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Hi all,
Have a backtest running, and all other days working out well, but for stock split days, the number of shares isn't being adjusted causing a massive change to the profit% skewing results. Example TOPS on Aug 11th 2020. Any idea how to get the code to auto correct for this?
It's running on the default of adjusted data normalization which I thought should already account for this.
Thanks!
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Louis Szeto
Hi Panda Trader
It was usually adjusted for the splitted stocks' holding quantity and price automatically under default setting. This might be due to a data issue in which the stock split wasn't recorded correctly. Please submit a data issue for investigation. Thank you!
Best
Louis
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.
Panda Trader
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.
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