Hi everyone!

I have 3 questions based on the attached backtest of a simple algorithm. I hope someone can answer me šŸ˜Š

  1. Are you able to ā€œunregister an indicatorā€ in OnSecuritiesChanged when a stock is removed from the universe? I read somewhere that you cannot, so what happens when a stock that has registered an indicator in the past gets removed and then gets added back to the algorithm again? Wouldn't it have 2 of the same indicator registered to it?
  2. Assuming that you can ā€œunregisterā€ an indicator, in OnSecuritiesChanged, I want to remove all data related to the stock if it is removed from the universe (and ā€œunregisterā€ the indicator and remove the consolidator from the subscription manager). Have I done it correctly in the example?
  3. This is just out of curiosity, I've set AutomaticIndicatorWarmup to True, how does it work in the backend for the algorithm to warmup my indicators with consolidated data?