On 3 May 2012 00:07, G See <gsee...@gmail.com> wrote: > If a stock splits in half, don't you think you should adjust for that > before performing technical analysis? You'd treat that big jump in > price the same as a real price jump even though if you had a position > in the stock, your PnL would be unaffected by the split?
sorry I was unclear... that would generate wrong signals.. I think the correct way to use split/dividend adjusted daily data for technical analysis is: 1, for each day, generate signals using adjusted data till before that day, in a walking forward fashion. 2, for pnl logistics, use trade based adjustments or position adjustments. the above are not currently supported by quantstrat and underlying blotter but is really a nice to have. is qmao addressing the them in some way? Jim. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
