HI every one,
I will appreciate your help regarding this point, I have used to use the rolling window in classic algo's to identify cross over and breakouts, by initializing the rolling window as stated in the documentation,

But I would like to know how to implement it in the new framework, i already know that indicator initialization is in securities changed the method in alpha class but if someone could refer to an example implementing rolling window in alpha framework this will be greatly appreciated.

Regards