Go Back   NinjaTrader Support Forum > Application Technical Support > Strategy Analyzer

Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

Thread Tools Display Modes
Old 05-04-2009, 04:52 PM   #1
Junior Member
Join Date: Sep 2008
Posts: 18
Thanks: 0
Thanked 0 times in 0 posts
Default data feed missing split adjusts

I am using the Yahoo feed for my back-test.
I have noticed several stock symbols eg. AMGN are not split adjusted
even after I:
1. Update splits and dividends for the symbol in the Instrument Manager
2. Turn on split adjustment in the Options->Misc->Data menu

In the case of AMGN, there are no historical splits recorded in the Instrument Manager Misc Data box. Yahoo charts web-page has 5 historical splits for this symbol.
mjtrader is offline   Reply With Quote
Old 05-05-2009, 08:56 AM   #2
NinjaTrader Customer Service
NinjaTrader_Jason's Avatar
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 14,397
Thanks: 217
Thanked 919 times in 892 posts

Hello mjtrader,

I was able to reproduce it as per the AMGN. I am not sure why splits and dividends are not updated when hitting 'Update splits & dividends'.

I tested other Nasdaq stocks as well as some Nyse stocks and they all seem to update as expected so far.

I manually entered splits as per the AMGN and when creating a brand new chart the split (11/22/1999) was reflected in the chart. I suggest to manually add the splits and dividends as per the AMGN.
NinjaTrader_Jason is offline   Reply With Quote

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
Is Yahoo data split adjusted? bmaltz Charting 14 08-31-2010 12:30 PM
Historical tick data missing / Zenfire feed dosh1965 Miscellaneous Support 6 04-03-2009 01:51 PM
Missing data with TT's feed pipal Charting 5 06-16-2008 07:17 AM
Missing Yahoo Split Data wd2trade Miscellaneous Support 19 02-22-2008 09:25 AM
Minute historical data not split adjusted? Pete S Historical NinjaTrader 6.5 Beta Threads 7 11-12-2007 05:15 PM

All times are GMT -6. The time now is 12:24 PM.

FULL RISK DISCLOSURE: Futures trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.

The NinjaTrader Support Forum is hosted and operated by NinjaTrader LLC (“NT”), a software development company which owns and supports the NinjaTrader trading platform. NT is an affiliated company to NinjaTrader Brokerage (“NTB”), which is a NFA registered introducing broker (NFA #0339976). The Support Forum is intended for information and educational purposes only and should not be viewed as a solicitation or recommendation of any product, service or trading strategy. Specific questions related to a brokerage account should be sent to your broker directly. Developers who offer products or other trading software tools to be used with the NinjaTrader trading platform are independent persons or companies that are in no manner affiliated with NT or NTB. Please be aware that any performance information provided by a 3rd party developer should be considered hypothetical and must contain the required additional disclosures.