Good day,

I am trying to create a rolling window of consolidated indicator information. I have looked the rolling window and consolidating data docs (documents and  demonstration algorithms) and I have tried to stitch something together. 

When I try backtest the algorithm, I get an error on line 61 stating that an update method must be defined.

When I remove the self.registerindicator lines, I get another error on line 106 regarding (.Current) or (.Signal). Its as if the only information that I can extract from the rolling window is (.Value) which is a problem cause I need to extract upper and lower band from the bollinger band indicator and signal from the macd indicator. 

Please could you assist with this. Your assistance will be truly appreciated.