Yes, of course. Charting studies are strongly affected by adjustments. But then again, I use Yahoo's "bad" data so I probably see "bad" things ;-) ----- Original Message ----- From: Kevin Campbell To: [email protected] Sent: December 28, 2009 11:21 PM Subject: Re: [amibroker] Re: Telechart vs Norgate
Wouldn't depend completely on what you are trying to model? A Breakout system - probably not good Elliott wave - probably not good A momentum system - well maybe Seems like there maybe a market for each kind of data Yahoo has too many gross errors in it for me, period. B S <[email protected]> wrote: >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: "[email protected]" <[email protected]> >To: [email protected] >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, bs2...@yahoo. 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 amibro...@yahoogrou ps.com, "droskill" <drosk...@...> 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 amibro...@yahoogrou 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 >>> > >>> >> >> >> >> >>------------ --------- --------- ------ >> >>**** IMPORTANT PLEASE READ **** >>This group is for the discussion between users only. >>This is *NOT* technical support channel. >> >>TO GET TECHNICAL SUPPORT send an e-mail directly to >>SUPPORT {at} amibroker..com >> >>TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at >>http://www.amibroke r.com/feedback/ >>(submissions sent via other channels won't be considered) >> >>For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >>http://www.amibroke r.com/devlog/ >> >>Yahoo! Groups Links >> >> >> > > > > ------------------------------------ **** IMPORTANT PLEASE READ **** This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links
