Hi Everyone! Hope all is well!

I am in the middle of putting together an options strategy and I'm looking for some assistance.  

Currently, I filter an options universe for a single security to find the option I want to trade when a given set of criteria is met.  With this option, I store that particular option's Implied Volatility (IV).  I then calculate a moving average of the last X number of days to basically tell my algo to NOT trade when IV is say 50% higher than the average over the last 30 days.

However, if I want to set this up to be a much longer moving average, say 250 days, the algo essentially needs to warmup the 250 days before it starts getting used.  So 250 days passes by, before that stored window begins to effect the trades.  

Once I port this over to live trading, my assumption is that I will need to live trade this algo for 250 days before this goes into effect.  Is there a better way to do this, so that once live trading, it can reference something where it gets that initial value and starts calculating from there?

Apologies if I'm not clear, somewhat new here! Looking forward to learning and hearing any feedback!