My understanding is that if you want to create an indicator using the morningstar fundamental data then you must use a Fine Fundamental Universe and that the SetWarmUp functionality is not available when using fundamental data for say PE Ratio or Total Revenue.

The algorithm I am working on needs 5 quarters of data pumped into the indicators deque to start making trading decisions.  If I run the backtest the results overview trading graph shows 5 quarters of the algorithm doing nothing and then it starts trading a bit after that.  Is there a way to exclude the first 5 quarters (year and 3 months) from the results calculations since we don't have a way to do it with the warm-up functionality?  Is there a good workaround?  I want to see results like Annual Returns based on the time I trade and not including the time I am preparing data to trade.

One idea I saw was to write an algorithm that generates the indicator for the first year and 3 months and then saves it in an object store and then starts another seperate program that would read in this first year and 3 months to the indicator from the object store and then start from after the year and 3 months.  Does this make the most sense in this case?