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--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Dave,
>
> > I am playing around with using the Yahoo free EOD data and noticed
> > that a few of the Indexes have volume greater than what Amibroker
> >can
> > display. A quick search in the archives here pointed me to using
> > $VOLFACTOR.
>
> Here is a link to Tomasz's primer on the subject.
>
> http://www.amibroker.com/kb/category/data/
>
> If you want to download using separate VolFactors for the indexes
you
> need to:
>
> - keep TLS lists for indexes versus others
> - change the AQ historical, and possibly the current file each time
> - update data in two batches from within AQ (no autoupdates?)
>
>
I forgot to mention the negative impact of constantly mentally
adjusting for the different Vol settings within one database and also
that it will mess up Composite calculations that include Vol e.g.
Advance/Declines.
> VERSUS changing the VolFactor once, permanently (in the historical
> and current files).
>
> The 100's vol factor is nothing special - it is just an habitual
> mental construct - if Tomasz changed the AQ format files default
> VolFactor permanently no one would even blink - I'm OK with moving
it
> over (in fact I don't bother with small vol stocks - I am trending
> towards a smaller and smaller trading universe of 'option only
> stocks' - high vols, lower data errors or missing data plus the
> leverage of options - they way I am going it wouldn't surprize me
if
> I end up making my living off only a handfull of highly liquid
> underlyings (stocks, currency etc) so for me vol * millions is a
good
> number).
>
> I am not big on Vol indicators (not to say they don't work they are
> just not my thing) so I only use vol for stock selection (as a
> liquidity filter) or occassionally in a vol indicator but in all
> cases they are relative measures and the actual vol doesn't matter.
>
> brian_z
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "marketmonk777" <RedEyes777@>
> wrote:
> >
> > Hi,
> >
> > I am playing around with using the Yahoo free EOD data and noticed
> > that a few of the Indexes have volume greater than what Amibroker
> can
> > display. A quick search in the archives here pointed me to using
> > $VOLFACTOR.
> >
> > Although this seems like a good idea, doesn't this affect all
> symbols
> > in the download process? I don't mind downloading all indexes
first
> > and then the stocks.
> >
> > Or is this something that I will have to live with?
> >
> > Regards,
> >
> > Dave
> >
>
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