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That's interesting, I guess it boils down to: what does one
consider "correct" volume?
For my particular purpose I usually prefer NOT-split-adjusted prices
so have removed AdjClose a long time ago and am perfectly happy with
what I consider correct volume: the actual number of shares traded no
matter the price or the splits (so please let AQ keep it that way :)
Then again, I am no frequent user of volume analysis so others may
think different.
Dave, perhaps you missed Tomasz's reply to your earlier post, that
confirms what you observe. I guess only Tomasz could adjust how
AdjClose affects the various fields during AQ import. Apparently it
should no longer divide Volume by the split factor?
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> THere are some doubts about that. Our recent observations show
> that Yahoo "Volume" column is (surprisingly) split-adjusted
anyway :-(
> so one would need to reverse this process to get unadjusted
volume :-(
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "treliff" <treliff@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, August 10, 2006 3:38 AM
> Subject: [amibroker] Re: Yahoo Data: Volume Split Question
>
>
> > Dave, by replacing
> >
> > $FORMAT Date_DMY,Open,High,Low,Close,Volume,AdjClose
> >
> > with
> >
> > $FORMAT Date_DMY,Open,High,Low,Close,Volume
> >
> > (remove AdjClose) in the first line of the aqh.format file you
import
> > historical data not-split-adjusted. So that means actual volume,
but
> > also actual price....
> >
> > -treliff
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "inner_records"
<inner_records@>
> > wrote:
> >>
> >> Yahoo automatically adjusts volume to account for stock splits;
is
> >> there a way I can program Amibroker or Amiquote to import the
> > actual
> >> volume for that day, not split adjusted?
> >>
> >> Thanks so much for your time,
> >> Dave
> >>
> >
> >
> >
> >
> >
> >
> >
> > 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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