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Hello,
Yes it divides volume by user-defined factor, so if you use
0.001
it will give you volume in thousand of shares. You can use
0.01 and you
will get volume in hundreds of shares.
As for "better" solution - yes as I already wrote some time
ago Volume and OI fields
will be converted to floating point (instead of integer). You
will lose some resolution
but you will gain larger dynamic range (upto 10 ^ 37 ). Since
this change means
changing the format in which database is stored - it may mean
breaking backward binary compatiblity
in databases (so, once it arrives, AB will convert the
databases to a new format on-the-fly
(automatically), but once converted these databases won't be
readable by older versions).
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Tuesday, April 25, 2006 6:50
AM
Subject: [amibroker] Re: Negative volume
on downloaded data from Yahoo
No, it is not Steve. It is not arbitrary number which will
derived
from overflow. Overflow number (like negative volume in this case)
can be examined and with a little tricky formula can be revert-back
to
the correct number (as long as we know how many overflow bit).
I agree that
ABS function is misleading. Just try my formula, I
repeat again:
2*2147483647+V. Or this is my code:
FixedVolume =
IIf(V<0,2*2147483647+V,V);
Plot(FixedVolume,.....
You may
compare the result with the correct volume by looking at the
historical
data Yahoo website. It will be exactly the same!
Unfortunately,
starting from version 4.76, Amibroker will
automatically limiting the
volume so that any volume greater than
2147483647 will be interpreted as
2147483647, which also misleading.
(My tricky formula cannot retrieve the
correct number anymore :-( )
For Tomasz, thanks for the reply you gave.
But doesn't your solution
will automatically divide (by 1000) all volume
from any downloaded
symbol? I still hope you will do better than this,
which I believe
it's a piece a cake for great developer like
you.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas"
<sjdugas@xxx> wrote:
>
> I don't think this would work as I
believe overflow would result
in arbitrary number, so just converting it
to positive would not
give actual volume.
>
>
Steve
> ----- Original Message -----
>
From: Chris Graham
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, April 24, 2006 2:33 PM
>
Subject: RE: [amibroker] Negative volume on downloaded data from
Yahoo
>
>
> I use ABS( ) to convert the
negative number into a positive one:
>
>
>
> MyVol = ABS(V);
>
>
Plot(MyVol,"Volume"...
>
>
>
>
>
> regards
>
> Chris
>
>
>
-------------------------------------------------------------------
-----------
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Terry
>
Sent: Tuesday, 25 April 2006 2:08 AM
> To:
amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker]
Negative volume on downloaded data from
Yahoo
>
>
>
> This has been
discussed several times before. Back adjusted data
changes
> the volumes so the adjusted price * adjusted
volume still gives
correct
> answers. Volumes can get so
large they exceed 32 bit resolution
and
> "roll-over" to
a negative value. You can change how volume is
handled
to
> get Volume/1000 or whatever to avoid this.
>
> Unfortunately, I do not remember the variable to
adjust.
>
> --
>
Terry
> -----Original Message-----
> From:
amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of yokehg
> Sent: Sunday,
April 23, 2006 07:16
> To:
amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Negative
volume on downloaded data from
Yahoo
>
> I just
notice that the negative volume on downloaded historical
data
> from Yahoo! is due to overflow data in Amibroker. (It's
not
Yahoo!
> mistake which I've been thought so far.
I'm sorry Yahoo! :-) )
>
> So I convert the negative
volume data, simply by using this
formula to
> my
favourit volume
indicator:
>
2*2147483647+V
> and it works as I expect.
>
> However, lately on new version of Amibroker (or
Amiquote?), it
looks
> like that it has been 'fixed'
(I'm not sure which version it has
been
> started), so
that the volume that is greater than 2147483647 is
>
interpreted as 2147483647, which I don't think it is not a good
idea.
>
> Hope Amibroker will rectify this on
next version.
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
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