I have following code that generates RollingWindow error and can't what parameters needed for RW periods. Maybe some better solution?

//init

RollingWindow _L0 = new RollingWindow(?);

RollingWindow _L1 = new RollingWindow(?);

RollingWindow _L2 = new RollingWindow(?);

RollingWindow _L3 = new RollingWindow(?);

//OnData

L0 = (1.0m - _gamma)*_price + _gamma*_L0[1];

_L0.Add(L0);

if(!_L0.IsReady) return;

L1 = -_gamma*L0 + _L0[1] + _gamma*_L1[1];

_L1.Add(L1);

if(!_L1.IsReady) return;

L2 = -_gamma*L1 + _L1[1] + _gamma*_L2[1];

_L2.Add(L2);

if (!_L2.IsReady) return;

L3 = -_gamma*L2 + _L2[1] + _gamma*_L3[1];

_L3.Add(L3);

if (!_L3.IsReady) return;