Different Results Split-Adjusted vs Non Split Adjusted

nkrastins · December 3, 2023, 11:28pm

Hello,

I am having an issue when I adjust splits manually, my results go down a lot, any ideas why?

here's the code:

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

//Define starting capital and position size
SetOption("initialequity", 2000);
SetPositionSize(50,spsPercentOfEquity);
SetTradeDelays(0,0,0,0);
//SetChartBkColor(colorwhite); // color of outer border
//SetChartBkGradientFill(colorlightorange,colorPaleGreen,colorBlack); // color of inner panel
//Plot( C, "Portfolio Equity", ColorBlend( colorBrightGreen, colorBlack ), styleGradient | styleLine, Null, Null, 0, -1 );
SetOption("MaxOpenPositions", 2);
SetOption("holdminbars",1);
TickSize = 0.01;
TradeDelay = 0; 

//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

_SECTION_BEGIN("VWAP");
/*
The VWAP for a stock is calculated by adding the dollars traded for every
transaction in that stock ("price" x "number of shares traded") and dividing the total shares traded. A VWAP is computed from the Open of the market to the market Close, AND is calculated by Volume weighting all transactions during this time period
*/
 
Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 093000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today  ) / TodayVolume,0);
Plot (VWAP,"VWAP",colorOrange, styleThick);
 
_SECTION_END();

//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

TimeFrameSet(inDaily);
dailyMA 		= MA(C,200);
trendfilter		= O > dailyMA;
dailyRSI		= RSI(14);
yestL			= Ref(L,-1);
yestH			= Ref(H,-1);
todayO			= O;
yestC 			= Ref(C,-1);
yestC1			= Ref(C,-2);
yestC2			= Ref(C,-3);
yestC3			= Ref(C,-4);
yestC4			= Ref(C,-5);
yestC5			= Ref(C,-6);
dailyRSI		= RSI(4);
yestO 			= Ref(O,-1);
tomorowO		= Ref(O,1);
todayC			= C;
new20DHight		= HHV(C,20);
TimeFrameRestore();
dailyMA			= TimeFrameExpand(dailyMA, inDaily, expandFirst);
dailyRSI		= TimeFrameExpand(dailyRSI, inDaily, expandFirst);
trendfilter		= TimeFrameExpand(trendfilter, inDaily, expandFirst);
yestL			= TimeFrameExpand(yestL, inDaily, expandFirst);
todayO			= TimeFrameExpand(todayO, inDaily, expandFirst);
yestH			= TimeFrameExpand(yestH, inDaily, expandFirst);
dailyRSI		= TimeFrameExpand(dailyRSI, inDaily, expandFirst);
yestC			= TimeFrameExpand(yestC , inDaily, expandFirst);
todayC			= TimeFrameExpand(todayC , inDaily, expandFirst);
yestC1			= TimeFrameExpand(yestC1 , inDaily, expandFirst);
yestC2			= TimeFrameExpand(yestC2 , inDaily, expandFirst);
yestC3			= TimeFrameExpand(yestC3 , inDaily, expandFirst);
yestC4			= TimeFrameExpand(yestC4 , inDaily, expandFirst);
yestC5			= TimeFrameExpand(yestC5 , inDaily, expandFirst);
yestO			= TimeFrameExpand(yestO , inDaily, expandFirst);
tomorowO		= TimeFrameExpand(tomorowO , inDaily, expandFirst);
new20DHight		= TimeFrameExpand(new20DHight , inDaily, expandFirst);

//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

yesterdaydown 	= yestC < yestO;
yesterdayup		= yestc > yesto;

opentn = TimeNum();
opencondition = 105500 <=opentn AND  opentn <=105959;
closetn = TimeNum();
closecondition = 155500 <= closetn AND closetn <= 155959;

downday = C < todayO;
upday = C > todayO;
 
Buy = upday AND opencondition;
BuyPrice = Close;
Sell = closecondition;
SellPrice = Close;

// sample entry rules
Short = C < O AND opencondition;
ShortPrice = Close;
Cover = closecondition;
CoverPrice = Close;

amount = 1.65; // % loss
ApplyStop( stopTypeLoss, stopModePercent, amount, True );