Split Adjusted Data

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Moderator: Chris White

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garrutrading
Posts: 5
Joined: Mon Dec 07, 2020 12:17 pm

Split Adjusted Data

Post by garrutrading »

I ran a simulation using the "Trading Leveraged ETFs with ConnorsRSI". As I was looking at the results and the individual trades, I noticed that one trade stood out as having an excessively large gain (724%). I thought it was odd, so I looked at the historical data for the symbol, SPXS. Sure enough, I saw on Yahoo Finance that SPXS had a 1:10 split on January 11. I think I had the default data provider as EdgeRater. Does it account for splits? I tried changing data providers to Yahoo, but the program won't let me "Get Latest Data", because "All Data is Up to Date".

Is there a way to get split adjusted data? And if I originally don't get split adjusted data, is there a way to change to a provider that does, and then update the simulation the same day?

Thanks.
Chris White
Posts: 211
Joined: Mon Nov 29, 2010 9:21 pm

Re: Split Adjusted Data

Post by Chris White »

The EdgeRater data provider does adjust for splits normally but it appears our data source has not yet noted that particular split. I have notified them about the error and the fix will appear in one of the daily updates.

The Get Latest Data button in the Premium Data Status menu section only handles EdgeRater premium data.
Get Latest Data Button
Get Latest Data Button
getlatestdatabutton.png (9.42 KiB) Viewed 15815 times
When you press that button all lists that have EdgeRater as the data provider will be updated.

If you change the data provider of a list you can update that list using the button in the symbol lists panel:
Update single list button
Update single list button
updatesinglelistbutton.png (25.26 KiB) Viewed 15815 times
Or you can update multiple lists at once using the Manage Symbol Lists dialog box:
Update multiple lists button
Update multiple lists button
updatemultiplelistsbutton.png (154.03 KiB) Viewed 15815 times
Chris White
Posts: 211
Joined: Mon Nov 29, 2010 9:21 pm

Re: Split Adjusted Data

Post by Chris White »

SPXS data has now been fixed.
SPXS_split_fixed.png
SPXS_split_fixed.png (52.77 KiB) Viewed 15790 times
garrutrading
Posts: 5
Joined: Mon Dec 07, 2020 12:17 pm

Re: Split Adjusted Data

Post by garrutrading »

Thank you, Chris!
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