Thanks for all your help! By the way, Amibroker is fantastic. I wrote a quick fix that attempts to fix the problem, if anyone's interested email me...unfortunately I'm not really a programmer so it's in Qbasic. Good luck, Dave
--- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Yes Dave missed my previous post and Yes Yahoo apparently > provides split adjusted volume with unadjusted prices > and yes it should no logner be divided to get adjusted volume (because > it is already adjusted) and to get unadjusted data the reverse > process must be applied. The ability to do so will be added > in future releases of AB. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "treliff" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, August 11, 2006 5:58 AM > Subject: [amibroker] Re: Yahoo Data: Volume Split Question > > > > 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" <groups@> > > 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" <treliff@> > >> 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 > > > > > > > > > > > > > > > > > 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/
