DataSeriesOp.SplitReverseFactor gives different results depending on the date range
Author: KGo
Creation Date: 4/4/2017 4:11 PM
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KGo

#1
The SplitReverseFactor function gives different results depending on the date range selected. It is ignoring splits that occurred after the end date of the analysis. Those splits are in the clicked data and must be represented in the adjustment. Try PSQ before and after 11/6/2014.
CODE:
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KGo

#2
Sometimes DataSeriesOp.SplitReverseFactor gives the correct value as with AAPL. However it is often incorrect as with:
CME
DDM
DXD
EWJ
EWM
FCX
IBN
MVV
PRAA
BIDU
PSQ
QLD
SBS
SDS
SH
Set the end date control to an early date say 2005 and try the below. If both blue and red line show at the last bar there is a problem. I believe the blue as coded is correct and have been using it as a replacement.

Please advise.
CODE:
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Cone

#3
Thanks for pointing this out. I'll see what I can do to get this fixed.
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marcomaier

#4
Hello,

I use the following part of code for my strategy:

CODE:
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Can you tell me how this code has to be modified ("Split (Yahoo! Finance)" is for the Yahoo-data) to work with the Data-Providers Morningstar Static and QuoteMedia or where I can find this informations?

Thanks and greetings

Marco
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Eugene

#5
Hello Marco,

You cannot modify this code to use Morningstar or QuoteMedia providers as the source of split reverse adjustment. Said providers do not contain a fundamental item like "Split (Yahoo! Finance)".

P.S. Keep in mind that since these data providers do not support split and dividend adjustment you have to refresh the data once a split has taken place.
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marcomaier

#6
Thanks for fast answering ...