I am working on a rotation strategy with monthly momentum indicators. There are some very good examples in different Forum topics.

Testing the strategy for several months now, I have seen the following problem:
If I use the six month momentum to rank the funds, WL includes for the momentum calculation (and also for other indicators) also the value of the most recent, running month. Therefore, signals can suddenly change within a month.
Is it possible to adjust (or lag) the indicator calculation so that the running, incomplete month is not used in the calculation?
I suppose the same problem exists with weekly data/indicators.

How about shifting the DataSeries to the right e.g. Compressed price series alignment?

CODE:
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I am still working on it...
I think only the LAST momentum value should be shifted forward if the month of the last bar is the same month as the bar-1.
Thank you very much for your support. It is very much appreciated!

In other words, make the value on bar-1 and bar equal? Mangling the data jut doesn't look like a correct approach to me.

The correct solution to this "problem" would be to not run your monthly strategy intra-month. Or to rephrase, set a data loading range which ends before the first bar of the current month (e.g. Ending Date = 04/30/2018 for a EOD strategy which calls SetScaleMonthly and runs today). Simple enough?

Ok, that is the best solution. Simple, but it will work.
Thanks again.

You're welcome.