Composite of ADX and ATR

Hello eyeryone I am new to Quantconnect and I am trying to build a composite indicator by dividing the ADX by the ATR. To accomplish this I am trying to use the IndicatorExtension.Over() method. However I always get a TypeError telling me I am trying to acces a method that doesn't exist. Replacing the ADX and ATR indicators with an EMA indicator fixes the problem. Does anyone know why this happens and how to build the ADX/ATR composite indicator. 


Update Backtest

class BasicTemplateAlgorithm(QCAlgorithm):

def Initialize(self):

self.SetStartDate(2010, 1, 1) #Set Start Date
self.SetEndDate(2011, 1, 1) #Set End Date
self.SetCash(1000) #Set Strategy Cash

self.warmingUp = True

self.symbols = ["SPY"]
self.symbolObjekts = []

for symbol in self.symbols:

self.AddEquity(symbol, Resolution.Daily)

indicators = {}

indicators["MA1"] = self.ALMA(symbol, 10, 6, 0.8, Resolution.Daily)
indicators["MA2"] = self.ALMA(symbol, 40, 6, 0.8, Resolution.Daily)
indicators["ATR"] = self.ATR(symbol, 10, MovingAverageType.Exponential, Resolution.Daily)
indicators["ADX"] = self.ADX(symbol, 18, Resolution.Daily)
indicators["Ema"] = self.EMA("SPY",3, Resolution.Daily)

indicators["ADX/ATR"] = IndicatorExtensions.Over(indicators["ADX"],indicators["ATR"])
indicators["EMA"] = ExponentialMovingAverage(3).of(indicators["ADX/ATR"])

SymbolObjekt = symbolObjekt(symbol, indicators)

def OnData(self, data):
if self. Time == self.StartDate:
self.warmingUp = False
Console.WriteLine("Finished WarmUp")


def update_plots(self, data):

if not self.warmingUp:
for symbolObjekt in self.symbolObjekts:
if(symbolObjekt.symbol == "SPY"):
SPYObjekt = symbolObjekt

#self.Plot('MA', 'Price', data["SPY"].Close)
#self.Plot('MA', 'MA1', SPYObjekt.indicators["MA1"].Current.Value)
#self.Plot('MA', 'MA2', SPYObjekt.indicators["MA2"].Current.Value)
#self.Plot('ATR', 'ATR', SPYObjekt.indicators["ATR"].Current.Value)
#self.Plot('ADX', 'ADX', SPYObjekt.indicators["ADX"].Current.Value)
#self.Plot('ADX/ATR', 'ADX/ATR', (SPYObjekt.indicators["ADX"].Current.Value/SPYObjekt.indicators["ATR"].Current.Value))

class symbolObjekt(object):
def __init__(self, symbol, indicators):
self.symbol = symbol
self.indicators = indicators

Thanks for bringing this to our attention. After looking into this issue the IndicatorExtensions.Over() method currently only supports parameters of the IndicatorBase<IndicatorDataPoint> type and the indicator ADX is not of that type. We have identified the issue and it is on our TODO list have .Over() support all indicator types.


Update Backtest


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