I am trying to use Parabolic SAR on the e-mini SPX. I have seen the example here when using it on forex: 

I'm using the Futures Template and this is what my code looks like right now: 

class BasicTemplateFuturesAlgorithm(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2019, 1, 27)
self.SetEndDate(2019, 1, 28)

#Set timezone

#Brokerage model and account type:
self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin)

# Subscribe and set our expiry filter for the futures chain
futureES = self.AddFuture(Futures.Indices.SP500EMini)
futureES.SetFilter(timedelta(0), timedelta(182))

futureGC = self.AddFuture(Futures.Metals.Gold)
futureGC.SetFilter(timedelta(0), timedelta(182))

benchmark = self.AddEquity("SPY");

# sar info
self.psar = self.PSAR(self.Futures.Indices.SP500EMini, 0.02, 0.02, 0.2, Resolution.Daily)

The line used in the Forex example is:

self.psar = self.PSAR(self.forex.Symbol, 0.02, 0.02, 0.2, Resolution.Daily)

I've tried a lot of different combinations like this: 

self.psar = self.PSAR(self.futures.Symbol, 0.02, 0.02, 2, Resolution.Daily)
self.psar = self.PSAR(futureES, 0.02, 0.02, 2, Resolution.Daily)
psar = PSAR(futureES, 0.02, 0.02, 2, Resolution.Daily)

I just keep getting errors either that my object doesn't have the attribute or something along those lines.


Does anyone know how to use the parabolic sar indicator on futures contracts?