I do not get this to work. I have seen another post in which the indicators are warmed up in the OnData event. I am wondering why my SMA indicator (_spyMovingAverage) does not run. Maybe you see what I do not see....

 

//Set moving average on SPY and benchmark _spy = AddEquity(SP500IndexSymbol, Resolution.Minute); //_spyMovingAverage = SMA(SP500IndexSymbol, _trendfilter, Resolution.Daily); //var consolidator = new TradeBarConsolidator(TimeSpan.FromDays(1)); //consolidator.DataConsolidated += OnTradeBarDataConsolidated; //SubscriptionManager.AddConsolidator(SP500IndexSymbol, consolidator); //_spyMovingAverage = new SimpleMovingAverage(_trendfilter); //RegisterIndicator(SP500IndexSymbol, _spyMovingAverage, consolidator); //Log("Added new consolidator for " + _spy.Symbol.Value);