Hi everyone,

I am writing my first algorithm based on the community posts and GitHub.

My main target is to trade near market close (3 mins) and have the indicators ready with live data (RSI and self.CalculateReturn). I wrote self.CalculateReturn to calculate return of an equity over a period of time.

I am not sure if the code I have will have the real time value, especially the self.CalculateReturn (I saw some suggestions about a RollingWindow but so far haven't been able to implement).

Any suggestion on improving the code will be greatly appreciated!

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