ETF Split Handling and Position Fields in BigTrader v35

Summary

This post reports a suspected mismatch in BigTrader v35 minute backtests after an ETF share split. The author says the strategy-visible position fields—quantity, cost price, last price, and market value—appeared to retain their pre-split values, while a later sale seemed to execute at post-split prices and sharply reduce account assets. The post provides a single-instrument reproduction setup using an ETF bought before the split and sold afterward, with logs intended to compare the position snapshot and account cash around the sale.

The document does not establish the cause or confirm whether the engine has a synchronization defect. It reports that the market data adjustment factor changed as expected, but gives no run output or response from the platform. The suggested post-split quantity and cost adjustments are expectations in the report, not independently verified behavior. Its value is as a reproducible diagnostic case for investigating corporate-action handling, position accounting, and execution consistency in this backtesting engine.

Key ideas

• The report describes a suspected mismatch between position fields and trade execution after an ETF share split in BigTrader v35.\nIts reproduction uses one ETF, with a purchase before the split and a sale afterward.\nThe proposed diagnostic compares position quantity, cost, price, and market value with account cash around the sale.\nThe post provides no logs or platform response, so it does not confirm the cause or prescribe a verified workaround.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.