Hi everyone,

I'm new in QuantConnect and I would be happy to get some help :)

I've seen another discussion on the forum about getting historical closing price, using rolling window feature. I didn't understood this feature (looked in the documentation but couldn't find it), and the solution was given in python while I'm using c# to which I didn't get to 'convert' (the code).

If someone can explain or refer to any explanation of rolling window feature - it will be awesome!

Here is what I'm trying to do (using c#):

I have to find backwards, a tradebar (I mean a 'candle' lets say oil) which has a closing price lower than its opening price (red), and compare it to my current closing price. The problem is I don't look back for a specific amount of days but going backwards till I find a tradebar which stands in those requirements.

Any help to achive this will be very appreciated!