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?
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