Using Heikin Ashi candles is crucial to the success of my strategy, but I keep running into this error:

Runtime Error: This is a forward only indicator: HA(EURUSD_min)

Is it simply not possible to use the HA indicator for backtesting? If so, then how could I create custom QuoteBars and feed them to my other indicators?

Here is my Initialize declaration:

def Initialize(self): # Set the cash we'd like to use for our backtest # This is ignored in live trading self.SetCash(1000) self.Debug("Cash set to $1000") #Risk management risk = 0.05 #% self.Debug("Risking {} per trade!".format(risk*100)) # Start and end dates for the backtest. # These are ignored in live trading. self.SetStartDate(2018,5,1) self.SetEndDate(2018,8,2) # Set Brokerage model to load OANDA fee structure. self.SetBrokerageModel(BrokerageName.OandaBrokerage, AccountType.Margin) # Add assets you'd like to see PAIR = "EURUSD" self.AddForex(PAIR, Resolution.Minute, Market.Oanda) self.Debug("Pair set to: {}".format(PAIR)) #Consolidate minute data into X minute blocks M15 = QuoteBarConsolidator(15) M15.DataConsolidated += self.OnDataConsolidated interval = M15 self.Debug("Time interval set to M15") #Force the manager (listener) to push new data to the stack when a new #30 min bar exists self.SubscriptionManager.AddConsolidator(PAIR, interval) #Declare all the indicators we will be using: ''' *Heiken Ashi - convert standard candles to Heiken Ashi to improve consistency *MACD(5,15,1) - Small MACD, or SIGNAL. Techncally not a MACD: (slowEMA - fastEMA) *MACD(12,26,1) - Big MACD, or MAIN. This isn't a MACD either. See /\ *SMA(50) - Simple Moving Average (no smoothing) *EMA(8) - Exponential Moving Average *ADX(10) - Average Directional Index; provides 3 lines in one: +DI, -DI, and ADX SIGNAL *RSI(10) - Relative STRENGTH Index; The "big knob" aka. the indicator that is the most important ''' self._HA = self.HeikinAshi(PAIR, Resolution.Minute) self.RegisterIndicator(PAIR, self._HA, M15) self._MAIN = IndicatorExtensions.Of(self.MACD(PAIR, 12, 26, 1, \ resolution = interval), self._HA) self._SIGNAL = IndicatorExtensions.Of(self.MACD(PAIR, 5, 15, 1, \ resolution = interval), self._HA) self._SMA = IndicatorExtensions.SMA(self._HA, 50) self._EMA = IndicatorExtensions.EMA(self._HA, 8) self._ADX = self.ADX(PAIR, 10, resolution = interval) self._RSI = IndicatorExtensions.Of(self.RSI(PAIR, 10, \ resolution = interval), self._HA) #Setup data storage for indicators that require comparing to #previous values self._SIGWindow = RollingWindow[Decimal](2) self._ADXWindow = RollingWindow[Decimal](3) self._DIWindow = RollingWindow[Decimal](2) self._RSIWindow = RollingWindow[Decimal](2) self._SMAWindow = RollingWindow[Decimal](2) self._EMAWindow = RollingWindow[Decimal](2) self._Close = RollingWindow[Decimal](20) self._Low = RollingWindow[Decimal](20) self._High = RollingWindow[Decimal](20) #Make sure the indicators have plenty of data to start with self.SetWarmup(200)