Stock Split Drawndown Risk

Hi Matthew

I have a short in NVO which had a stock split several weeks back. I think the drawdown risk is still being calculated from the pre-split high as is showing very high risk, when this is in fact not the case.

One other point, i’d really appreciate some advice from you (or anyone) on what data vendors are required for using Ninjatrader to generate signals with C2. I am currently using Opentick and cannot get NT to pass any signals through to C2.

Tks in advance!



On the pre-split, C2 cannot account for risk correctly. I had a dividend paid and the gap lower was still counted in my DD, and it should not have been. Even my backtesting platform wealth-lab is programmed not to do that.