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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); 
Quant Trader
I guess I have it working with some workarounds. Not sure if data is right now. But indicators get filled.
Quant Trader
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