[amibroker] How does AB calculate splits for things like IWM?

["Barry Scarborough" <razzbarry@xxxxxxxxxxxx>]

I noticed that AB does not have correct, or the same, values for the 
volume that you get when you download the historical data from Yahoo 
into Excel. I don't know if the split adjusted values are supposed 
to apply to the volume but apparently the AmiBroker folks think so 
because they are multiplying the volume by split adjusted factor. 
For instance, 5/26/2000 has a Close of 91.44, an adjusted close of 
42.57 and a volume of 74,800. When AB does the split when the data 
is imported from AmiQuote the volume is changed to 

Volume = 160,669 = int(74800 * 91.44 / 42.57); 

Does anyone know if that is the right thing to do? Does volume 
actually change when a split occurs? Or should the volume be left 
alone?

If you try to import the data from Excel you get the wrong values 
again because when you try to correct the split AB says use a times 
2 factor and the volume is 2 * 74,800. Now all the data values seem 
to be wrong too. I guess if you calculated the factor on the first 
date you would get exactly what AQ/AB import gets.

Barry

I am running AB 4.80 and AQ 1.91.