Schedule Function not working

Newbie here:

I am trying to add a schedule function to the algo below and keep getting an error stating

TypeError: No method matches given arguments for AfterMarketOpen: (<class 'list'>, <class 'int'>)

or

 TypeError: "No method matches given arguments for AfterMarketOpen: (, )

Will appreciate any help I can get on how to correctly schedule it.

The scheduling parameter I am trying to add are to trade: 

 - Every day market is open, 

 - 10 minutes after market opens. 

See algo below

import numpy as np
from datetime import timedelta
from datetime import date, timedelta, datetime

#class RSIAlgorithm(QCAlgorithm):
class BasicTemplateAlgorithm(QCAlgorithm):
    

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
        
     
        self.SetStartDate(2020,6,1)    # Set Start Date
        
        self.SetCash(4000)            # Set Strategy Cash
        
        

        
        self.Equities = ["SPY","AMC","GME","SENS","AMSC","SNDL","HARP","EH","LOOP","QFIB","IDT",
                        "BB","BTX","RCON","BGFV","SBOW","EDRY","BBW","CELH","DDS","RRD",
                        "NOTV","UAN","JYNT","RFP","LOVE","NTP","RICK","SI","CMBM","DEN","CTRN",
                        "BNTX","TGLS","TGB","HYRE","BCRX","AVID","BBIG","WINT","DOCU"]   
                        
        for Symbol in self.Equities:
            self.AddEquity(Symbol, Resolution.Daily).Symbol
            self.rsi = self.RSI(Symbol, 14, Resolution.Daily)
            self.macd = self.MACD(Symbol, 12, 26, 9, Resolution.Daily)
         
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen(self.Equities, 10), self.EveryDayAfterMarketOpen)
            
    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

        Arguments:
            data: Slice object keyed by symbol containing the stock data
        '''

        # Make sure we are not warming up 
        if self.IsWarmingUp: return
        
        for Symbol in self.Equities:
            
            print(self.Portfolio[Symbol].AveragePrice)
            print(self.Portfolio[Symbol].Price)
            print(self.Portfolio[Symbol].Quantity)
            print(self.Portfolio.Cash)
            
            Vested = self.Portfolio.Invested
            Aveprica = self.Portfolio[Symbol].AveragePrice
            Nowprica = self.Portfolio[Symbol].Price
            Quantity = self.Portfolio[Symbol].Quantity
            Bpower = self.Portfolio.Cash
            Rsi = self.rsi.Current.Value
            Macd =self.macd.Current.Value
           
            
            #The perfect Swing set up is Adx > 20 and Rsi > 60 and Macd > 0 and Cci > 100:
            if not Vested and Bpower > Nowprica and Rsi > 60 and Macd > 0: 
                self.MarketOrder(Symbol, 1)
                self.Log(Aveprica)
        
                
            if Vested and Rsi < 30 and Macd < 0:
                    self.SetHoldings(Symbol, 0)
                
            else:
                pass