Amibroker Database for NSE stocks

Niranjanam

Well-Known Member
#61
Hello Friends

Thank you for the informative articles
will you please guide me to load the NSE indices to Amibroker so that I can compare the relative movement of individual stock with reference to the indices

Regards
Niranjanam.
 
#62
Hi Karthik/Murthy

I find it easy to get ratio when stock is split, but I have some confusion regarding bonus issues. Like when bonus issue is 1:1, split ratio for Ami is 1/2.
But how to calculate Ami split ratio when bonus issue is different. Like for ONGC bonus issue was 2:1, or for Jagran 5:1.
Awaiting for yours' reply.

Bye
Raj
 

Niranjanam

Well-Known Member
#63
Hello Friends

I did the Sector and industry classification on 4/11/2006
But new updation of data is not reflected in industry and sector charts
On the title bar it is showing the date and time of covertion
kindly guide.
Please do help me to load the NSE indices also

Thanks in advance

Niranjanam
 
Last edited:

murthymsr

Well-Known Member
#64
Hi Karthik/Murthy

I find it easy to get ratio when stock is split, but I have some confusion regarding bonus issues. Like when bonus issue is 1:1, split ratio for Ami is 1/2.
But how to calculate Ami split ratio when bonus issue is different. Like for ONGC bonus issue was 2:1, or for Jagran 5:1.
Awaiting for yours' reply.

Bye
Raj
hi raj,

you may refer to the earlier post in this thread:

http://www.traderji.com/amibroker/8686-amibroker-database-nse-stocks-6.html

hope you may find an answer. if you have any further questions, you may post.

murthymsr
 

murthymsr

Well-Known Member
#65
hi all,

the subject of splits ( and bonus ) adjustments were discussed adequately in the earlier posts.

now, i present an AFL,which will identify the stocks split with the date of split and also the likely ratio. as usual, you may change the extention from TXT to AFL and place it in a folder, preferably in the same folder where you might have placed the sector industry assignments.

help abstracted from the attached text file is presented below.

Amibroker Has a provision under TOOLS >> DataBase Purify >> Report Possible Splits.
But the Limitation is that the indicated ratio is in INTEGER format,
which is NOT true at least as far as BONUS is concerned.
AND also many thinly traded stocks are wrongly indicated to have undergone a split.
It is hoped that this AFL works in a better way.

The stocks that have undergone a Split (includes Bonus also),
will Open lower & also close lower than the previous close by more than 20%.
The price variation of Unsplit stocks generally will be within 20%.

This program gives an indication of stocks opened AND closed beyond the 20% threshold.
Thinly traded stocks (less than twice in 5 calender days) are excluded.

'PICK' this file AND 'EXPLORE' to view the results.

The Date of Split is the date given in the column DateTime.
The Columns X2O & X2C give some rough indication of a possible UNADJUSTED split ratio.
The Split Ratio formt is: 'X' TOTAL shares after benefit (to one, held before benefit).
This value is given in the format adopted by AmiBroker.

The datails are for information only.
This AFL may NOT show ALL splits and also MAY show some UnSplitted stocks also.
Get confirmation from other sources.

Please post your Comments / Suggestions for improvements.

all the best.
murthymsr
 
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#66
Hi Murthy

I had read your earlier post on bonus issues. You had explained only for 1:1 bonus issue, where Ami split ratio is 1:2. But how to calculate ami split ratio for different bonus issues like 1:2, 3:5 etc.
I went thru' your CorpActions.txt file, which you have calculated for all bonus issues. Thanks for that.
Is formula for ami split ratio for bonus issue is (1 + 'bonus issue ratio').
Sorry if am asking same question repeatedly, as I have little knowledge about corporate financials.

Bye
Raj
 

murthymsr

Well-Known Member
#67
Hi Murthy

I had read your earlier post on bonus issues. You had explained only for 1:1 bonus issue, where Ami split ratio is 1:2. But how to calculate ami split ratio for different bonus issues like 1:2, 3:5 etc.
I went thru' your CorpActions.txt file, which you have calculated for all bonus issues. Thanks for that.
Is formula for ami split ratio for bonus issue is (1 + 'bonus issue ratio').
Sorry if am asking same question repeatedly, as I have little knowledge about corporate financials.

Bye
Raj
hi raj,

i will an elaborate explaination, which probably, you may not need.

in India, minimum lot of shares possible is ONE. fractional shares are not there. so, before any face value split or bonus issue, they have to be in round numbers and also after.

the geneal practice in India is to express the bonus issue in the form of a ratio. (example= L:M). it means that for every 'M' number of shares HELD before the bonus issue, L additional shares are issued, making the total to L+M.

but the practice in the international market is different. as indian market now-a days attracts lot of foreeign investments, bonus announcements are generally expressed as the conventional ratio as well as explained in clear text.

Amobroker accepts only splits and the bonus adjustments can also be inputted using the same window. AB insiats that the ratio (split as well as bonus) be expressed as a ratio in the format (example = N:1). this means ONE share held before the split (also bonus) becomes N new shares after. AB accepts decimal values of N also.

so, a bonus issue of 1:1 ( ONE additional share for every ONE share held prior to bonus, making the total to TWO, is expressed in AB terminology as 2:1, meaning that TWO new shares are made out of every ONE share held earlier. i repeat, the second term in the ratio is always ONE and decimal values are permitted in the first term.

1:1 is shown in AB as 2 new : 1 old -> i.e., 2 : 1

1:2 is shown in AB as 3 new : 2 old -> i.e., 1.5 : 1

3:5 is shown in AB as 8 new to 5 old -> i.e., 1.6 : 1

1:4 is shown in AB as 5 new to 4 old -> i.e., ............

2:5 is shown as ......................

Is formula for ami split ratio for bonus issue is (1 + 'bonus issue ratio').
yes, you are right, but how many will understand the above formulae?

anyway, hope you are clear now.

all the best.
murthymsr
 
#68
Hi Murthy

Thanks for explaining bonus issues very clearly. Since you have confirmed that AMi split formula for bonus issues is correct, I will use it.
I had read many posts on bonus issues in this forum, but they have been explained in financial parlence, which no layman can understand it.
But now I have clear idea of bonus issues.

Regards
Raj
 

rpc

Active Member
#69
hi murthymsr
on post 11 of this thread you have gien links for checking stock splits.I have tried both the links.Both give page not found message.Could you pls check it ?
thanks
rpc
 

murthymsr

Well-Known Member
#70

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