Re-creating $ADD , $TICK and $TRIN in QuantConnect

Currently, QuantConnect does not have access to market breadth indexes, such as the $ADD , $TICK and $TRIN.  However, being as that QC has access to the data for all of the underlying equities that comprise these indexes, I am holding out hope that it is possible to re-create them in QC.

For example with the $ADD, is there an easy way to implement something like:

Step1: Create array NYSE{"Symbol.1", "Symbol.2", "Symbol.3", ... } containing all equities traded on the NYSE.

Step2: Create a new array ADD{ } that will contain boolean values that corresponed to the index elements in NYSE{ }

Step3: Compare current price of NYSE{"Symbol.1"} with previous price of NYSE{"Symbol.1"}.

Step4: if current price of NYSE{"Symbol.1"} is greater than previous price NYSE{"Symbol.1"}, then ADD{0}==true else if current price of NYSE{"Symbol.1"} is less than previous NYSE{"Symbol.1"} then ADD{0}==false.

Etc. Resulting in a fully updated array of boolean values: ADD{true, true, false, ...}

Thanks in advance for any help.