[lrm242]

Please don't use Adjusted Close for backtesting execution. Adjusted prices are not real. They never happened, and using them will add unknown error to your backtest results.

Back adjusted prices are fine for building a model, but when back testing the model and simulating executions, you should always use real prices.

[Emsu]

You're right. I really need to bite the bullet and generate stock split data. That was the main reason I used adjusted because splits were skewing my tests a lot.