Investigating Adjusted Prices in a 60-Day Moving-Average Filter

Summary

The document raises a question about reproducing a 60-day moving-average comparison in a Chinese quantitative research platform. The user’s feature flags observations when a close-price series is below a 60-day mean calculated from prices divided by an adjustment factor, then compares the results with another charting service. The discrepancy leads them to ask how to reduce the moving-average error.

No answer or correction is included, so the material does not establish which price adjustment convention, data alignment, or averaging implementation explains the mismatch. It provides no comparison data or evidence that one platform is more accurate. Its practical value is as a reminder that adjusted and unadjusted price series, adjustment factors, and the precise definition of the moving average should be checked when validating a filter across platforms; resolving the specific case requires additional documentation or data.

Key ideas

• The question concerns a filter comparing closing prices with a 60-day average.
• The feature calculation uses prices divided by an adjustment factor.
• The user reports results that differ from a separate charting platform.
• The document contains no answer or verified method for reducing the discrepancy.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.