Here is my setup...
* Using Norgate integrated watchlist data store.
* Simulating a stock universe (including delisted) of the S&P 500
* Data Start Date 1/1/1999
* Trade Start Date 1/1/2000
I'm seeing very strange behavior from indicators calculated in my trading system. Basically it looks like the calculation is shifted (look ahead) by over a year -- last indicator value is 5/17/2015 whereas last bar data is 5/31/2016. I've attached a chart illustrating this. I use the built-in simple moving average indicator with a 200 bar period (light blue line named _symbolSMA in the trading system). If I open a chart from the trading system results and then manually add another 200-bar simple moving average (Purple line in the chart), it is calculated correctly.
Some additional data... If I start the simulation later (shift data and trade start days a year later or more), the indicators get calculated correctly.
I can provide code if that helps debug it. Please advise if there is a known issue that would explain this.