Philadelphia, PA
Experience: Advanced
Platform: Matlab, TradeStation
Trading: Stocks
Posts: 211 since Aug 2012
Thanks Given: 5,192
Thanks Received: 296
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I am looking to utilize TS data to perform some backtesting in another program. Yesterday I downloaded MSFT back to the start of trading on 3/14/86. The data is split adjusted (haven't investigated if dividend adjusted - I hope not) and only goes to the hundredths place:
MSFT 03/14/86 1600 0.09000 0.09000 0.09000 0.09000 342438220
Is there a way to adjust the precision further somewhere in TS? Obviously having OHLC all the same values doesn't work. I'd at least like 4 decimal places if not more. Any have any experience with this?
Thanks for reading and any help you may provide.
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