Yahoo Data - How to adjust Open/High/Low?

R

RichardNixon

I'm working with historical data from Yahoo.

I'm using the adjusted close for the closing price. How can I adjust O/H/L to match?

Currently I'm doing:

k = adj_close / close;
o = k * open;
h = k * high;
l = k * low
c = k * close;

Is this correct or am I missing something?
 
Quote from RichardNixon:

I'm working with historical data from Yahoo.

I'm using the adjusted close for the closing price. How can I adjust O/H/L to match?

Currently I'm doing:

k = adj_close / close;
o = k * open;
h = k * high;
l = k * low
c = k * close;

Is this correct or am I missing something?
More...

Looks correct. You also have to divide the volume by the same factor. I suggest you read this before using adjusted data for backtesting:

http://www.priceactionlab.com/Blog/...d-backtesting-part-i-close-vs-adjusted-close/
 
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