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Yes Dave missed my previous post and Yes Yahoo apparently
provides split adjusted volume with unadjusted prices
and yes it should no logner be divided to get adjusted volume (because
it is already adjusted) and to get unadjusted data the reverse
process must be applied. The ability to do so will be added
in future releases of AB.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "treliff" <treliff@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 11, 2006 5:58 AM
Subject: [amibroker] Re: Yahoo Data: Volume Split Question
> 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
>
>
> 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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