Strategy Analyzer Choking on Reverse Split?

[spiralhead]

Hi. I was backtesting my strat and I noticed something strange with WM during the 2007-2008 period. After some research I found out that WM had a reverse split back then. You can see by the screenshot that something is not right.

I was under the impression that NT will adjust for splits/dividends? While the attached screenshot is a daily chart my strat runs on minute data internally which doesn't seem to be split-adjusted. Is there anything I can do to mitigate this?

[NinjaTrader_RyanM1]

Hi Spiralhead,

Yes, NT can work with splits and dividends, but will need to make sure these are defined properly. The free yahoo connection is usually pretty good for getting this info from a server, but you can also define manually.

• Click Tools > Instrument Manager
• Search for WM and edit, then click Misc tab
• Click the button Update splits and Dividends while connected to yahoo.

If yahoo does not populate the split, you can also define manually by clicking the [...] button next to splits.

http://www.ninjatrader.com/support/helpGuides/nt7/adding_splits_and_dividends.htm