Back

Split adjusted price data

Hi,

I'm new here & still learning the platform (very slowly).

I understand that prices are supposed to be adjusted for splits & dividends by default, but I'm getting an error on a simple buy-and-hold test for etf symbol TQQQ with a basic template algorithm.  The 2:1 split in Jan2017 appears as ~50% drop instead of a split.  (Stockplot shows the same drop).  Am I doing something wrong?  Is there a way to confirm the data integrity & fix if necessary?

Thx,

Liz

Update Backtest








Thanks for reporting this Liz; it looks like TQQQ data doesn't have the Jan 12th split recorded. I've passed this through to QuantQuote and it'll be fixed shortly. You can sell on the 11th, and rebuy on the 13th to side step this issue until its resolved.

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.


Thanks Jared.

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