Download dividend and split data for EWJ from yahoo
Ensure that under NinjaTrader Options ->
Check adjustment for Dividends
Check adjustment for Splits
My TimeZone: (UTC+08:00) Kuala Lumpur, Singapore
Instrument timezone: US Equities RTH
Delete cache files for EWJ
SampleMACrossover
60 Minute data,
Fast = 8
Slow = 32
From 2012-01-01
To 2017-02-13
Exit on close = False
Run strategy once, cache files have been created.
Note down the Total Net Profit
Run strategy again, this time it is running on cache files.
Total Net Profit is different !!!!
EWJ was adjusted to $36 in 2012 when running without cache db files. (1st run)
EWJ was adjusted to around $46 in 2012 when running on cache files. (2nd run)
Feels like dividend adjustment was applied twice when cache is used.
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