da420078
 ( 49.08% )
- ago
v6 allowed for selection of split-only adjusted data or split-and-dividend adjusted data.
Please provide this per v6.
Thank you.
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- ago
#1
We do not plan to provide these options to control the provider behavior. If required you can call the SpitRev indicator, it reverses split adjustments and returns the raw historical prices.
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da420078
 ( 49.08% )
- ago
#2
That is very unfortunate news, Eugene.
Please can you provide some guidance on how to use the SplitRev indicator to reverse only the dividend adjustments, but leaving the split adjustments intact.
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- ago
#3
According to its name, the SplitRev supports reversing the split adjustments only and does not concern the dividend adjustments.
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da420078
 ( 49.08% )
- ago
#4
Thanks for your support.

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da420078
 ( 49.08% )
- ago
#5
I need this feature, so all I can do is request it and see what happens.
This is infinitely more valuable to me than importing my historical trades. Since WL already has some of the best backtesting in the business, I can't see how the use-case benefits of analyzing re-imported trades warrants priority development resources.

#FeatureRequest
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Glitch8
 ( 9.89% )
- ago
#6
Yahoo provides a "Close" and an "Adjusted Close" field. So, it would be either all or nothing. The data can be adjusted for both splits and dividends (as it is now) or potentially for neither. Is this what you're looking for, the option to have it come in raw without any adjustments for dividends OR splits?
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- ago
#7
Can you explain why you think this feature is needed?
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da420078
 ( 49.08% )
- ago
#8
Glitch, thanks for your response.
I'm looking for Yahoo Close, which is adjusted only for splits and not for dividends. In WL6, it was easy to use split-only (Close* in Yahoo) or split-and-dividend (Close** in Yahoo) with simple check boxes.
For very long-term backtests, I use ascii data downloads from different sources to cross-check against Yahoo data.
WSJ, for example, uses the split-only data that Yahoo calls "Close*', which doesn't match the adjusted close from Yahoo. My strategies are not designed to benefit from dividends, but for instruments that have dividends of a couple of cents, the data is just noise and does not impact the trend. However, over very long time frames, if adjusted for those dividends, the historical price can shrink to impractical levels for use in strategy backtesting Also, if you look at Yahoo downloaded ascii data, the OHL data is all at the split-only price and the adj close isn't even in the same ballpark. For example, let's say an instrument with dividends of 2c every quarter has a historical OHL of 10.01, 10.20, 9.98, and close of 10.10, but the adjusted close could be 1.72.
In short, I need the data in the form available in WL6, otherwise I will have to spend considerable time entering ascii data manually, or purchase data from another provider, which kind of negates one of the big benefits of WL7.
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Glitch8
 ( 9.89% )
- ago
#9
I re-activated this request, but you should vote for it. As much as feasible, we try and work on requests that get upvoted the most in our Wish List.
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da420078
 ( 49.08% )
- ago
#10
Thank you Glitch.
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