So we've developed a strategy that needs to know if the opening price is above the 20-day SMA. My problem is that if I go look at a chart say in Scottrade, the 20 day SMA value that shows at market open is not the same as my QuantConnect value at the same time. In fact, we've noticed that the QuantConnect algo SMA value is the EXACT value that Scottrade (or any other historic chart) will show for the SMA from the PREVIOUS day.

Which brings me to the conclusion that the way my algo is coded is causing me to use the previous day's SMA value... Can someone take a look at my code and help me understand that? If there is documentation on the indicator classes, I would love to read up on them. I just don't see it under the documentation section of the site. I'm sure its possibly there, but I can't find it.