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Hi
I recently encountered two cases where my entry is not adjusted for splits,
- Buy TJX on 16.10.2018, Entry = 110.57 - should be 55.26 due to split on - 07 Nov '18 - 2/1
- Buy NFLX on 1.7.2015, Entry = 656.94 - should be 93.36 due to split on 15 Jul '15 - 7/1
I have DataNormalizationMode set to SplitAdjusted on Initialize()
self.SetSecurityInitializer(
lambda x: x.SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted) and x.SetLeverage(1))
self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.SplitAdjusted
i already tested this periods in the past with no issues, is this a data issue or am i missing some configuration ?
Thanks,
Malo
Vladimir
MaloKingi
The best way to fix the problem is to report it here.
MaloKingi
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