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[amibroker] Re: Negative volume on downloaded data from Yahoo



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Just found this thread and wanted to ask if you need to modify the 
adq.format file too. If you don't, then as soon as u update the 
indices, the volume charts will be out of whack. 

On the other hand, if u put the $VOLFACTOR 0.001 in the aqd.format 
file, that will reduce all stock volumes by 1000.

What a dilemna !!!!

Thanks all for feedback.


--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> But this would give wrong answers for volume (it'd be 2 billion 
low).
> See Tomasz answer.
> 
>  
> 
> Hello,
> 
>  
> 
> Just add
> 
> $VOLFACTOR 0.001
> 
> to your aqh.format file (inside Formats subdirectory)
> 
> and you will get volume expressed in thousands of shares
> 
> (or use $VOLFACTOR 0.01 for hundreds of shares) once you re-
download the
> history.
> 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> 
>  
> 
> --
> 
> Terry
> 
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On
> Behalf Of Chris Graham
> Sent: Monday, April 24, 2006 12:34
> To: amibroker@xxxxxxxxxxxxxxx
> 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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