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I need to manage quantities myself for a multi stategy allocation algorithm.
It seems that we do get split events when there are splits on stocks (!) but it does not affect quantity. It appears to be linked toSetDataNormalizationMode which brings up a few questions:
1) with SetDataNormalizationMode(DataNormalizationMode.Raw), can I get History with DataNormalizationMode.SplitAdjusted?
2) DataNormalizationMode.SplitAdjusted, how will a split behave with a live algorithm? Quantity will change, I assume History will be updated again? What happens any custom indicators (one where I call Update myself)?
3) Is there a safe way to deal with this? How do I know if my algo is in live mode (I need to process the splits myself) or in backtest mode.
4) to make it consistent in case of SplitAdjusted, wouldn't it be logical to raise a split event with a SplitFactor of 1? so that we can have consistent code...
thanks
AlphAngel
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