How to lag indicators

Set up a RollingWindow and .Add an Indicator.Current.Value to it on each bar. Then you can refer to the rolling window using the normal array notation. For example, [2] refers to 2 periods ago and [0] refers to the value you just added. You have to be careful about which index you use because the Add method adds a new IndicatorDataPoint at the beginning of the RollingWindow and shifts all the other values up 1 index. So there is a difference between the two following pieces of code. rw.Add(new IndicatorDataPoint(Time, value). var x = rw[1].Value; and var x = rw[1].Value; rw.Add(new IndicatorDataPoint(Time, value): Nick

Thanks I have tried to add your code suggestion but I don't think I have used it correctly.

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If you want a fixed lag indicator I would recommend using the Delay indicator. It sounds like it does exactly what you want, it lags the value by the specified number of periods.var sma = SMA("SPY", 14); // create a 5 period lag of our sma var laggedSma = new Delay(5).Of(sma);

@max Here is some code which corrects some of your mistakes. I tried to keep as close to your original logic as possible and added comments where I made changes. However, this algorithm has a serious problem which I did not address. When I ran it in back test on my local machine, I got 157 errors similar to the following.

Transactions.GetSufficientCapitalForOrder(): Id: 9, Initial Margin: 7912.75000, Free Margin: 3150.370000000000000000000000
2016-02-01T18:04:26.7047617Z ERROR:: 6/8/2010 12:00:00 AM: Error >> Order Error: id: 9, Insufficient buying power to complete order (Value:15823.5).

In other words you are trying to buy or sell shares for which you have insufficient capital in your account. I put a stop in on June 8 2010 and took a look at the variables. At that time you calculate quantity as -150. Portfolio.Cash of $-15000.98 / Close of 105.49. Your portfolio cash is negative because you own 373 shares already and have borrowed the 15k on margin. The quantity is then negative and your holdings > 0, so even though your comment says "Short", you put in an order for (-)-150 or a buy of 150. When the platform calls GetSufficientCapitalForOrder, it throws an Exception that you have insufficient capital. When I run a back test, the log shows that the algorithm is rate limited to prevent browser flooding so I cannot get to the logs.

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One more thing in addition to Michael's comment. There is already a DonchianChannel indicator in Lean. You might want to take a look at it.

Delay looks useful Really appreciate you guys taking the time to give feedback :)