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Getting Incorrect Data
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Getting Incorrect Data
Hey guys when I run a script for 2009 for a backtest, I sometimes get triggers for split adjusted stocks for example when they are trading at $2 it triggers a sell for $10 and so on, so it makes my backtest incorrect. How do I avoid this? My data provider is iqfeed.Tags: None
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Hello elitetradernyc,
Please make sure your data is adjusted for splits.
To automatically update an instrument with historical split and dividend data please follow the below steps:- Create a connection to Yahoo.
- Connect to Yahoo by left mouse clicking on the menu File and selecting the menu item Connect. Then select your Yahoo connection.
- Open the Instrument Manager by left mouse clicking on the menu Tools and select the menu item Instrument Manager
- Select the stock that you wish to update with historical split and dividend data
- Press the Edit button to bring up the Instrument Editor window
- Select the Misc tab and scroll down to the bottom section Splits & Dividends
- Press the Update splits & dividends button
NinjaTrader will now request historical splits and dividend information from Yahoo! Finance and populate the information in your local database.
NOTE: The Update splits & dividends button only appears when connected to a provider (Yahoo) that supports historical splits and dividend data.
Also please make sure "Adjust for split" option is checked in Tools>Options>Data tab.JoydeepNinjaTrader Customer Service
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