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Getting Incorrect Data

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    Getting Incorrect Data

    Hey guys when I run a script for 2009 for a backtest, I sometimes get triggers for split adjusted stocks for example when they are trading at $2 it triggers a sell for $10 and so on, so it makes my backtest incorrect. How do I avoid this? My data provider is iqfeed.

    #2
    Hello elitetradernyc,
    Please make sure your data is adjusted for splits.

    To automatically update an instrument with historical split and dividend data please follow the below steps:
    1. Create a connection to Yahoo.
    2. Connect to Yahoo by left mouse clicking on the menu File and selecting the menu item Connect. Then select your Yahoo connection.
    3. Open the Instrument Manager by left mouse clicking on the menu Tools and select the menu item Instrument Manager
    4. Select the stock that you wish to update with historical split and dividend data
    5. Press the Edit button to bring up the Instrument Editor window
    6. Select the Misc tab and scroll down to the bottom section Splits & Dividends
    7. Press the Update splits & dividends button



    NinjaTrader will now request historical splits and dividend information from Yahoo! Finance and populate the information in your local database.


    NOTE: The Update splits & dividends button only appears when connected to a provider (Yahoo) that supports historical splits and dividend data.

    Also please make sure "Adjust for split" option is checked in Tools>Options>Data tab.
    JoydeepNinjaTrader Customer Service

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