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Hi,
OK, you have convinced me. 8 - )
"Arbitrary" is not technically correct, but I was just trying to say that
simply using ABS() to convert negative volume to positive would not yeild
the actual correct volume.
Steve
----- Original Message -----
From: "yokehg" <yokehg@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 25, 2006 12:50 AM
Subject: [amibroker] Re: Negative volume on downloaded data from Yahoo
> No, it is not Steve. It is not arbitrary number which will derived
> from overflow. Overflow number (like negative volume in this case)
> can be examined and with a little tricky formula can be revert-back
> to the correct number (as long as we know how many overflow bit).
> I agree that ABS function is misleading. Just try my formula, I
> repeat again: 2*2147483647+V. Or this is my code:
>
> FixedVolume = IIf(V<0,2*2147483647+V,V);
> Plot(FixedVolume,.....
>
> You may compare the result with the correct volume by looking at the
> historical data Yahoo website. It will be exactly the same!
>
> Unfortunately, starting from version 4.76, Amibroker will
> automatically limiting the volume so that any volume greater than
> 2147483647 will be interpreted as 2147483647, which also misleading.
> (My tricky formula cannot retrieve the correct number anymore :-( )
>
> For Tomasz, thanks for the reply you gave. But doesn't your solution
> will automatically divide (by 1000) all volume from any downloaded
> symbol? I still hope you will do better than this, which I believe
> it's a piece a cake for great developer like you.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>>
>> I don't think this would work as I believe overflow would result
> in arbitrary number, so just converting it to positive would not
> give actual volume.
>>
>> Steve
>> ----- Original Message -----
>> From: Chris Graham
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Monday, April 24, 2006 2:33 PM
>> Subject: RE: [amibroker] Negative volume on downloaded data from
> Yahoo
>>
>>
>> I use ABS( ) to convert the negative number into a positive one:
>>
>>
>>
>> MyVol = ABS(V);
>>
>> Plot(MyVol,"Volume"...
>>
>>
>>
>>
>>
>> regards
>>
>> Chris
>>
>>
>> -------------------------------------------------------------------
> -----------
>>
>> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Terry
>> Sent: Tuesday, 25 April 2006 2:08 AM
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: RE: [amibroker] Negative volume on downloaded data from
> Yahoo
>>
>>
>>
>> This has been discussed several times before. Back adjusted data
> changes
>> the volumes so the adjusted price * adjusted volume still gives
> correct
>> answers. Volumes can get so large they exceed 32 bit resolution
> and
>> "roll-over" to a negative value. You can change how volume is
> handled to
>> get Volume/1000 or whatever to avoid this.
>>
>> Unfortunately, I do not remember the variable to adjust.
>>
>> --
>> Terry
>> -----Original Message-----
>> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On
>> Behalf Of yokehg
>> Sent: Sunday, April 23, 2006 07:16
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: [amibroker] Negative volume on downloaded data from
> Yahoo
>>
>> I just notice that the negative volume on downloaded historical
> data
>> from Yahoo! is due to overflow data in Amibroker. (It's not
> Yahoo!
>> mistake which I've been thought so far. I'm sorry Yahoo! :-) )
>>
>> So I convert the negative volume data, simply by using this
> formula to
>> my favourit volume indicator:
>> 2*2147483647+V
>> and it works as I expect.
>>
>> However, lately on new version of Amibroker (or Amiquote?), it
> looks
>> like that it has been 'fixed' (I'm not sure which version it has
> been
>> started), so that the volume that is greater than 2147483647 is
>> interpreted as 2147483647, which I don't think it is not a good
> idea.
>>
>> Hope Amibroker will rectify this on next version.
>>
>>
>>
>>
>>
>>
>>
>> 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
>>
>>
>>
>>
>>
>>
>>
>> -------------------------------------------------------------------
> -----------
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>>
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>>
>
>
>
>
>
>
>
>
> 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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