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Stock Splits
#466753
06/30/17 16:31
06/30/17 16:31
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Joined: Aug 2016
Posts: 95 Wien
trenki2
OP
Junior Member
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OP
Junior Member
Joined: Aug 2016
Posts: 95
Wien
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How does Zorro handle stock splits?
For instance when do enterLong() with 100 shares and then the stock split happens 2:1 and later I exit the trade with exitLong().
Does Zorro exit the 200 shares? How does it know that the stock split happened? I don't see a function in the broker plugin API for that.
What happens to the stop-loss and take-profit levels in such a case?
Last edited by trenki2; 06/30/17 16:35.
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Re: Stock Splits
[Re: jcl]
#476902
04/21/19 13:35
04/21/19 13:35
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Joined: Apr 2019
Posts: 20
kankan
Newbie
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Newbie
Joined: Apr 2019
Posts: 20
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In case of IB, the broker will cancel all open orders when the split or a special dividend happens. This means that if you have an already open trade, all of its stop losses and profit targets are cancelled and you have an unprotected trade. In Zorro, how would I re-issue these exit orders then?
Regarding adjusting historical data... So when a split happens, would this approach work? 1 - detect an upcoming split 2 - when the market is closed, close Zorro (keep Open trades and keep trading) 3 - adjust historical data 4 - restart Zorro, reloading the session 5 - Zorro re-runs the Lookback period on the adjusted data, thereby adjusting the series <== Would this actually happen???
Thanks!
Last edited by kankan; 04/21/19 13:37.
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