Possible for Yahoo data to be split/dividend adjusted by default?

[EquityTrader]

Hello,

First, let me say what a fan I am of the C#-based NinjaScript programming environment and NinjaScript API. Truly a superb strategy development environment.

I wrote some systems with it, and now my goal is to run backtests of by NinjaScript strategies on split & dividend adjusted daily stock data that goes back to 1/1/1990. I want to be able to do this for all 500 stocks in the S&P 500.

How can I make the daily Yahoo data be split & dividend adjusted by default?

Unfortunately going to "Tools --> Options --> Data" and checking the "Adjust for splits" and "Adjust for dividends" checkboxes doesn't accomplish this, even after closing the application, deleting all data on the db folder, and reopening the application.

I would also be happy to use Kinetick or Google data instead, as these data sources appear split and dividend adjusted by default, except that these data sources don't go back to the 1990's.

Thanks in advance!

EquityTrader

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your note.

Unfortunately Yahoo does not provide pre-adjusted Splits and Dividends and you would be required to be done manually.

I have provided a link below to our Help Guide that goes over what data providers offer this information by default which can be seen within the section "Understanding Splits and Dividends".

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

Please let me know if I may be of further assistance.

[EquityTrader]

Hello,

Thank you very much for the quick response.

From the grid at the link you provided, only Barchart and TradeStation data are split-adjusted and dividend-adjusted by default.

Unfortunately, these two data sources cost money.

I need to run backtests on 500 split-adjusted and dividend-adjusted stocks going back to 1/1/1990. I will need to re-run the backtest every night to determine my stops for the next day, so I need an easy way to quickly update the dividends and splits for hopefully one of the free sources of data, like Yahoo or Kinetick.

I will have to do this every day, so it is critical that I don't have to right click on each of the 500 stocks one at a time in the InstrumentManager to "Update Splits and Dividends" that way.

Is there any way to do this in NinjaTrader, without having to right click 500 instruments in the InstrumentManager individually?

Thank you in advance.

EquityTrader

[NinjaTrader_ChristopherJ]

Unfortunately there is not a global option available to Update Splits and Dividends and would need to be done manually for Yahoo. I have forwarded this to our development team as a suggestion on how we can improve the NinjaTrader platform.

Once this suggestion has been input into our tracking system I will forward you the assigned ID number for tracking.

[EquityTrader]

NinjaTrader_ChristopherJ,

Thank you very much for your prompt help with this issue.

Hopefully this feature is added to NinjaTrader sooner than later. This might not be an issue for most traders, but it is a complete deal killer for me.

In the mean-time, I will need to consider other options for a back-testing system, although I will keep a close eye on NinjaTrader forums and new release announcements. I really want my back-testing system to be NinjaTrader. Maybe I will lease TradeStation, RightEdge, etc. until this feature gets added, then switch back to NinjaTrader.

If you or anybody else has a better idea that would allow me to keep using NinjaTrader, I would love to hear it, as I am very impressed by the NinjaScript C# API and strategy development environment.

Sincerely,

EquityTrader

[NinjaTrader_ChristopherJ]

This request has been submitted to our development team and has been assigned ID #1638 for tracking.

Thanks again for your suggestion and please let me know if I may be of further assistance.

[kbeary33]

Hi Christopher (or whoever),

Will this be incorporated into the next version of NinjaTrader? It seems needlessly complicated to have to click manually on each stock; this would be a very simple way to greatly improve the instrument manager

Thanks!
Kevin

[NinjaTrader_ChristopherJ]

I cannot say for certain if this will incorporated however I will send your request to our development team as well to let them know there is additional interest in this feature.

[marmanan]

Please, add my interest to this issue as well.

Thanks

[FireFly]

I'm also interested in this feature because I have the same problem as the topic starter

[NinjaTrader_Jason]

I will forward your vote to support this feature to development.

[FireFly]

As an alternative, Yahoo data contains a field called "Adjusted Close". Is that somehow accessable in NinjaTrader?

[NinjaTrader_Jason]

Unfortunately this is not supported.

[FireFly]

Do you have any suggestions for me how to work around this limitation?

[NinjaTrader_Jason]

You could import historical data manually in NinjaTrader after downloading Yahoo data in .csv files. See the forum thread below.

http://www.ninjatrader.com/support/forum/showthread.php?t=15675&highlight=adjusted+close