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Thanks for all your help! By the way, Amibroker is fantastic.
I wrote a quick fix that attempts to fix the problem, if anyone's
interested email me...unfortunately I'm not really a programmer so
it's in Qbasic.
Good luck,
Dave
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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@xxx>
> 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@>
> > 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@>
> >> 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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