Hi,
This looks interesting; can you elaborate on how the lookback period for the comparison is managed?
Is this only comparing data between sessions within the # of days loaded specified in the Data Series settings for the instrument?
so for a 1 year lookback, I'd have to set 365 days there, correct?
I notice in cases where we change timeframe, the data is re-calculated, and this takes an awful long time , and may lock-up the ninjatrader window such that user interaction is not possible until the action has completed.
(On a Ryzen 3800x with an NVMe drive and 32GB ram, this is taking ~30 seconds for ES on a 5 minute timeframe and a 365 day lookback. )
Granted you probably aren't expecting such long lookback periods, but It would be interesting if this data could be stored in an aggregation, which would vastly improve performance when switching timeframes for the same instrument, at the cost of some precision. (e.g if this is calculated initially on a 5 minute timeframe, then we could aggregate the expected data for the 15 minute timeframe based on that data as there is sufficient data resolution.)
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Also, You've drawn blue horizontal lines at the end of each configured time period, it'd be cool if this was included in the indicator, so we don't need to double up on indicators to draw this
