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Re: [amibroker] Re: Telechart vs Norgate


  • Date: Mon, 28 Dec 2009 19:41:57 -0800 (PST)
  • From: B S <bs2167@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: Telechart vs Norgate

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Yes to the first question. If a stock is trading at $10.00 on 12/1/2000 and the ex-date for a $1.00 quartely cash dividend is 12/2/2000, I would expect the stock to open at $9.00 on 12/2/2000, all else being equal.  I believe to correctly test a trading system, the price history for 12/1/2000 should be adjusted from $10.00 to $9.00.  Additionally, all prices prior to 12/1/2000 should be adjusted down by the same factor.  Am I wrong? Further, why would you adjust prices for special cash dividends but not ordinary quarterly cash dividends - seems inconsistent both logically and economically.


From: "Kevin243@xxxxxxx" <Kevin243@xxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Mon, December 28, 2009 10:00:15 PM
Subject: Re: [amibroker] Re: Telechart vs Norgate

 

Don't you agree that the market adjusts prices as dividends are paid?
 
A double adjustment?
 
 
 
In a message dated 12/28/2009 8:13:51 P.M. Central Standard Time, bs2167@xxxxxx com writes:





Hi- Question for those of you who use Norgate: how do you contend with the fact that prices are not adjusted for ordinary cash dividends?  I've seen a few data providers who do it this way...but I can't understand why...am I missing something?  All their reviews seem to be very positive, so I was disappointed to discover this.

--- In amibroker@xxxxxxxxx ps.com, "droskill" <droskill@xxx> wrote:
>
> Norgate is likely, when they get finished with an upgrade this year, to be my preferred data vendor - they're not quite there yet for me (I want a single provider for both Amibroker and Tradersstudio) but I'm guessing they will be soon.
>
> --- In amibroker@xxxxxxxxx ps.com, Graham <kavemanperth@> wrote:
> >
> > Norgate data is very good
> >
> > --
> > Cheers
> > Graham Kav
> > AFL Writing Service
> > http://www.aflwriti ng.com
> >
> >
> >
> > 2009/3/24 jmdeacon <jmdeacon@>:
> > > I currently use Telechart EOD data.  I have used it for the last 3 years and have only found a handful of instances of bad data.  I am interested in having delisted data to eliminate survivorship bias and heard about Norgate.  They provide delisted historical data back to 1950.
> > >
> > > Does anyone have any opinions on the quality of the Norgate data?
> > >
> > > Thanks,
> > >
> > > John
> >
>




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