How to calculate RSI of all securities in universe?

If I understand it correctly, RSI must be defined in Initialize method. How can i calculate RSI on a security, which is a variable?

For example, how do i calucalate RSI on securities of this universe? AddUniverse(Universe.DollarVolume.Top(20));

Update Backtest

Hi Cartoonle,

You could create a new class to define the indicator and update the indicator value. Here is an example about using indicator in universe selection.

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this one:

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