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Best posts made by Saikee Wong

Only 2 decimal places precision in stock trading backtest ?

If my understanding is correct, seems the backtrader round the data to 2 decimal place. which may be OK for US stocks. But HK stocks has 3 decimal places.

Also, in yahoo data, after split, the historical data is adjusted which could result in may decimal place. Rounding to 2 decimals results in wrong backtest result.

Am I right ?

posted in General Discussion
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Saikee Wong