Hi,

I have created an indicator for the ratio between PEPSI (PEP) and Coca Cola (COKE) and am trying to create a 5 days simple moving average (sma) from this indicator using IndicatorExtension and then plot the result.  Please see the attached project for the code.

However when I run the code in QuantConnect I get the error:

Runtime Error: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the 'int'>) method. Please checkout the API documentation.
  at OnData
    ratio_spread = IndicatorExtensions.SMA(self.log_ratio_spread in main.py: line 53
     (Open Stacktrace)

which is associated with the following line:

self.log_ratio_spread_sma = IndicatorExtensions.SMA(self.log_ratio_spread,5,Resolution.Daily)

What am I doing wrong?

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