@jcl,

Would appreciate your thoughts on the above questions re.

- Picking a value 0> <2 for Outlier, specifically for Split detection
- Making reverse Split detection more robust

Also, I've run into an "anomaly":

When I loop over a number of Assets, PriceJump is applied to the 1st Asset in the loop as well as the Asset which actually had a price jump. I've tried reversing the Assets order, and again it's the (different) 1st Asset that gets incorrectly flagged. This "anomaly" happens with both regular & reverse splits. And if an Asset has multiple splits (on different bars), it happens each time.

Can you confirm this?

Thanks.