New to Quant Connect and am trying to add daily bars for a small test universe of 4 stocks to a rolling in and out of sample window.

Where I would have say 100 days in-sample and 5 days out-of-sample.  This window would then roll forward by 5 days at a time for say 20 rolls.

I can see that there is a ‘RollingWindow’ function for in-sample but how would I then test out of sample for 5 days and then roll forward?

Could some let me know if this is possible in QuantConnect please? And if so how would you do it?