Stock Optimization: Make the Dataset and Trading Rules Match

Record the exact symbol, exchange or provider, chart interval, session selection and test dates. The usual U.S. cash-equity core session is 9:30 a.m.–4 p.m. Eastern Time on full trading days, but that is not the only time equities can trade. Exchange calendars, early closes and available extended sessions matter when reproducing a rule. Confirm the chart and strategy use the intended sessions. Keep corporate-action treatment consistent. TradingView adjusts chart history for splits and offers a dividend-adjustment option for supported symbols. Split-adjusted prices help preserve continuity, but a rule based on the stock’s actual historical nominal price may need different data. Dividend-adjusted history represents a total-return-oriented price series; it is not a separate cash ledger for dividends earned by a particular strategy. Do not count the same dividend both in adjusted returns and as an added cash payment. For an illustrative 2-for-1 split, one share at $100 becomes two shares at $50 without creating a $50 economic loss. A strategy model must keep price, quantity and cost assumptions consistent. Across multiple stocks, define the eligible universe before looking at results and account for names that disappeared or were not yet listed. Testing only today’s survivors or selecting favorable sectors after the fact can bias a comparison.