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The default lag is changed from 1 market day to 0 market days in screening mode. Thus, if you want to get screen picks for a screen you've been backtesting, you don't need to change the lags of field files in the screen definition. You will, however, have to manually change the lags in technical analysis functions if you want your trading to be consistent with the lags used in backtests."

Could you provide an example of the last sentence? If you want current picks on a Sunday for use on a Monday of a backtested screen using, say, ratio(aprc, sma(0,5) < 1,
when would you need to change the lag to match the backtest? Let's say you want to make sure you are getting the (0,5) of the previous Monday to Friday period when you look on Sunday.
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