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I am trying to do a calculation that involves data from previous bars, (which I have created using Rolling Windows and added the price data into), and then calls itself from one bar ago as apart of the calculation.
For Example (in the OnData function):
self.window = RollingWindow[TradeBar](3)
self.window.Add(data["SPY"])
HP = (self.window[0].Close - self.window[1].Close) + HP[1]
But this leaves me with an error message that I am using HP before it is assigned. May someone help me out and explain how to get this recursion problem working?
Karthik Kailash
Are you just trying to maintain a moving sum of differences between consecutive close bars? You don't need recursion to do that, you can just calculate it from the rolling window whenever you need it.
Ethan Wertlieb
No, the example I created is not the best, I believe I do need to use recursion to get the calculation I am looking for. Do you know how to go about this?
Karthik Kailash
Recursion is a widely discussed concept so there are better places to learn about it than here. Better would be for you to explain in English the calculation you are trying to perform, to get specific help
Ethan Wertlieb
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