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Recursive indicator: Adjust minimal period based on input data



  • Let's say I want to create an indicator which can be calculated only recursively and contains an intrinsic minimal period for calculation. The calculation of its values should be done in bt.indicator next method.

    Data passed into this indicator can already contain another minimal period (i.e. they contain certain amount of starting NaN values).

    What is the best way to automatically adjust minimal period according to the number of NaN values in the data line?

    I was thinking to determine number of NaN values iteratively inside indicator class but I don't even know how to access line values in the ascending order (i.e. from oldest to newest values).


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