I am trying to have a rolling window of trade setups with the corresponding type of setup (string object that says "bull" or "bear") & the datetime object of when the setup occurred. Does anyone know if I would have to use 2 seperate Rolling Windows (one for strings of setup types & the other for datetime objects), or am I able to create it like this using a dictionary:

self.setups = RollingWindow[{}](self.expiration)

Or like this using a list:

self.setups = RollingWindow[[]](self.expiration)

 

To emphasize what I am imagining is a rolling window like this as the end goal:

[{"Bull":2021-01-05 22:34:01}, {"Bear":2021-01-02 14:34:01}, ...]