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Dave,
> I am playing around with using the Yahoo free EOD data and noticed
> that a few of the Indexes have volume greater than what Amibroker
>can
> display. A quick search in the archives here pointed me to using
> $VOLFACTOR.
Here is a link to Tomasz's primer on the subject.
http://www.amibroker.com/kb/category/data/
If you want to download using separate VolFactors for the indexes you
need to:
- keep TLS lists for indexes versus others
- change the AQ historical, and possibly the current file each time
- update data in two batches from within AQ (no autoupdates?)
VERSUS changing the VolFactor once, permanently (in the historical
and current files).
The 100's vol factor is nothing special - it is just an habitual
mental construct - if Tomasz changed the AQ format files default
VolFactor permanently no one would even blink - I'm OK with moving it
over (in fact I don't bother with small vol stocks - I am trending
towards a smaller and smaller trading universe of 'option only
stocks' - high vols, lower data errors or missing data plus the
leverage of options - they way I am going it wouldn't surprize me if
I end up making my living off only a handfull of highly liquid
underlyings (stocks, currency etc) so for me vol * millions is a good
number).
I am not big on Vol indicators (not to say they don't work they are
just not my thing) so I only use vol for stock selection (as a
liquidity filter) or occassionally in a vol indicator but in all
cases they are relative measures and the actual vol doesn't matter.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "marketmonk777" <RedEyes777@xxx>
wrote:
>
> Hi,
>
> I am playing around with using the Yahoo free EOD data and noticed
> that a few of the Indexes have volume greater than what Amibroker
can
> display. A quick search in the archives here pointed me to using
> $VOLFACTOR.
>
> Although this seems like a good idea, doesn't this affect all
symbols
> in the download process? I don't mind downloading all indexes first
> and then the stocks.
>
> Or is this something that I will have to live with?
>
> Regards,
>
> Dave
>
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