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    What kind of close price should I use for backtesting?

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    • A
      alexgiul last edited by

      Hi guys,

      in case of stocks, I have both close price and adjusted close price; in case of daily or longer time period what is the correct price to use?

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      • B
        backtrader administrators last edited by

        You can always use the non-adjusted close and see how your strategy fares when a 5x1 split happens.

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        • A
          alexgiul last edited by alexgiul

          Thanks @backtrader , my problem is I dont understand how to obtain same results present on websites:

          for clarification I show you an example:
          https://www.justetf.com/en/etf-profile.html?isin=IE00B1YZSC51&tab=returns for this instruments I see annual returns, but if I execute a simple buy and hold strategy and add the AnnualReturn analyzer I got different results; in particular on justETF the annual return for 2015 is 8.23%, while on my backtest 6.87% and so on

          Can you drive me in order to understand ?

          Ps: for buy-and-hold strategy I used the code available here(Buy and Forget): https://www.backtrader.com/blog/2019-06-13-buy-and-hold/buy-and-hold/

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