QuantConnect Community

Hi,

I'm new to Quant Connect and was building an algorithm that uses SPY 200-day SMA. However, I found that the value is different from what I knew was correct, and I went ahead and checked the daily close price for SPY and found that it uses "Adj Close" as the close.

Code:

# region imports

from AlgorithmImports import *

# endregion



class FormalMagentaKangaroo(QCAlgorithm):



    def Initialize(self):

        self.SetStartDate(2021, 3, 18)  # Set Start Date

        self.SetCash(100000)  # Set Strategy Cash

        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol

        self.spyMovingAvg200Day = self.SMA(self.spy, 200, Resolution.Daily, Field.Close)





    def OnData(self, data: Slice):

        currSpyPrice = self.Securities["SPY"].Price

        self.Log("SPY 200-Day moving avg: " + str(self.spyMovingAvg200Day.Current.Value))

        self.Log("SPY close price: " + str(currSpyPrice))

Here are the logs:

2022-09-10 00:00:00 :	SPY close price: 404.93615214

2022-09-13 00:00:00 :	SPY 200-Day moving avg: 422.534731576175

2022-09-13 00:00:00 :	SPY close price: 409.288269663

2022-09-14 00:00:00 :	SPY 200-Day moving avg: 422.179981080665

2022-09-14 00:00:00 :	SPY close price: 391.49139549

2022-09-15 00:00:00 :	SPY 200-Day moving avg: 421.884269450135

2022-09-15 00:00:00 :	SPY close price: 392.98525734

2022-09-16 00:00:00 :	SPY 200-Day moving avg: 421.538519148475

2022-09-16 00:00:00 :	SPY close price: 388.523589948

2022-09-17 00:00:00 :	SPY 200-Day moving avg: 421.222477046435

2022-09-17 00:00:00 :	SPY close price: 385.56

and here's data from Yahoo:

It looks like the close price it's using is the same as Yahoo's "Adj Close", and this is also used in the SMA calculation. Is there a way that I use the actual close price to calculate SMA? Thanks!