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split management is datasource dependent. DTN IQ does not fix the
split data. so ab shows a gap in data.
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@> 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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