Glossary

Stock Split & Adjustment

Backtests must declare whether candles are adjusted; otherwise return curves lie.

Adjustment types

Forward adjustment aligns history to today's price; backward keeps historical levels. Vendors name them differently.

Corporate action days create price gaps — strategies should tag them, not treat as volatility.

Confirm TIQEX kline field docs and pick one adjustment convention in your backtest engine.

Mixing adjusted and unadjusted series breaks indicators; lock one convention and data_version during sweeps.

OHLCV glossary and backtest guide; calendar for holidays/halts.