Some info on the Indicators used in this system and Time Period involved
In our case the period used for stoch is 8
Stoch = (Close - Lowest Low value of last 8 bars) / (8 bars HHV - LLV)
so delay of 5 x 8 = 40 minutes
% K uses avg of 3, so another delay of 10 mins = 50 Mins
% D uses avg of 4, so another delay of 15 Minutes = 65 Mins
Similarly EMA 13, also take 65 Mins to get rid of yesterdays effect.
So after 11 am, there will be no impact of yesterdays price on 5 Mins TF
Where as for 30 Mins TF it will always carry info of price data (or lag) for last 13 bars ~ cummulative effect of 1 day on rolling basis.
Thanks