QUANTCONNECT COMMUNITY
| Ticker | CGNX |
| Security Type | Equity |
| Market | USA |
| Resolution | Daily |
| Status | Resolved |
Symbol: CGNX using daily resolution
I was exploring a return anomoly and found that my long trade for CGNX had a fill price of $713 on 2017-11-21. The stock never traded above about 150. The image below is from my trdae log. Thanks.
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Hugh Todd
I should add that there was a 2:1 split between the buy and sell dates above. The $150 price I referred to was pre-split, so never traded higher than $75 on a split-adjusted basis.
QuantConnect Robot
JayJayD has marked this issue as in progress.
JayJayD
Confirmed, there is an issue with the factor file for this security.
The split factors are multiplied by 10, so instead of 0.5 (representing the 2:1 splits), the factor files has 5. Given your example, the raw close price for 2017-11-21 is 144,8, the expected adjusted price is approximately 72, but instead, we have an adjusted price above 700!
We are working on this issue.
JayJayD
Hugh Todd this issue is fixed, please check the attached backtest.
Thank you for reporting this issue!
QuantConnect Robot
JayJayD has marked this issue as closed.
Hugh Todd
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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