I created a brand new algorithm and followed the documentation to create a RollingWindow of decimals.  Here is my code:

from decimal import Decimal

class ParticleMultidimensionalShield(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2018, 10, 8) # Set Start Date
self.SetCash(100000) # Set Strategy Cash

self.closeWindow = RollingWindow[Decimal](4)

def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
data: Slice object keyed by symbol containing the stock data

# if not self.Portfolio.Invested:
# self.SetHoldings("SPY", 1)

However, running this code returns an error:

During the algorithm initialization, the following exception has occurred: TypeError : type(s) expected
at Initialize in main.py:line 13
TypeError : type(s) expected

What's the problem?