After figuring out the prices in my backtest were not what I needed due do the default Adjusted mode, I switched the NomalizationMode to Raw via:

def Initialize(self): self.SetStartDate(2009,7,2) self.SetEndDate(2019,7,15) self.SetCash(100000) self.backtestSymbolsPerDay = {} self.current_universe = [] self.UniverseSettings.Resolution = Resolution.Minute self.UniverseSettings.SetDataNormalizationMode = DataNormalizationMode.Raw self.AddUniverse("my-dropbox-universe", self.selector)

However the fill prices of the entries and exits never change. the backtests and fill prices are idenetical whether I use adjusted or raw. The fill prices are of prices that are not actually seen on that given day so I know the data must still be asjusted in some way.