Hello,

I've been having some trouble with a particular set up, where I attempt to use a custom coarse universe that uses the standard TradeBar objects. In initialize I have:

AddUniverse<TradeBar>("myCustomUniverse", Resolution.Daily, SelectCoarse);

And for “SelectCoarse”

public IEnumerable<Symbol> SelectCoarse(IEnumerable<TradeBar> tbs)

And unfortunately, selectCoarse will refuse to output/input anything, and result in a backtest completing in a singular second.

 

If anyone knows how to help, I beg you, cus the alternatives I've found force me to run out of memory.

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