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Adjusted & Unadjusted stock prices

by QuantShare, 2399 days ago
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For those who want or need access to both adjusted and unadjusted historical stock prices, this item downloads both data from the Yahoo server.

This item has almost the same settings as the Yahoo EOD historical quotes, which is a download object that retrieves historical EOD data from Yahoo servers, adjusts the quotes using the adjusted close price field and stores the data into your application' quotes database.
This object uses the same adjustment script to store the adjusted quotes data into the quotes database. It also saves unadjusted historical data into a custom database, whose name is "unadj_quotes". This database contains the following five fields: date, close, open, high and low.

This object is helpful in many situations. You can for example use the unadjusted historical data in backtesting or analysis and at the same time have trading rules that use unadjusted stock prices.

For example, using an adjusted quotes database and creating a trading system that buys stocks whose share price is higher than 2 dollars, is not going to produce realistic results. This is because at the time, the simulator is going to check the close price, some split-adjusted stocks will have a low close price (at that time the real share price for some stocks is higher, because these stocks have not yet performed a split) and therefore will not be bought by the simulator.
In order to prevent this, you can use the unadjusted database to check whether the stock price is higher, equal or lower than 2 dollars.
Example:
Instead of using the following rule:
close > 2
You can use
GetData("unadj_quotes", "_close", LastData) > 2

You can use this item to download data for U.S. stocks as well as several international markets, including: Australia, Canada, UK, France, India, China, Spain, Singapore, Brazil, Japan, Italy, Hong Kong, Germany...


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Type: Download Script

Object ID: 421


Country:
United States

Market: Stock Market

Style:
All

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.