Amibroker Split function

[Peter2047]

Hi Everyone,

I would like to confirm on GE stock split. Using the Split function, click on Find Next will return 8/2/2021 and 1:5 ratio. But the actual is 8/2/2021 and 1:8 ratio. Anybody sees this ?

Thanks in advance.

[Chris25]

What is the data source?

[Peter2047]

It's Yahoo Finance EOD data.

[Metamega]

It’s possible. I didn’t write the quote fix up but I’m assuming it’s just using an algorithm to suggest a possibility.

I’ve always used a second source to verify and maybe a 3rd source to make sure.

It’ll suggest splits on bad data if the gaps are large.

My usual routine with yahoo data is to do an exploration on all symbols then any huge moves I’ll double check somewhere, if theirs a split or other data correction I’ll just force Amiquote to retrieve data for that symbol.

Yahoo isn’t the most reliable and sometimes it takes some manual correction. For splits I’ll use the tool to adjust for splits with my defined ratio(Amibroker usually gets it right but theirs some oddball ratios sometimes). For single bars I’ll use the quote editor.

Just need to remember to not download historical quotes from yahoo again for that symbol if yahoo is still posting bad historical data.

[PeterD]

Norgate Data includes the correct split date and ratios. You should consider using them instead of Yahoo.

[Tomasz]

AmiBroker's built-in split function checks movements that are greater than +/-20% and suggests splits. Suggested split ratio is a GUESS based on calculated ratio of prices rounded to true x/y factor with some nice small x and y numbers (<=5). Depending on price movement during the day the guess may or may not be correct. Since by design it will only use x, y <= 5, it can't suggest 1:8 split and suggests 1:5.

In addition to that AmiBroker features the tool (Tools->Database Purify) that checks for all kind of data errors (missing data, extra data and possible unadjusted splits) and reports them automatically for ALL symbols (or watch list) without need to write any formulas.