I understand that Quantopian uses the last traded price as the close price for the security. But most algorithms I know are using the End of Day (EOD) price like Yahoo Finance data. When I backtest the algorithms on Qunatopian, the results are quite different.
I'm trying to calculate some indicators using the close price, and I'd like to compare the difference of those indicators using Quantopian close price and EOD price. May I know how I can use the EOD price to select my assets (not for trading price purpose)? Thank you very much.