Posted By: DdlV
PriceJump not detecting reverse split - 09/29/21 19:35
I have YANG EOD data for ~5 years. In 2018-03 it split 10:1. PriceJump changes from 0 to 1 at that point detecting an outlier, but never -10 - it doesn't detect the reverse split.
I have tried various settings for Outlier, but none detect the split. Is there something else that needs to be set?
I have tried various settings for Outlier, but none detect the split. Is there something else that needs to be set?