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[amibroker] Re: Dealing with dividends



PureBytes Links

Trading Reference Links

BTW If you want to look ahead and know in advance, when Divs, are 
going to be paid then AFAIK  QuotesPlus is the only supported AB 
provider who might have that info (they have div info - I am not 
absolutely sure if that includes up and coming div dates).

TC might also have div data also but I don't think you can access it 
directly from within AB (no functions to read it?) refer to 
GetExtraData()

brian_z

--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Hello Droskill,
> 
> You don't say what your strategy is or exactly what info you want 
or 
> how you want to use it.
> 
> Strategies based around div day would be interesting to look at - 
maybe 
> a few specialise in it and can be successful with it.
> 
> Also, it is handy to know which stocks are on, or near, ex div day 
but 
> it would be difficult to get the exact dividend from Yahoo.
> 
> You would have to import Raw and AdjClose and compare the 
difference to 
> get the adjFactor (see the AmiQuote read me for details on using 
the 
> format files to send the RawClose to the OI field).
> 
> However, sometimes the factor would have been adjusted for splits 
so 
> you will have to try to differentiate those days (maybe they are 
all 
> round numbers so that could work).
> 
> (I have thought about trying it myself to see how it works out).
> 
> If you want to use it for trading, accuracy might be a  problem.
> I have crosschecked a few Yahoo dividends by going to their records 
and 
> then the homepage of the companies (a lot of companies keep a div 
> record at their Homesite >> Investors page).
> 
> For the US I found the ones I checked were accurate - for Australia 
> they were hopeless.
> 
> Good luck.
> 
> brian_z
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> >
> > Hey all,
> > 
> > I've been looking at adding dividends to a complete strategy - I 
was
> > curious what others thought of this.  My basic approach would be 
to,
> > in using Yahoo data, to use the adjusted close for trading system 
and
> > then calculate the dividends on the days where I'm holding the 
stock.
> >  The issue here is that obviously the adjusted close already uses 
this
> > data - so I was wondering what others were doing on this.
> > 
> > Thoughts appreciated.
> >
>



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