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[amibroker] Re: Question about stock split



PureBytes Links

Trading Reference Links

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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