Equity Strategy - Multiple Tickers and SymbolData

Hi Romain

The idea and basic implementation are right, but I think there are a lot of minor bugs making the algorithm not running. For example, 

symbolData.CustomCdl = bar		# you don;t have this object initialize in the SymbolData object, it will cause trouble in the later if-condition
symbolData.cldWindow.Add(bar)
symbolData.atr.Update(bar.Close)		# ATR indicator should be updated by (bar) only
symbolData.bb.Update(bar.EndTime, Bar.Close)	# the second "Bar" is in title case, which you don't have this variable, use "bar" instead

There are much more in later parts. Suggest you to debug thoroughly first. 

The core non-technical issue would be market opening hours. Since you're using daily data, when the bar is aggregated (00:00 of the next day), it must not be in open market hours. You should use a denser resolution data instead, while using consolidators to update the indicators in daily resolution (doc).

Best
Louis