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RollingWindow Indexing

Can someone confirm that the most recent entry (add) in a RollingWindow should be at index 0?

If I examine the rolling window in the deubbger it appears correct ...

Then given these two lines of code for a test:

decimal test = _fastCCIWindow[4].Value;
bool test1 = _fastCCIWindow[1].Value > 0m;

Here are the results in the debugger:

Update Backtest








Yes! 
RollingWindow is a window that allows for list access semantics, where this[0] refers to the most recent item in the window and this[Count-1] refers to the last item in the window.

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@Jonas - the _list private object is how the data is stored internally; this is different to the public indexer which does math to figure out which index position to store & fetch data.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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