|
PureBytes Links
Trading Reference Links
|
--- In amibroker@xxxxxxxxxxxxxxx, "Randy Harmelink" <rharmelink@xxx>
wrote:
>
> Hmmm. Don't Yahoo Historical quotes get you that?
>
> On 7/28/07, johngalt0714 <johngalt0714@xxx> wrote:
> > Would anyone be interested in collaborating on the development and
> > maintenance of a FULLY ADJUSTED / TOTAL RETURN quotes database for
> > ETFs?
Randy,
Yahoo historical quotes do include some distribution adjustments.
Problem is, you can't tell which ones they've omitted without doing
the same research that would be involved in maintaining the database
yourself. Not to mention the errors in the normal daily quotes that
leave you with no recourse as far as getting corrections made. And
believe me, there are errors and omissions on an almost daily basis -
even when dealing with just ETFs.
But I shouldn't just pick on Yahoo. I send an email to Worden
(Telechart) 2-3 times per week regarding errors in their ETF quotes.
It's usually an error in a daily high or low. I don't know where they
source their data, but their errors are almost always the same as
Yahoo's. Worden doesn't adjust for distributions as a policy also,
btw.
I'm fed up with the bums and would like to help put a user-supported
ETF database together. We'd probably need at least 10 collaborators
to make the work load manageable. Unadjusted ETF data is a real, but
largely unknown problem for technical analysts. If you analyze charts
using more than a couple months of data, be careful!
Another possible solution is for TJ to include an "adjustments
database" right in Amibroker for user-entered splits, distributions,
etc. ;) Someone else has already filed a new feature suggestion.
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|