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Rolling Window Indicator Classes

Hello,

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?

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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:

https://www.quantconnect.com/forum/discussion/1809/accessing-previous-indicator-values-made-with-consolidated-bars/p1

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

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