Hi:

   I am new for Quant but very interested in it, so glad after couple of days reading finally had one simple strategy running. I had day trade experience and want to see if I could implement my ideas via quant. 

I met below questions during the result:

1, why there is a Sep 5 result when the test is done within Sep 6?

2, why there is open trade, it seems below endofday didn't trigger?

 def OnEndOfDay(self):

        # close up shop each day and reset our 'last' value so we start tomorrow fresh
        self.Liquidate("SPY")
        self.__last = None

3, Is there any indicators can be used for consolidator directly?

Thank you in advance.