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oh yes please, it would be a massive improvement!
It would be even better if the RollingWindow would automatically recalculate if the asked entry is outside the window. So, for example, by default the window would be 0, so no RollingWindow, and when algo asks 10 bar old value, RollingWindow automatically sets length of 10 and warms up the RollingWindow on demand behind the scenes.
Expected Behavior
Indicators have the option to have a RollingWindow of values automatically applied.
Actual Behavior
Indicators don't have the option to have a RollingWindow of values automatically applied.
Potential Solution
N/A
Reproducing the Problem
This backtest shows we currently have to create a RollingWindow and add indicator values to it manually.
System Information
QC web terminal.
Checklist
master
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