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                                                   handle stock split during simulation if close price as filter

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Win
2013-04-26 18:49:26


I made my initial download of US stocks by using trading object "Historical Stock Market Data" and then I'm using "Daily Stock Quotes" to make daily updates. When I do simulation, I'm afraid to use price as part of my filter. Since, it looks to me that the close price in database is adjusted close price (from Yahoo, Adj close).
To set price limitation in simulation filter, potentially eliminates some good growth stocks. I'm wondering how do handle this situation. Should I calculate the original close price by digging into split/dividend data or by modifying the download objects to include two close prices (close and Adj. close)?
Thanks in advance!



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2013-04-26 19:20:25

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No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










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