Why a Rolling-Minimum Window Must Be an Integer

Summary

This brief BigQuant support exchange explains an error raised when a time-series minimum function receives a window argument that is not an integer. The example first derives a value from the position of the highest high within a fixed lookback, then passes that derived value as the window for a rolling minimum. The platform reports that the window must be an integer, and the reply points to the derived argument as the source of the problem.

The practical lesson is that rolling-window functions generally expect a valid integer length, while an expression calculated from time-series data may be treated as a changing value rather than a fixed window parameter. The exchange does not provide a corrected expression, explain whether the platform supports dynamic windows by another method, or discuss boundary cases such as zero or negative lengths. It is a narrow implementation note, not a trading strategy or evidence about market behavior.

Key ideas

• The reported error occurs when a rolling minimum receives a non-integer window argument.
• The example derives its window from a time-series maximum-position calculation.
• The response identifies that derived argument as the issue.
• The exchange does not show a corrected formula or address valid window boundaries.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.