[R-SIG-Finance] quantstrat with intraday data

[G See]

On Wed, May 2, 2012 at 10:57 PM, Jim Green
<student.northwestern at gmail.com> wrote:
> Thanks for the comment! personally I am hesitant to adjust intraday
> prices for splits or dividends, and I prefer adjust positions to
> account for the corp actions. Actually even for simplest technical
> analysis on daily data, I am still not sure if using dividend/split
> adjusted data is the right way to do.
>
> Jim.

If a stock splits in half, don't you think you should adjust for that
before performing technical analysis?  You'd treat that big jump in
price the same as a real price jump even though if you had a position
in the stock, your PnL would be unaffected by the split?