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
Shile Wen
Hi Essam,
RWs are typically initialized in the same place where the indicators would be initialized. One example of using RWs with the Algo Framework can be found in this Strategy Library addition.
Best,
Shile Wen
Essam Saed
Hi Shile
Sorry for the late reply, I have worked on your suggestion and successfully implemented the concept that i was looking for.
Thanks a lot.
Regards
Essam Saied
Essam Saed
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