Indicator Window Ago
The retained causal value of an indicator. Minute, Hour and Day windows are elapsed calendar time. For exchange-session inputs, a TradingDay lag reads the last confirmed regular-session value from the completed session that many exchange sessions earlier. Missing session-end evidence returns no value, rather than an older session. Missing exchange-calendar evidence returns no value. The lag applies to the inner indicator as defined: Previous Closing Price is already from the prior session, so adding a one-day lag can read an older close than a one-day-lagged current-price indicator. Equal outer windows do not automatically align the underlying source sessions. TradingDay follows the input markets: crypto-only inputs use elapsed 24-hour days, including weekends, just like Day. Stock, option, mixed-market and asset-free expressions use confirmed exchange sessions. The window does not change intraday prices into daily closing prices. TradingMinute counts regular-session minutes the same way, so a 70 TradingMinute window at 9:45 reaches back to 3:06 PM on the prior session (the overnight gap is one step); crypto-only inputs use elapsed minutes. It allows at most 1439 minutes; use TradingDay for longer lookbacks. Indicators read every tick have no TradingMinute value outside regular hours, and windows over a ChartBar keep the value of its latest completed candle.
Indicator Window Ago
Definition
The retained causal value of an indicator. Minute, Hour and Day windows are elapsed calendar time. For exchange-session inputs, a TradingDay lag reads the last confirmed regular-session value from the completed session that many exchange sessions earlier. Missing session-end evidence returns no value, rather than an older session. Missing exchange-calendar evidence returns no value. The lag applies to the inner indicator as defined: Previous Closing Price is already from the prior session, so adding a one-day lag can read an older close than a one-day-lagged current-price indicator. Equal outer windows do not automatically align the underlying source sessions. TradingDay follows the input markets: crypto-only inputs use elapsed 24-hour days, including weekends, just like Day. Stock, option, mixed-market and asset-free expressions use confirmed exchange sessions. The window does not change intraday prices into daily closing prices. TradingMinute counts regular-session minutes the same way, so a 70 TradingMinute window at 9:45 reaches back to 3:06 PM on the prior session (the overnight gap is one step); crypto-only inputs use elapsed minutes. It allows at most 1439 minutes; use TradingDay for longer lookbacks. Indicators read every tick have no TradingMinute value outside regular hours, and windows over a ChartBar keep the value of its latest completed candle.
Parameters
Inner indicator, Window, optional Initial value
Example
`Price 5 Days Ago(AAPL)` reads the retained value at a five-elapsed-day lag. Weekends do not turn that into five trading sessions.
Full indicator reference