Search the web
Sign In
New User? Sign Up
amibroker · AmiBroker User's List
? Already a member? Sign in to Yahoo!

Yahoo! Groups Tips

Did you know...
Message search is now enhanced, find messages faster. Take it for a spin.

Best of Y! Groups

   Check them out and nominate your group.
Having problems with message search? Fill out this form to ensure your group is one of the first to be migrated to the new message search system.

Messages

  Messages Help
Advanced
Amibroker vs. Yahoo Finance - different historical stock prices   Message List  
Reply | Forward Message #93631 of 143808 |
Re: [amibroker] Re: Amibroker vs. Yahoo Finance - different historical stock prices

Hello,

Yes by default close is ADJUSTED close. H/L/O are ADJUSTED H/L/O
(calculated as:

factor = YahooAdjClose / YahooClose;

AdjH = factor * High;
AdjO = factor * Open;
adjL = factor * Low;

These calculations are done automatically the ASCII importer (on the fly)
It is documented
http://www.amibroker.com/guide/whatsnew.html
and
http://www.amibroker.com/guide/d_ascii.html
(see $FORMAT spec)

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "tomsoyer_php" <tom.soyer@...>
To: <amibroker@yahoogroups.com>
Sent: Sunday, February 12, 2006 7:44 PM
Subject: [amibroker] Re: Amibroker vs. Yahoo Finance - different historical
stock prices


> Thanks Tomasz. That make sense. But does this mean that Amibroker's
> Close price is the same as Yahoo's Adjusted Close (which adjusted
> for split and dividends)? If so, then how does Amibroker treat day
> high, day low, day open, and day close? For example, if I try to
> calculate day close (C) - day high (H) in Amibroker, does this mean
> the calculation is performed using adjusted Close on unadjusted day
> high?
>
> --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <amibroker@...>
> wrote:
>>
>> Hello,
>>
>> Most possible reason is you did NOT download all history at once
> today,
>> but downloaded
>> some months/years ago, then downloaded some later, then later then
> later.
>> Since then Yahoo may have added adjustments (for dividiends for
> example)
>> and this has changed HISTORICAL data on Yahoo.
>> AmiBroker data stored in local database remained the same (because
> you did not re-download
>> entire history again).
>>
>> Suggestion: from time to time run FULL download to get adjustments.
>> Once you do you will get perfect match.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "tomsoyer_php" <tom.soyer@...>
>> To: <amibroker@yahoogroups.com>
>> Sent: Sunday, February 12, 2006 4:51 PM
>> Subject: [amibroker] Amibroker vs. Yahoo Finance - different
> historical stock prices
>>
>>
>> > Hi,
>> >
>> > I am learning how to use Amibroker and in the process found that
> the
>> > historical stock prices for the stock symbol AA in the Amibroker
> are
>> > different from Yahoo Finance (see below). Does anyone have a
> good
>> > explanation for this?
>> >
>> > Thanks,
>> >
>> > Tom
>> >
>> > Amibroker Yahoo Yahoo
>> > Close Close adj. close
>> > 5/29/2003 23.78 24.03 22.74
>> > 5/30/2003 24.36 24.61 23.28
>> > 6/2/2003 25.04 25.3 23.94
>> > 6/3/2003 24.81 25.07 23.72
>> > 6/4/2003 25.71 25.98 24.58
>> > 6/5/2003 25.58 25.84 24.45
>> > 6/6/2003 25.66 25.93 24.53
>> > 6/9/2003 25.24 25.5 24.13
>> > 6/10/2003 25.68 25.95 24.55
>> > 6/11/2003 25.81 26.08 24.68
>> > 6/12/2003 25.87 26.14 24.73
>> > 6/13/2003 25.32 25.58 24.2
>> > 6/16/2003 26.01 26.28 24.86
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > 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
>
>
>
>
>
>
>



Sun Feb 12, 2006 9:14 pm

amibroker
Offline Offline
Send Email Send Email

Forward
Message #93631 of 143808 |
Expand Messages Author Sort by Date

Hi, I am learning how to use Amibroker and in the process found that the historical stock prices for the stock symbol AA in the Amibroker are different from...
tomsoyer_php
Offline Send Email
Feb 12, 2006
3:52 pm

Hello, Most possible reason is you did NOT download all history at once today, but downloaded some months/years ago, then downloaded some later, then later...
Tomasz Janeczko
amibroker
Offline Send Email
Feb 12, 2006
5:41 pm

Thanks Tomasz. That make sense. But does this mean that Amibroker's Close price is the same as Yahoo's Adjusted Close (which adjusted for split and dividends)?...
tomsoyer_php
Offline Send Email
Feb 12, 2006
6:44 pm

No. He's just saying the prices have been back-adjusted since the first download. AB does not use the actual prices in Yahoo. Normal place for back-adjusted...
Terry
magicth
Offline Send Email
Feb 12, 2006
8:02 pm

Hello, Yes by default close is ADJUSTED close. H/L/O are ADJUSTED H/L/O (calculated as: factor = YahooAdjClose / YahooClose; AdjH = factor * High; AdjO =...
Tomasz Janeczko
amibroker
Offline Send Email
Feb 12, 2006
9:15 pm

No Terry, what you say is incorrect. By DEFAULT AmiBroker uses ADJUSTED prices. It calculated adjusted high/low/open from ratio of adjclose/close provided by...
Tomasz Janeczko
amibroker
Offline Send Email
Feb 12, 2006
9:19 pm

Tomasz, You said " By DEFAULT AmiBroker uses ADJUSTED prices." I said "AB does not use the actual prices in Yahoo" Same thing, right? I also said " Normal...
Terry
magicth
Offline Send Email
Feb 13, 2006
12:13 am

Terry, Yes what misguided me was the 2nd sentence (you may be thinking that it is weird to read the message from the end , but some programmers have weird...
Tomasz Janeczko
amibroker
Offline Send Email
Feb 13, 2006
12:30 am
Advanced

Copyright © 2009 Yahoo! Inc. All rights reserved.
Privacy Policy - Terms of Service - Guidelines - Help