Documentation discussion algorithm-framework/alpha-creation

Love the good design patterns section!

Hello, I took a look at your example ~EmaCrossAlphaModel.cs.  Inside of the Update method on EmaCrossAlphaModel you reference SymbolData.Fast which is an instance of QCAlgorithm.EMA.  Is it guaranteed that EMA is updated before any Alpha added to a QCAlgorithm so that EMA is up to date with current data?  Also, suppose you are using your own custom version of EMA, what would be the design pattern you suggest?  Would you create a separate class in a MySpecialEMA.cs file in the project, update it in QCAlgorithm OnData method (which hopefully gets called before IAlphaModel update) and create an instance of it inside of IAlphaModel OnSecuritiesChanged asscociated with each security?  Framework looks cool, and apologies if missed the relevant example doc that probably explains this.

Would appreciate answers to Chris Higginson's questions - I am currently looking through the glass darkly.

Hi Chris Higginson ,

Sorry about the wait.
Yes, Consolidators and Indicators (that are updated by consolidators) are updated before AlphaModel.Update that is called last in the algorithm manager data iteration.
If you are using your own EMA, I would suggest the creation of a custom indicator that can also be updated by a consolidator. You can update it in OnData too, but it kind of breaks the Framework pattern. Alternatively, you can update it in AlphaModel.Update before using it.