Hi everybody! 

I'm an absolute beginner whith quant research, trying to back up my discretionary ideas with solid numbers. I find QuantConnect an incredible opportunity, even tough I'm still wrapping my head around the API...

My question is quite simple: How do I plot an indicator (Keltner Channel in this particular case) making sure is not taking into account the latest price in the calculation, but only the bar before now? 

Specially in the research enviroment, where there are no "on data" events. 

If The indicator is plotted on the close of historical data, and it includes on the calculation the "right now" bar close before we would actually be able to use it in live trading, this would represent a giant look ahead bias. 

How do I make sure is processing lagged data? (With Python) 

I hope I made the question clear enough, thanks already for reading my newbie ramblings :)