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Re: Stock splits in AB
I'll try to help although I have never had to, or wanted to, use
built-in splits.
Who is your data provider?
I just downloaded Yahoo RawClose for PRXL, which had a split on 4th
March.
I downloaded data up to the 5th and also until today and tried the AB
split function - in both cases it correctly identified and adjusted
the 2:1 split.
(Instructions for changing the Yahoo download format from adjusted
==default, to Raw can be found at the AB homesite >> KnowledgeBase >>
Data in an article on Yahoo data).
>How do I
> know the program is really adjusting the for split correctly?
There is no way to know that without using an independent split list.
> If there a way to automatically adjust for all splits in all quotes?
Yes, Yahoo data is already adjusted for all corporate events and
dividends (this is the default download with AmiQuote/Yahoo) OR most
paid data providers adjust for all corporate events (but not
dividends.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "ezbentley" <ezbentley@xxx> wrote:
>
> Page 24 in the user manual says:
>
> AmiBroker provides easy way of handling stock splits. Program will
try to GUESS split date
> and ratio by analyzing quotations.
>
> Does anyone knows what it means by "guess?"
>
> I noticed a lot of price spikes when I performed backtesting. And
when I tried to adjust the
> split, it did made the price series much more smooth, but I noticed
that the split ratio was
> often some odd ratio like 4:5 or 3:4, which I don't think is common
in practice. How do I
> know the program is really adjusting the for split correctly?
>
> If there a way to automatically adjust for all splits in all quotes?
>
> Thanks,
>
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