Notice 801: It is advised to turn ON 'Pad and align to reference symbol' option when using ranking, composites or rotational trading (StaticVarGenerateRanks, AddToComposite, StaticVarAdd, EnableRotationalTrading)

Using ranking, creation of composites and rotational trading relies on PERFECT alignment of data. If you have holes in your database (i.e. some symbols have missing bars) your composites/ ranks / composites and rotational trading may see anomalies because suddenly you have one (or more) symbol less in given bar. For this reason to get stable results even if you don't have perfect data it is advised to turn on "Pad and align to reference symbol".

For mode discussion about this subject see the forum: