As pseudocode, in a Strategy where the Indicator is referenced (NT8 - Performance practices | Referencing indicator methods) :
private SMA mySma;
protected override void OnStateChange()
{
if (State == State.Historical)
{
mySma = SMA(20);
}
}
protected override void OnBarUpdate()
{
if(conditionToRemove)
{
mySma.Dispose();
}
}

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