Overall Statistics
class NadionMultidimensionalAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 6, 1)  # Set Start Date
        self.SetEndDate(2019, 6, 18) # Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        self.rw = RollingWindow[float](10) # Create RollingWindow object with length of 10

    def OnData(self, data):
        self.rw.Add(data["SPY"].Close) # Add SPY bar close to the rolling window
        if (self.rw.IsReady):
            self.sorted = sorted(list(self.rw)) # Sort the rolling window in ascending order
            ## insert trading logic using self.sorted here