I just noticed an issue running the genetic evolver on 60 minute bars using EODHD. It evolves my strategies to take advantage of splits that the data is not accounting for.
This pic shows how my strategy catches these 20/1 splits for huge gains haha
Is IQfeed data adjusted to account for splits? I was hoping not to pay for IQfeed, but I will if need be.
This pic shows how my strategy catches these 20/1 splits for huge gains haha
Is IQfeed data adjusted to account for splits? I was hoping not to pay for IQfeed, but I will if need be.
Rename
IQFeed does not, but our IQFeed provider handles it.
We're looking into bubbling that IQFeed specific code up a level to make that facility available to any intraday provider. But that would be in an unspecified future build.
We're looking into bubbling that IQFeed specific code up a level to make that facility available to any intraday provider. But that would be in an unspecified future build.
@Cone will correct me if I'm wrong but IQFeed's policy is to not adjust their intraday data and keep the OHLC as it was.
https://forums.iqfeed.net/index.cfm?page=topic&topicID=2815
Our provider, however, does the adjustment.
https://forums.iqfeed.net/index.cfm?page=topic&topicID=2815
Our provider, however, does the adjustment.
With IQfeed would there be a limit to which data is adjusted...meaning only Nasdaq and SP500 symbols or would all symbols be adjusted for the dates that I can get them from IQfeed?
QUOTE:
meaning only Nasdaq and SP500 symbols or
All symbols covered by your IQFeed subscription for which the feed returns the split adjustment data.
1. IQFeed does not adjust their intraday data.
2. However, our IQFeed Provider does the adjustment for IQFeed intraday data.
3. IQFeed transmits the last 2 stocks splits in their fundamental data.
The IQFeed provider combines that information with a split database we created to split intraday histories where and when required. It's not guaranteed to be perfect or be available for all symbols, but we do our best to keep it up-to-date.
2. However, our IQFeed Provider does the adjustment for IQFeed intraday data.
3. IQFeed transmits the last 2 stocks splits in their fundamental data.
The IQFeed provider combines that information with a split database we created to split intraday histories where and when required. It's not guaranteed to be perfect or be available for all symbols, but we do our best to keep it up-to-date.
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