I am struggling here. The basicTemplateAlgorithm.cs seems running.

I add my own test file RollingWindow.cs and the debug F5 just gave a null reference exception .

public class QCURollingWindow : QCAlgorithm
    {
        RollingWindow<TradeBar> _window = new RollingWindow<TradeBar>(7);

        public override void Initialize()
        {
            SetStartDate(2013, 10, 07);  //Set Start Date
            SetEndDate(2013, 10, 11);
            SetCash(25000);
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
        }

        public void OnData(TradeBars data)
        {
            //Inject data into the rolling window.
            _window.Add(data["SPY"]);
            if (!_window.IsReady) return;

            if (_window[0].Close > _window[6].Close)
            {
                SetHoldings("SPY", -0.5);
                Debug("Short Stock");
            }
            else {
                SetHoldings("SPY", 0.5);
                Debug("Purchased Stock");
            }

        }
    }

I just copied the codes from tutorial and changed the dates as there's only four days' data.