Hi QC,

From the discussion forums and documentation, it is my understanding that Universe selection is carried out using raw, unadjusted data as this is the best snapshot of the universe at a given point in time. However, in the EmaCrossUniverseSelectionAlgorithm you have kindly shared with the community, it seems using raw data to calculate these exponential moving average indicators may result in erroneous jumps on split / reverse split dates. How does the EMACrossUniverseSelectionAlgorithm currently handle stock split / reverse split events in its indicator calculations used for universe selection?

Thanks for any help in advance.