fix a bug - XRM had a split 1 for 20 on 5/26/2010. This was incorrectly handled during a backtest
2
votes
James Baumann
shared this idea
our data for XRM is consistent with other sources, including the 1:20 split on 5/26/2010.
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Joseph Rhodes
commented
Yes, and it screws up a backtest whether you use price or actual price in the sort.
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James Baumann
commented
Why do I have to expend a vote for a bug report? I should GET points!
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James Baumann
commented
There is either mistake in your data for XRM, or backtesting does not properly handle splits. The strategy I was backtesting was "El Cheapo Cheapos". I started the backtest on 5/10/2010 with completions 9/15/2010. Try it yourself.