Back

Working with Daily Close

Hi,
I'm new here at QC so I'm sure I don't understand a basic concept. In the attached algorithm, the OnData() simply logs the Close property (along with other tradebar properties.) However, the Close property often does not match the actual historical close prices (eg those found on the Yahoo Historical Prices webpage.) How can I setup my algorithm such that within OnData() I have access to the close prices that are the same as those reported on Yahoo or MarketWatch? Closing price not adjusted for dividends/splits would be fine for now.
Thanks for the help!
-chris

Update Backtest








Hi Chris, this is a difference in how we model data. You can see this here:
https://www.quantconnect.com/forum/discussion/comment/2954

Alternatively, if you want to directly import Yahoo data and backtest on that its also possible:
https://www.quantconnect.com/forum/discussion/comment/3123#Comment_3123
0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


The line to comment 2954 is broken.  Has it moved somewhere else?

0

Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Loading...

This discussion is closed