More on Yahoo Data Problems - Oddities / Issues

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scuba
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More on Yahoo Data Problems - Oddities / Issues

Postby scuba » 20 Jun 2017

All,

I've reported several connection issues with Yahoo over the past months, as have others. MultiCharts technical staff have done a great job realigning the data feed to match Yahoo's new "improved" format.

BUT, if you look at the price data for O,H,L,C coming from Yahoo in your charts you'll see that these values are now being adjusted for splits and dividend. Not like before when they provided a separate "Adjusted Close" data column.

So any indicators you are using a based on Adjusted prices. Don't believe me, then check out Google.Finance and compare for yourself.


scuba

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Angelina MultiСharts
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Re: More on Yahoo Data Problems

Postby Angelina MultiСharts » 21 Jun 2017

Hello scuba,

Please specify some of symbols and data ranges we should check.

scuba
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Re: More on Yahoo Data Problems

Postby scuba » 21 Jun 2017

Look at VWO over the past few weeks.

Or any other stock (as far as I've noticed) that pays a dividend.

Also read: http://blog.fosstrading.com/2017/06/yah ... tives.html

thanks

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FreeQuote Data from Yahoo - Oddities / Issues

Postby Spaceant » 24 Jun 2017

Hi,

I have downloaded a number of local securities with MC 10 and have found the followings:

1) Multicharts has smartly use the "Adjusted Close" from Yahoo. Take one example:
Date Open High Low Close Adj Close
06/06/2017 14.27 14.43 13.72 14.1 13.9788
07/06/2017 13.62 13.84 13.06 13.96 13.84
08/06/2017 13.78 15.16 13.7 15.14 15.14

The downloaded data has shown that on 7/6/2017, the Close is adjusted to 13.84 while all Open, High, Low are the same. Does Multicharts only "adjusts" the close to "Adj Close" while keeping the others unchanged? Fortunately, I only use Close to do some testings. If so, the data is somewhat distorted, isn't it?

[[ Edited: I think I am wrong, MC has adjusted all Open , High, Low, Close and Close with the dividends, share splits, etc. Multicharts has done a GOOD JOB here !! So, there is no issue here ofr this point!! ]]

2) Some of the past Yahoo data was corrupted which set the Opens to be "zero". Is there any smart way to correct it? Or any smart way to avoid the traps in backtesting / creating indicators while keeping these "zeros?

scuba
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Re: More on Yahoo Data Problems - Oddities / Issues

Postby scuba » 25 Jun 2017

As an update... Yahoo now is not adjusting the Open High and Low anymore.... So my previous post on this issue is moot.

Why they did this in the first place is boggling..

You can read more about this here: http://www.signalsolver.com/download-hi ... ata-excel/

scuba

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Re: More on Yahoo Data Problems - Oddities / Issues

Postby Spaceant » 26 Jun 2017

This is a chart showing the corrupted data from Yahoo.
https://drive.google.com/file/d/0BwRbAl ... sp=sharing

You can see there are "lows" or even "closes" with zeros. I can think of correcting them with correct numbers manually. However, I need to know whether MC will backfill when it updates data. I am afraid that MC will wipe off the manually corrected data by backfilling when updating.

If I update all tickers on a Scanner Window in which the resolution is set to be monthly for 100 bars. Does MC backfill all these 100 monthly bars when the Scanner Window is opened?

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Angelina MultiСharts
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Re: More on Yahoo Data Problems - Oddities / Issues

Postby Angelina MultiСharts » 28 Jun 2017

If you don't reload the chart (Ctrl+R), changes will remain untouched.


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