Wrong Yahoo prices after split
Author: placebo76
Creation Date: 8/2/2015 4:36 AM
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placebo76

#1
Hi, what is the best way to handle wrong prices from yahoo? Because of that trading strategies can output completely wrong results.

An example of a very big company within the DAX 30

https://de.finance.yahoo.com/q/bc?s=MRK.DE&t=2y&l=on&z=l&q=l&c=

You can see the failure in June 2014

And it's just luck that i saw the failure ...

I think it was a split but i would expect that yahoo delivers the correct prices ...

Regards Daniel
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Eugene

#2
Hi,

Assuming that the split in MRK.DE happened on 06/24/2014 (as per the prices) and not on 06/30/2014 as stated in the data table, here's what you can do to fix the error:

1. Open the Data Manager, Yahoo! Data tab, click "Ignore selected splits", and add the MRK.DE 06/30/2014 split to the exclusion list.
2. Open up the MRK.DE chart, zero in on 06/24/2014, right click and select "Process a stock split", type in 06/23/2014 and 2:1.
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Cone

#3
In this case, since there are only 4 bars involved, you can also just edit each bar's OHLC/V values by double clicking each bar.

Edit:
At least I thought that should work. Strangely enough, after editing the 6/24 and then the 6/25 bars, the split was "reversed" showing a price level back around 128 for 6/24 and prior. Why???

Edit 2:
Nonetheless, after refreshing the chart and repeating the process, it worked fine the second time.
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placebo76

#4
Thanks i have fixed it by the solution of Eugene.

Regards Daniel
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Eugene

#5
Attention Yahoo provider users

If you notice incorrect backtesting results or false gaps on Yahoo charts (see screenshot) even with "Enable split adjustment" activated, you have to:

1. Update to the latest version 2020.02.2 of Yahoo! provider
2. Reload your data.

For a handful of symbols only, right click on the chart and do a "Reload Chart History". For bulk reload, install the Data Tool and choose "Remove all data" on your DataSet, then simply update it.

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