Dividend History Data?

[dpappyp]

Sorry, a lot questions:

I am running Ninjatrader 8 and using the Kinetick free EOD data only. For backtesting purposes how do I get dividend payouts to be taken into account? I've tried enabling adjusting for dividends in the options, but it doesn't change anything.

Do I really have to manually add each dividend payment to every instrument?
- If so, is there a way import a bulk record for dividend payments?

Is it just that the free Kinetick data doesn't have dividend data? Does their paid feed include dividend data? Do other data providers have this information?

Backtesting without dividend information is kind of pointless.

Thanks,
Dan

[dpappyp]

If I have to manually input each and every dividend payment in what file on my computer is that information stored? I want to be able to just copy that file over to my other computer then so I don't have to duplicate the work.

[NinjaTrader_PatrickH]

Hello dpappyp,

Thank you for your post.

The Dividends per instrument are stored in the database. The database is stored under Documents\NinjaTrader 8\db and is named 'NinjaTrader' and should be the .sdf file type.

When you update the Dividends and Splits when connected to a data provider you receive the Dividends and Splits they have available. The Kinetick data feed has the same Splits and Dividends as the Kinetick End Of Day data feed.

Please let me know if you have any questions.

[dpappyp]

I am connected to the Kinetick free EOD data, but there is no dividend or split data for any instrument and the "Update" button is greyed out.

[NinjaTrader_PatrickH]

Hello dpappyp,

Thank you for your response.

I was incorrect. Per our Help Guide information on Splits and Dividends the Kinetick End Of Day data feed does not provide Splits and Dividends.

Adding Splits and Dividends: https://ninjatrader.com/support/help..._dividends.htm

Please let me know if you have any questions.

[dpappyp]

So, I tried manually adding in the dividends for a couple securities and am now not sure how to correctly implement it in backtests. If I click to adjust for dividends I get crazy negative prices on backtests. So it looks like NT is subtracting the dividends from the prices when if anything it should be adding them to correctly account for that added gain. For example, let's say I bought 1 share of a dividend paying security at $100, held it for a year and then sold it for $100. If that security also paid a quarterly dividend of $1 then I should have a profit of $4. I can't see how to capture this in NT. If I click to adjust for the dividend data I input then instead of adding this value in it deducts it? In backtests how am I supposed to account for the gain of dividends?

[NinjaTrader_PatrickH]

Hello dpappyp,

Thank you for your response.

Dividends in NinjaTrader will adjust from the date of the Dividend backwards rather than from the date forward. If the dividend was used forward and multiplied the value than that value would be skewed.

What instrument are you viewing? What Dividends have you added? I will need the value and dates.

I look forward to assisting you further.