five bars

[shulemmosko]

Hi, thank you for your work.
I'm about to test Grademark in my login I'm going to need to have access to the last five bars, how do I achieve it?

[ashleydavis]

Set the lookbackPeriod field of your strategy to 5 and then access the lookback field of the args object (it's a Data-Forge dataframe).

Like this:

    const strategy = {
        lookback: 5,

        entryRule: (enterPosition, args) => {
           const lookback = args.lookback;

           if (have_buy_signal) {
                enterPosition();
            }
        },

        exitRule: (exitPosition, args) => {
            if (have_sell_signal) {
                exitPosition(); 
            }
        },
    };