Rolling Window Indicator Classes


I'm looking for a way access classes for rolling window indicators. Looking at the Bollinger Bands for exampl it seems to default to BollingerBands.Current, how would I access the historical values for the upper or lower bands?

Update Backtest

I think you would need to save the raw values (decimal) in the rolling windows -> 2 windows with decimal, one for  upper one for lower. If you save/add the indicator in the rolling window you have 50 times a reference to the same bb with 50 times the same value. 

and also something i have seen around the IndicatorSuite which has a problem with the time:

because its saving the values for a specified minute.........but take a look and get some ideas...maybe you find something useful


Update Backtest


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.


This discussion is closed