This is another common mistake because ‘actually’ is a false friend. It doesn’t mean “
actualmente“, it means “realmente, en realidad, de hecho, a decir verdad…”. So if you say: ‘I am actually living in Madrid‘ you are saying that you are really living there and not somewhere else as someone could have thought.
If you want to say ‘actualmente‘ you can use: Now/ At the moment/ Currently/ Nowadays... As in: ‘They are currently living in Madrid’ or ‘They are living in Madrid at the moment’ or ‘Nowadays people live near big cities’...
Some examples with ‘actually’ could be: ‘I’ve known her for ages. Since we were kids, actually’ or ‘He looks 30 but he’s actually 45’