I am working with a clone of the MultipleSymbolConsolidatonAlgorithm.py algorithm.
I am attempting to add a RollingWindow for the SMA indicator, and then add the RollingWindow data
to the self.Data dictionary. To allow access of previous period SMA data.
I added the following lines to the code:
Line 90 -> self.Data[bar.Symbol.Value].smaWin.Add(IndicatorDataPoint)
Line 132-> self.smaWin = RollingWindow[IndicatorDataPoint](windowSize)
I received the following error.
Runtime Error: Python.Runtime.PythonException: ArgumentException : Object of type
'System.RuntimeType' cannot be converted to type 'QuantConnect.Indicators.IndicatorDataPoint'.
Please provide some guidance. I am not sure if I am doing this correctly.
I had to comment out the added lines in order to attach the backtest.
Thank you.
Your help is much appreciated.