I know that the lower level you go the more able you are to accidentally induce look forward bias. Especially with R and quantstrat since you can write orders directly to the book.
What indicators do you usually lag? what can you check to make sure you don't have look ahead bias?
Personally I just use everything as is, but I know in the webinar IlyaKipnis lagged his ATR. But he also said that quantstrat is a next bar execution system. So does that negate having to explicitly lag thing?
maybe @bigmike or any other big R people will know.