Hello,
I'm looking for a way access classes for rolling window indicators. Looking at the Bollinger Bands for exampl it seems to default to BollingerBands.Current, how would I access the historical values for the upper or lower bands?
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Inquiring about accessing historical values for upper and lower bands in rolling window indicator classes like Bollinger Bands.
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Rolling Window Indicator Classes
Marcus Ducklow | December 2017
Hello,
I'm looking for a way access classes for rolling window indicators. Looking at the Bollinger Bands for exampl it seems to default to BollingerBands.Current, how would I access the historical values for the upper or lower bands?
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Michael Manus
I think you would need to save the raw values (decimal) in the rolling windows -> 2 windows with decimal, one for upper one for lower. If you save/add the indicator in the rolling window you have 50 times a reference to the same bb with 50 times the same value.
and also something i have seen around the IndicatorSuite which has a problem with the time:
because its saving the values for a specified minute.........but take a look and get some ideas...maybe you find something useful
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Grant Kot
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