Hello, I am investigating why my algorithm has unusual spike in profitability, I detected that this happens when there was a split for stocks with ticker TOPS - 8/10/2020. Not sure what am I doing wrong, I was using adjusted (default) prices.
I have created simple algo to try and catch split event, but it never appears, price just gaps up on 8/10. I tried with both default settings and DataNormalizationMode.Raw.
Is there something wrong with the data?
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