Handling splits in multi-timeframe strategies

[joesandyego]

I have a ninja script strategy that uses both intraday and daily (close) data. My feed provider (IQFeed) provides split adjusted data for Daily but not for Intraday. Is there some intuitive way to handle this in NT either through Ninja script functions or the Control Center? I know that I can select Tools>Options>Data>Adjust for Splits and also set up for splits in the Instrument Manager, but I need to only adjust for splits on intraday while simultaneously not adjusting for splits on the Daily (since the data is already adjusted). Any help would be appreciated.

[NinjaTrader_Bertrand]

Sorry for our late reply here Joe - I would create 2 different symbols here so you can choose for which you would add the split info for the intraday data and then you can still refer to the IQFeed native one for the daily data so the NT master symbol would not use any split info for this one then.

[kdoren]

Instead of daily bars, try using 400-minute bars, and make sure you have the correct session hours set fpr the instrument in the Instrument manager. This should give you 1 OnBarUpdate at the end of the session, collected from the minute data so it will be correctly split/dividend adjusted from the raw data if you have that enabled. The close won't be the "official" close (which is usually some VWMA of the last seconds of trading), but should be good enough except maybe for lightly-traded instruments.