I think this is a problem, please set me straight. When running a dynamic universe like Nasdaq 100, QS doesn't start calculating a given indicator until the bar that a given symbol shows up in the universe (despite the existence of price data from before the moment it becomes part of the universe). For some indicators, like a short period SMA, that would be fine. But for other indicators, it creates a problem.
Example: My published PMO GoGo is a rotation model, running weekly (both data and rebalancing). Symbol AMD has a long data history, but only joined the universe in June 2018. Using the dynamic universe, QS starts calculating PMO with data from June 2018, and the PMO(35,20) weekly calculations yield huge numbers (starting around 70 and dropping down to 25 by Mar 2019). The real values for PMO(35,20) weekly, that are calculated based on the longer data history and that I would LIKE to be using here, should start around 5 in June 2018, run up to 25 or so at the price peak in Sep, then back down to 12 or so today.
I've attached a screenshot showing this issue, one chart of AMD weekly from a model using all the data, and a smaller inset showing AMD with only the dynamic universe time period used, with PMO(35,20) graphed in both. I think this is a real issue, and think there should be a way to specify that you'd like to run a model using all the available historical price data for a symbol that enters the universe, rather than only using data from the time period that the stock was a part of the universe.