Click here to Login

                                                   handle stock split during simulation if close price as filter


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!

2013-04-26 19:20:25


No more messages


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"


Trading Items
% bars in last N trading days where stock close price increased
High to low stock pattern for the close price
Market Rule based on the Crossover Between Stock Close prices and...
Close Price Above Cursor
Nigerian Stock Exchange

How-to Lessons
How to filter stocks in a market composite
How to detect whether price movements are predictable or not
How to plot the number of stock tweets per day
How to add a metric in the trading system simulation report
How to create a Monte Carlo simulation

Related Forum Threads
How do I find the close price for an entry matching a custom DB
Filter out limit orders that doesn't trade through limit price
How do I refer to the close price of another symbol in a formula?
Stock Split Data
i need daily price bars, when Stock is trading | INDIA(NSE)

Blog Posts
Stock split & dividend
How to make sure your Historical Price Data is Split Adjusted
9 mistakes you should avoid when backtesting an end-of-day stock ...
How to filter quotes data from high and low price spikes
Stock Market Prediction with QuantShare

Create an account
Affiliate Program
Contact Us
Trading Forum
How-to Lessons
About Us
Terms of Use

Copyright 2021
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Follow us on Google+
RSS Trading Items

Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.