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Adjusting for splits

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    Adjusting for splits

    I'm trying to figure out how to adjust for splits choosing multiple instruments. I figured out that I can adjust each individual instrument one at a time, but I have well over 3000 instruments.
    Is there some way to choose multiple instruments and update them all at once? If not, is there a way to tell Ninjatrader to adjust for splits when it downloads the data?

    It really plays havoc on my back-testing results. As an example, for one strategy I was testing, I was getting a PF of 0.41 against the Dow. After adjusting each instrument in the Dow for splits, the resulting PF was 3.29 using the same strategy with the same parameters and the same time period.

    There is no way to know the reason for the poor results until you start looking at the charts and realize that the unadjusted splits are causing the problem.

    This is going to have to be done if I ever hope to have accurate test results, but I would rather avoid having to adjust 3000 instrument one at a time.

    Thanks in advance

    #2
    Hello jwitt98,

    Thank you for your post.

    Unfortunately there is not a way to update the instruments in a batch within NinjaTrader's current release. The instruments splits and dividends must be individually updated at this time. We do understand that this manual process is not ideal. Our development team is looking in to other ways of addressing this in future versions. I will forward your support for this type of change to them.
    KyleNinjaTrader Customer Service

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