QuantConnect/Lean

Inconsistent indicator property types

Opened this issue · 2 comments

Most indicator properties are of IndicatorBase<IBaseDataBar> or IndicatorBase<IndicatorDataPoint> type, such as PercentB for BB.
It would be nice if all properties of all indicators would be consistent and constructed in the same manner.
For example, the PeriodsSinceMaximum property of Maximum is an INT and not one of the mentioned data types.
This makes it impossible to access past values of PeriodsSinceMaximum without implementing it myself.
Many other indicator properties are missing the window function.

Currently the built in window indicator functionality only applies to the Current property. Keeping this issue open so we could potentially expand it generically for all indicator properties

@Martin-Molinero mmm no its not, its vastly used as in PercentB. ;]