Hi there. I am new to backtrader and seek for some kind help.
What is the standard way of extracting the previous ten bars' highest close price? I just skimmed the doc but didn't find the standard way. I once tried a brute force for loop method, but the program ran much slower than before...
It seems like
self.datas.closeis not a pandas series, so there seems no convenient way of doing this task.
Any help would be appreciated.
Thank you. @backtrader