Dear All,

Copying from the SMA examples using consolidators, I played it on SPY. I noticed that there was an intrinsic one bar lag for the indicators. Looking at the output from the log  below

Log(consolidated.Close+"//" +fast+"//"+slow);

                               SPY        SMA(2)     SMA(4)

6/1/201612:00:01   208.693   208.6532  208.397

6/1/201612:30:01   208.872   208.7029  208.5686

6/1/201613:00:01   209.0411  208.7825  208.7178

6/1/201613:30:01   208.8919  208.9566  208.8298

Obviously 0.5*(208.693+208.872)=208.7825 which showed up in the third row instead of the second row. Thus we have an intrinsic lag created by using the consolidator.

I have encountered this problem long time ago and my previous solution was to rewrite the indicators all by myself to avoid the "instrinsic lag". My rewriting was working but I still want to see whether I used the consolidator and the built-in indicators in a wrong way.