose;
AdjH = factor * High;
AdjO = factor * Open;
adjL = factor * Low;
These calculations are done automatically the ASCII importer (on the fly)
It is documented
http://www.amibroker.com/guide/whatsnew.html
and
http://www.amibroker.com/guide/d_ascii.html
(see $FORMAT spec)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "tomsoyer_php" <tom.soyer@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, February 12, 2006 7:44 PM
Subject: [amibroker] Re: Amibroker vs. Yahoo Finance - different historical stock prices
> Thanks Tomasz. That make sense. But does this mean that Amibroker's
> Close price is the same as Yahoo's Adjusted Close (which adjusted
> for split and dividends)? If so, then how does Amibroker treat day
> high, day low, day open, and day close? For example, if I try to
> calculate day close (C) - day high (H) in Amibroker, does this mean
> the calculation is performed using adjusted Close on unadjusted day
> high?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx>
> wrote:
>>
>> Hello,
>>
>> Most possible reason is you did NOT download all history at once
> today,
>> but downloaded
>> some months/years ago, then downloaded some later, then later then
> later.
>> Since then Yahoo may have added adjustments (for dividiends for
> example)
>> and this has changed HISTORICAL data on Yahoo.
>> AmiBroker data stored in local database remained the same (because
> you did not re-download
>> entire history again).
>>
>> Suggestion: from time to time run FULL download to get adjustments.
>> Once you do you will get perfect match.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "tomsoyer_php" <tom.soyer@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Sunday, February 12, 2006 4:51 PM
>> Subject: [amibroker] Amibroker vs. Yahoo Finance - different
> historical stock prices
>>
>>
>> > Hi,
>> >
>> > I am learning how to use Amibroker and in the process found that
> the
>> > historical stock prices for the stock symbol AA in the Amibroker
> are
>> > different from Yahoo Finance (see below). Does anyone have a
> good
>> > explanation for this?
>> >
>> > Thanks,
>> >
>> > Tom
>> >
>> > Amibroker Yahoo Yahoo
>> > Close Close adj. close
>> > 5/29/2003 23.78 24.03 22.74
>> > 5/30/2003 24.36 24.61 23.28
>> > 6/2/2003 25.04 25.3 23.94
>> > 6/3/2003 24.81 25.07 23.72
>> > 6/4/2003 25.71 25.98 24.58
>> > 6/5/2003 25.58 25.84 24.45
>> > 6/6/2003 25.66 25.93 24.53
>> > 6/9/2003 25.24 25.5 24.13
>> > 6/10/2003 25.68 25.95 24.55
>> > 6/11/2003 25.81 26.08 24.68
>> > 6/12/2003 25.87 26.14 24.73
>> > 6/13/2003 25.32 25.58 24.2
>> > 6/16/2003 26.01 26.28 24.86
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
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