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Hi,
I am working on creating an algo on QuantConnect that utilizes the SMA200 indicator. However, when I plot the SMA200 values on QuantConnect, the numbers are far from the values I am getting on ThinkOrSwim. Could someone please help me figure out the issue with my code and explain the massive discrepancy?
For References SMA 200 Values on QuantConnect for SPY:
2023-03-03: 390.95
2023-03-02: 390.9
2023-03-01: 390.9
SMA 200 Values on ThinkOrSwim for SPY:
2023-03-03: 393.14
2023-03-02: 393.12
2023-03-01: 393.13
Yuri Lopukhov
It looks like ToS data is not adjusted for dividends. You can get the same results in QC by adding “dataNormalizationMode=DataNormalizationMode.SplitAdjusted” to AddEquity call, or maybe somehow change settings in ToS to adjust for dividends.
Rishab Maheshwari
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