That's interesting, I guess it boils down to: what does one consider "correct" volume?
For my particular purpose I usually prefer NOT-split-adjusted prices so have removed AdjClose a long time ago and am perfectly happy with what I consider correct volume: the actual number of shares traded no matter the price or the splits (so please let AQ keep it that way :) Then again, I am no frequent user of volume analysis so others may think different. Dave, perhaps you missed Tomasz's reply to your earlier post, that confirms what you observe. I guess only Tomasz could adjust how AdjClose affects the various fields during AQ import. Apparently it should no longer divide Volume by the split factor? -treliff --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > THere are some doubts about that. Our recent observations show > that Yahoo "Volume" column is (surprisingly) split-adjusted anyway :-( > so one would need to reverse this process to get unadjusted volume :-( > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "treliff" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, August 10, 2006 3:38 AM > Subject: [amibroker] Re: Yahoo Data: Volume Split Question > > > > Dave, by replacing > > > > $FORMAT Date_DMY,Open,High,Low,Close,Volume,AdjClose > > > > with > > > > $FORMAT Date_DMY,Open,High,Low,Close,Volume > > > > (remove AdjClose) in the first line of the aqh.format file you import > > historical data not-split-adjusted. So that means actual volume, but > > also actual price.... > > > > -treliff > > > > --- In [email protected], "inner_records" <inner_records@> > > wrote: > >> > >> Yahoo automatically adjusts volume to account for stock splits; is > >> there a way I can program Amibroker or Amiquote to import the > > actual > >> volume for that day, not split adjusted? > >> > >> Thanks so much for your time, > >> Dave > >> > > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
