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Support Indicator RollingWindow #5407

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4 tasks done
DerekMelchin opened this issue Mar 19, 2021 · 2 comments
Closed
4 tasks done

Support Indicator RollingWindow #5407

DerekMelchin opened this issue Mar 19, 2021 · 2 comments
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@DerekMelchin
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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

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
@biiiipy
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biiiipy commented Mar 23, 2021

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.

@Martin-Molinero
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Implemented by #7314

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