Hi,

I copied tutorial code from https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/MACDTrendAlgorithm.py to try out the MACD strategy. However in the backtest result I noticed that there's an order on 2018-02-27 that bought SPY at price $259.471818697. However looking at other data providers (e.g. Yahoo finance, TradingView) the SPY price on that day should be around $274, which is very far from the $259 backtest price. Could you help me understand what's going on here? Thanks!

Best,
Richard

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