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It is common to keep track of historical values for various things. Sometimes we need to keep track of the last n bars of data, or sometimes we want to keep track of the last n values for an indicator. This is typically accomplished using a RollingWindow<T> and manually adding the values to the rolling window. In this algorithm, I've defined a HistoryTracker helper class which can make tracking the history of consolidators and indicators a one liner in Initialize!
This works by binding to the event handler on the indicator or consolidator and updating the rolling window from that!
Have a peek and let me know what you guys think!
Vincenzo Somma
Michael Handschuh
foreach (var tradeBar in tradeBarHistory) { myIndicator.Update(tradeBar.EndTime, tradeBar.Close); }Desi Monk
Hi Michael,
Your easy history of indicator tracking method is very handy. I could not figure out syntax needed to add stochastic. Can you please help ?
Following is what I tried.
Stochastic sto = STO(sec.Symbol, 14, 1, 1, Resolution.Hour);
RollingWindow<IndicatorDataPoint> historySto = HistoryTrackerImpl.Track(sto, 3);
Michael Handschuh
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