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For EOD data I recommend that you have a look at PremiumData from
Norgate. Premium Data looks after splits and adjusts all the
historical data automatically. There is no need to do anything except
run the daily update. This is really good data for backtesting. I
have tried a few others over the years, and this is by far the best.
I haven't had to adjust anything manually. They also provide great
support.
Arthur
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>
> When data is adjusted all data back to the first day are adjusted
(not just the date of the split at which you see a gap). Unless your
downloader recognizes splits, etc. and then overwrites previously
collected data (I don't know of any that do) it is necessary to
delete all data and download all of the adjusted data from the first
date.
>
> Bill
>
> ----- Original Message -----
> From: "chetan_gariki" <chetan.gariki@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, July 18, 2007 8:02 PM
> Subject: [amibroker] IACI: Yahoo EOD Split not adjusted? Aug 08-2005
>
>
> > All,
> >
> > I am not sure, but my impression is that yahoo EOD data is split
> > adjusted if you download it after the date when split should have
> > happened. But actually, if you look at IACI data; there is a
split on
> > Aug-08th 2005, but it is not shown in data (i downloaded the data
even
> > today but that doesnt change it); data shows an opening gap. So
my
> > question is, is this usual? or am i doing something wrong?
> >
> > Aug 8th: Close 39.35
> > Aug 9th: Open 27.8
> >
> >
> > So, if this is usual then i guess yahoo data is atleast useless
for
> > backtesting. I hope that i am doing something wrong! (so that i
can
> > keep using FREE data).
> >
> > thanks
> > Chaitanya.
> >
> >
> >
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG Free Edition.
> > Version: 7.5.476 / Virus Database: 269.10.9/907 - Release Date:
7/18/2007 3:30 PM
> >
> >
>
Please note that this group is for discussion between users only.
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