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Are dividends taken into account for backtesting

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    Are dividends taken into account for backtesting

    If I run a basic sector rotation strategy, using returns over X days as ranking, will NJ recognize dividend payouts as part of the over all "Close(0) - Close(X) / Close (X)" equation, as long as the securities have been updated using Instrument Manager

    #2
    Hello dunwoodyjr,

    Dividends do cause historical data to adjust and NinjaTrader is able to make those adjustments by downloading the splits & dividends information from a data provider.

    The best data provider to connect to for updating splits & dividends is Yahoo.

    This will adjust the historical data which will affect how your strategy runs.

    Below is a link to the help guide on Adding Splits and Dividends.
    http://www.ninjatrader.com/support/h..._dividends.htm
    Chelsea B.NinjaTrader Customer Service

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