I was under the impression that NT will adjust for splits/dividends? While the attached screenshot is a daily chart my strat runs on minute data internally which doesn't seem to be split-adjusted. Is there anything I can do to mitigate this?
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Strategy Analyzer Choking on Reverse Split?
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Strategy Analyzer Choking on Reverse Split?
Hi. I was backtesting my strat and I noticed something strange with WM during the 2007-2008 period. After some research I found out that WM had a reverse split back then. You can see by the screenshot that something is not right.
I was under the impression that NT will adjust for splits/dividends? While the attached screenshot is a daily chart my strat runs on minute data internally which doesn't seem to be split-adjusted. Is there anything I can do to mitigate this?Tags: None
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Hi Spiralhead,
Yes, NT can work with splits and dividends, but will need to make sure these are defined properly. The free yahoo connection is usually pretty good for getting this info from a server, but you can also define manually.- Click Tools > Instrument Manager
- Search for WM and edit, then click Misc tab
- Click the button Update splits and Dividends while connected to yahoo.
If yahoo does not populate the split, you can also define manually by clicking the [...] button next to splits.
Ryan M.NinjaTrader Customer Service
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