Re: [R] Adjusting OHCL data via quantmod

Took out snippet of problematic code: ### library(quantmod) #AV data. Supply your own api key getSymbols("AAPL",src = "av" ,api.key = my_api_key , adjusted = TRUE, output.size = "full") #Manual adjustments for splits, and split-adjusted dividends close_av <- Cl(AAPL) splits <- getSpli

[R] Adjusting OHCL data via quantmod

Hello, I'm trying to do two things: -1. Ensure that I understand how quantmod adjust's OHLC data -2. Determine how I ought to adjust my data. My overarching-goal is to adjust my OHLC data appropriately to minimize the difference between my backtest returns, and the returns I would get if I was tr