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Value ref
rolling_statsRolling statistic over a nested SignalRef source — stat: mean|std|zscore|sum|count|rank|percentile. Required fields: source (nested SignalRef), lookback_bars. percentile also requires percentile_level (0-100).
Backing types
RollingStatsSignalRef
Required fields
FieldTypeDescription
lookback_barsreqinteger-sourcereqobject-statreqenum: mean, std, zscore, sum, count, rank, percentile, ema-Optional fields
FieldTypeDescription
factoranyOf (2 variants)-percentile_levelanyOf (2 variants)-resolutionanyOf (2 variants)Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.typestring-Backing types
The IR ValueRef classes this builder field resolves to.
RollingStatsSignalRef