I have some mutual fund price data (via Amiquote / Tingo) that shows the Adjusted price in the O,H,L,C fields and the Unadjusted price in the Aux1 field. I was trying to backtest a simple moving average formula (below), but wanted the backtest to use the Unadjusted price data from the Aux1 field as the Buy / Sell prices. The code runs, but the backtest report is showing the Adjusted prices as the Buy / Sell prices instead of using the Aux1 price. Any ideas on what I am doing wrong? Fyi, I am using AB version 6.20.1. Thanks in advance for any direction.
MA1 = MA(Aux1,200); BuyPrice = Aux1; SellPrice = Aux1; Buy = (Aux1 > MA1); Sell = (Aux1 < MA1); Filter = 1; AddColumn(C,"Close", 1.2); AddColumn(Aux1,"Aux1",1.2);