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Dividends and dividend dates

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    Dividends and dividend dates

    Hello,

    Two part question here ive searched and read what i could.

    1. Update splits and dividends....i get the price adjustment for splits. I assume there is no direct price related adjustment going on with historical data related to a dividend update? I assume it is updating the dividend for purposes of calculating return only? This seems obvious to me but i see folks concerned about the price change with div update and i dont get it.

    2. Besides a return calculation, what else can NT do with the dividend information? It appears based on similar questions, not much. Having the ex dividend date and dividend amount can be powerful trade strategy tools. There is so much research and strategy related to dividends that it is hard to believe the data parts can not be used in NT strategy development? Idealy, the ex div date, the div payout date, and div amount would be accesible to incorporate into strategy development. Am i missing anything here?

    #2
    Hi meegwell, for your first question please see the example of how this process works in NT on this link - http://www.ninjatrader.com/support/h...rical_data.htm (4th section please).

    With the OnFundamentalData() you can use these event args in your script development but unfortunately dividend info could not be accessed here.
    BertrandNinjaTrader Customer Service

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      #3
      "With the OnFundamentalData() you can use these event args in your script development but unfortunately dividend info could not be accessed here"

      Im not sure i understand this statement. You can or cant use, for example, the ex dividend date stored after updating splits/divs?

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        #4
        Unfortunately you cannot access the dividend info programmatically, but system development those OnFundamentalData() items could be accessed :

        BertrandNinjaTrader Customer Service

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