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Yesterday I started digging into QC features. Pushing dividend and split adjusted prices into algoritms works fine for back testing. But how is adjustment handled in live trading? Gets RollingWindows and Indicators also adjusted automatically?
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In live mode, dividends are paid into the brokerage account while splits are not handled at the moment (it is part of our TODO list).
RollingWindows and indicators are not back adjusted automatically.
However, once we have the dividend information, we can perform the adjustment in OnData event handler:
// Update this to Dividends dictionary
public void OnData(Dividends data)
{
var dividend = data[_symbol];
}
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Is shutting down the system once a day and restarting it to get split adjusted historic data for algorithm warm up a valid work around?
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Yes, it is.
Also, we don't need to redeployed it every day, only after split events.
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You could also request history once a day if you're using rolling windows.
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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.
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.
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