Hello all,

I've attached a backtest which covers the SPY historical period around 1999/1/1 and I notice some discrepancy between the LEAN implied close prices [in my case, held within a rolling window of daily prices] and my two reference sources, Amibroker + Trading view. My code aims to store the three prior daily closes within a 3 space rolling window, before applying logic to those three close prices. Applying the line break at line 36 within the debugger, I am able to isolate the SPY close prices implied by the algorithm, which are around 80, 81 etc, by watching the rolling window and my variable, self.ser[0] = 80 or so. The reference sources agree to one another and give me a 1999/1/1 daily close price of around 123.37 which is materially different from the LEAN close price. What am I missing here guys? Is this something to do with adjusted vs. raw data / implicit inflation adj? Many thanks in advance, Alun